continuous futures contracts, 5.1 not working?

[scheier]

Because the new Qcharts servers do not carry the extended
historical data for futures contracts I need to do my trade decision analysis, I also run a copy of the older qcharts version.
However, I am unable to populate the ES.Q, YM.Q, etc charts with the new Mar 08 contract today, even though I have updated
my CompSyms.unf file accordingly. Would like to continue using these until ver 6 has ported all the historical data to new servers that older servers now have. Any help appreciated to carry me over until the full transfer.

Will

[Larry Marchman]

Hey Will,

[Edit: First paragraph deleted. Sorry. Long week and had a brain fart]

Regarding ES.Q in QCharts 5.1, you most likely have one of those pesky typo's in your ZNF. Take another look and compare what ya got's with the system supplied CompSyms2.INF. It has March 08 as the front month. Curious though, why go to the trouble to update a local ZNF merge file when the ES.Q, NQ.Q, YM.Q are supplied via the CompSyms2, which updates automatically...assuming <grin> that they are on the ball regarding updating on their end. They were this time around.

LAM
[Edit: Misc ramblings here related to deleted section. Leaving them here just for the heck of it.]
(1) One issue in 6.0 futures contracts is that the Daily bar volume is from the previous day.
(2) In 6.0, one can't chart older contracts beyond the 1st most previous. It's either #F for the continuous (3), or the current front month and most recent previous contract. e.g. ES H8 and ES Z7(for a limited time folks).
(3) The #F emini's roll at the right time (ES/NQ/YM/AB) in 6.0. However, that's not always the case for all #F contracts.

[Larry Marchman]

Re: continuous futures contracts, 5.1 not working?

Originally posted by scheier
even though I have updated my CompSyms.unf file accordingly. ~Will

To follow up...
In my previous post I mentioned ZNF, which is what my mind read rather than the UNF that you mentioned. oops..

I wouldn't run a CompSyms.UNF, but rather would use ZNF. A UNF over-rides the system supplied CompSyms2.INF completely. The result is that the updates that QCharts folks do for front month changes on the futures contracts that are there, and also updates stitching stocks together will be invisible, what with the UNF being used instead.

The ZNF is additive to the CompSyms2.INF. The program uses both CompSyms2.INF and ZNF statements. However, if one has the same symbol name in Field-1 (the first character string in a merge statement) in a ZNF that's also in the INF, then only in that case will the ZNF version of that specific merge statement be used.

Again, with a CompSyms.UNF, the system supplied CompSyms2.INF is ignored, not used.

LAM

[Larry Marchman]

[bump]
Post edited. See below.

Originally posted by Larry Marchman
Hey Will,

[Edit: First paragraph deleted. Sorry. Long week and had a brain fart]

Regarding ES.Q in QCharts 5.1, you most likely have one of those pesky typo's in your ZNF. Take another look and compare what ya got's with the system supplied CompSyms2.INF. It has March 08 as the front month. Curious though, why go to the trouble to update a local ZNF merge file when the ES.Q, NQ.Q, YM.Q are supplied via the CompSyms2, which updates automatically...assuming <grin> that they are on the ball regarding updating on their end. They were this time around.

LAM
[Edit: Misc ramblings here related to deleted section. Leaving them here just for the heck of it.]
(1) One issue in 6.0 futures contracts is that the Daily bar volume is from the previous day.
(2) In 6.0, one can't chart older contracts beyond the 1st most previous. It's either #F for the continuous (3), or the current front month and most recent previous contract. e.g. ES H8 and ES Z7(for a limited time folks).
(3) The #F emini's roll at the right time (ES/NQ/YM/AB) in 6.0. However, that's not always the case for all #F contracts.