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  • Access to Z contract info

    I am trying to backtest various ideas but in the absence of continuous futures contracts on European futures I am trying to access the Z contract info. Looking in the "Help" topics I found that one should use Z2003 or Z03. I have tried AXZ2003-DT and AX Z03-DT but they don't seem to work. How can I get these previous contracts? Without this access backtesting becomes useless every time the contract changes over!

    Thanks
    Rob

  • #2
    Rob

    this is the right manner

    ROOT SYMBOL[space][MONT CODE][4DIGITS YEAR]

    Remember the [space]
    Fabrizio L. Jorio Fili

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    • #3
      Rob
      The correct symbol would be AX Z2003-DT.
      The data is there as you can see in the attached image. You need to ensure that your Time Template is asking for the appropriate number of days (or bars) to take you back to that contract's trading period.
      Alex

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      • #4
        Fabrizio

        Thanks for the quick reply. AX Z2003-DT seems to work but only if I choose 30min bars or above. On any smaller bar it says "no data" ?!? Is this right? This brings me back to the same backtesting problem.

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        • #5
          Alexis

          Sorry, missed your post as I was typing. Just tried fiddling with time templates and it looks like that was my problem.

          Thanks chaps, your help is much appreciated.

          Regards
          Rob

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