Continuous Futures Charts

[buhrmaster]

Alexis

I already knew about the formatting difference. My problem stemmed from the dynamic template bug I didn't know about that prevented me from retrieving extensive back data in the past. See DionLoy posting below. With the CC function hopefully this will no longer be an issue (or I'm going to have to learn to set up templates!).

[hippocampus]

Lot of good news. Looking forward to 7.9...

[buhrmaster]

Regarding the issue of rolling contracts based upon a volume-based algorithm . . .

this has one major issue, that eSignal insists upon assigning volume and OI figures to the following (wrong) day, at least for CME products, and this means the calculated rollovers will always be a day late.

Are you doing this for CBOT and NYMEX as well? This is a huge problem and makes doing volume/OI analysis on futures impossible!

[horus]

Hi,

I want to test an idea that i have on some futures markets but only have back to october. Is there a way to buy the data from the exchange and then put it into a database/file that esignal can read and create the chart off? If so, how would i go about doing this?

I am looking at euro/british pound/swiss franc on globex.

Any help would be greatly appreciated.

Regards,

David Dunne

[ebr]

To my knowledge, there is no way to get eSignal to build charts off of external data.

If this were possible, it would solve a lot of the problems we have discussed in this thread by allowing you to do just what you proposed.