Continuous Futures Problems

[dcash]

While having problems during my initial try with continuous futures I noticed an old thread about the MACD not working. This was my original problem. When I started playing around with .znf files I found that no matter how many futures contracts I specify in the continuous symbol, only the latest 20 contracts are displayed.

Can someone verify this? If true, it sounds like someone has written the code with a fixed array instead of a dynamically allocated one. If this turns out to be the cause, can it be fixed?

BTW, deleting several of the continuous futures symbols (I took it down to 26) solves the MACD problems, as reported earlier, but the display of only 20 contracts persists.

I did my testing by copying the latest NQ.Q text from the compsyms2.inf file to the compsyms.znf file.

[Larry Marchman]

Continuous Futures Problems

Hey Dan,

Methinks you're referring to StochRSI rather than MACD. Yes?

I took the NQ.Q from the CompSyms2.INF and put it into a CompSyms.ZNF and chopped the contract string to a length of 26 contracts, as you detailed in your post. My last contract being...
DT(#CME:NQ01H|12/8/2000|3/9/2001)

Indeed, a shortened string enables StochRSI, as was discovered by moi in the original post you mention.

Ya might wanna recheck your work. I'm getting a full plot of all 26 contracts in my ZNF. See attached screenshot.

LAM

[dcash]

Larry,

You are, of course, exactly right about it being StochRSI and not MACD. Late night posts make for keying errors?!

I will try to get more than the most recent 20 contracts to be viewable, per your reply. Is there any documentation around on how the syntax works? I have an old document from QCharts about continuous symbols, but it uses a simpler syntax. I believe it is the syntax in the example CompSyms.znf that gets loaded when you install QCharts. In the CompSyms.znf file there is a more complicated syntax, but there is a warning not to use it unless you understand it. BTW, I am using the 5.1.0.21 version.

Without your original post on the Yahoo Qcharts group I would have been scratching my head on how to approach this issue. Thanks for keeping on top of all things QChart for those of us who are still learning about it!

[Larry Marchman]

In the CompSyms.znf file there is a more complicated syntax, but there is a warning not to use it unless you understand it. ~Dan

Please ignore that form. That comment in the ZNF that's supplied in the install of QCharts should be removed. It's a hangover from the original 5.0.9.5 implementation. The newer DT form(DaTe) was introduced in 5.1.0.14. The DT date form provides for assigning specific dates of historical data to use in charting a specific symbol. The original implementation's logic, and the logic remains in subsequent versions for the simple merge form, used the historical data for a symbol that had the highest volume on any given date, and that sometimes does not give the desired result. Here's a YahooGroups post that gives an example of how "highest volume wins" in a simple non DT merge can cause problems.

http://finance.groups.yahoo.com/group/qcharts/message/43194

Regarding the DT syntax...
The same 5 fields apply as with the simple syntax.
Field1 ; Field2 ; Field3 ; Field4 ; Field5

Field 1 = any character string you choose
Field 2 = EXCH:Field1 (the character string from Field1
Field 3 = Any Title you chose to use
Field 4 = EXCH:SYM (the most recent sym or future sym's front month)
Field 5 = the list of syms to merge, with a <space> twix each definition.
See Compsyms2.INF for examples


The DT form allows for entering specific start and end dates for retrieving the historical data used for charting a given symbol.
The " - " here means chart data for this sym beginning on a given date
DT(#EXCH:SYM|DATE|-)
The " - " here means chart data for this sym before a given date.
DT(#EXCH:SYM|-|DATE)
with DATE being in the form mm/dd/yyyy


And just for the record, here's the original Primer post giving an example of "simple" non DT merges with detailed explanation of the 5 fields involved in a merge statement.

http://finance.groups.yahoo.com/group/qcharts/message/43462

This above Primer post, in a less verbose form, covering the non-DT form of simple merges, is at.....

http://www.qcsoftwarehelp.com/symbol_merging.htm

LAM

[dcash]

Larry,

I've been off on other things for a few days, but have just been working on continuous futures contracts again and come up with a historical data problem.

I cannot see any historical data back past the ES01Z and NQ01Z contracts. This occurs whether I am using a continuous symbol or typing in a single symbol. The same behavior is exhibited whether I am using 5.0.1.14 or 5.0.1.21 versions.

I subscribe to the real-time e-mini futures, but I do not subscribe to any delayed quotes. Could this be my problem? I almost never have any server problems, so I rarely, if ever switch servers. I have no idea if there is a central data base for historical quotes or if they are replicated across the server farm.

Stock quotes are not a problem. I can see data back to 1989 on a number of stocks.

Any insight you can provide will be greatly appreciated.

-Dan

[Larry Marchman]

Hey Dan,

Well..hmmm...I can get a chart for ES.Q all the way to the last contract (ES97Z) that's defined in the QCharts supplied string in CompSyms2.INF.

Using 5.1.0.21 and SantaClara-09 (cc-09.sc8.finance..etc).

Try this...
Set your ZNF aside somewhere, take it out of your folder so you will be sure and have only the QCharts supplied CompSyms2.INF in the folder.
At Login start with blank workspace and don't load workspace.
Ctrl-alt-N to SClara-09.
Click new chart icon on toolbar. It should initialize as Daily chart.
Type ES.Q into symbol box.
Press/hold <Ctrl> and use back arrow to page back in time.

LAM

[dcash]

Larry,

I tried exactly what you said and I still am having the same issue. I had been using weekly charts, but used a daily as you suggested. The results are very strange. The last daily price I see displayed is on 9/17/01. Isn't this the first day the markets were open after 9/11? I am showing the same display behavior for both ES.Q and NQ.Q. Also, both symbols display prices for 9/14 and 9/13, but the open, high, low, and close for these two days are exactly the same, which leads me to believe this must be bad data (since the markets were closed on these days).

I feel sure I am doing something wrong here, but I cannot figure out what it is. Any other suggestions on things I can try?

Dan

[Larry Marchman]

I feel sure I am doing something wrong here, but I cannot figure out what it is. Any other suggestions on things I can try? ~Dan

Dan,

email me...
truthmaw[at]earthlink.net

LAM