Can I get more info on ES #F

[jmhuff-2]

Can someone clarify to me what exactly the ES #F symbol is. I decided to load up ES #F and compare it with ES Z8 in v6.0.3. The first thing I noticed was my WSB standard indicators were not the same. I looked at the candles, and noticed that they were the same until the 9/10/08 candle and they started to differ. I am curiose why the candles are different, and wondering if anyone has any opinions on using the #F vs the specific contract month.

** On a side note,
I called up QChart Sales this week to get a price on getting back the CL (Light Sweet Crude) Futures, only $30.00 ::doh:: Anyways, after he answered the phone and saw I was a subscriber he asked if I was a Gary Williams Student. I was stunned. I said, you guys must have a lot of Gary students, and he said they have a ton. He said since Gary has started offering the WSB courses via the internet they are getting a lot more people calling in who have taken the course. I thought it was very cool and I figured some of you would get a kick out of it too.

Enjoy,
Matt

[jmhuff-2]

I wish I could just delete this post.... After posting it I read the continuous futures post and it sounds like the #F could have problems. So I guess thats why ES #F isn't lining up with ES Z8.

I feel like such a newb right now

[ACM]

Matt
ES #F will be aligned to ES Z8 only up to September 11th 2008 as that was the day the equity index futures rolled over to the December contract (see this post).
Then ES #F will be aligned to ES U8 from September 10th back to June 12th which is when the equity index futures rolled over to the September contract (see this post).
Going further back the ES #F will be aligned to ES M8 from June 11th back to March 13th (see this post) and so on and so forth.
To answer your initial question ES #F is a continuation of the specific ES contracts stitched together at the rollover dates (which in case of the CME equity index futures are set by the exchange). For more information on the #F continuous contracts and how they are rolloed over see this article in the eSignal KnowledgeBase
Alex

[jmhuff-2]

Ok, that makes sence. So if I was still able to pull up ES U8 I would see that the candles matched from that point on.

I was confused since I continued to see candles as I scrolled back.

Thanks for the info.

[ACM]

Matt
You can still pull up futures contracts even if they are expired. You just need to use a slightly different format ie
<symbol root><space><month code><4 digit year code> eg ES U2008
Once you pull that up you will see that ES #F will match it between the dates of September 10th back to June 12th as that was the front month during that period
Alex

Originally posted by jmhuff-2
Ok, that makes sence. So if I was still able to pull up ES U8 I would see that the candles matched from that point on.

I was confused since I continued to see candles as I scrolled back.

Thanks for the info.

[ACM]

Matt
Enclosed below is a chart that illustrates how the continuous contract of ES is created by stitching together the specific contracts at the rollover dates
Alex

[jmhuff-2]

Thanks for the chart, that lays it out very nicely.


I have the standard exchanges and the e-mini's and I am now using 6.0.3.

I used to get CL and GC, in v5 but those went away sometime around early September. I am able to gett NQ Z8, ES Z8, NQ #F, and ES #F.

I tried ES U2008 and I get an error saying "ES U2008,D not found."

I typed it into a quote sheet and the name "ES U2008" shows up under symbol but no other data. when I click on it nothing happens.

Same thing with other years/months and same thing for CL and GC.

If this works for you with just e-mini's I must have something hosed up.

[ACM]

Matt

I tried ES U2008 and I get an error saying "ES U2008,D not found."

Charts for expired contracts appear to be loading fine at my end using 6.0.3 (see enclosed screenshot for ES U2008, ES M2008 and ES H2008)

I used to get CL and GC, in v5 but those went away sometime around early September. I am able to gett NQ Z8, ES Z8, NQ #F, and ES #F.

I believe that only the CME e-mini future contracts are available now in v5.
Alex

Originally posted by jmhuff-2
Thanks for the chart, that lays it out very nicely.


I have the standard exchanges and the e-mini's and I am now using 6.0.3.

I used to get CL and GC, in v5 but those went away sometime around early September. I am able to gett NQ Z8, ES Z8, NQ #F, and ES #F.

I tried ES U2008 and I get an error saying "ES U2008,D not found."

I typed it into a quote sheet and the name "ES U2008" shows up under symbol but no other data. when I click on it nothing happens.

Same thing with other years/months and same thing for CL and GC.

If this works for you with just e-mini's I must have something hosed up.

[ACM]

Matt
FWIW I also tried some expired CL and GC contracts and those are plotting fine too
Alex

[Larry Marchman]

Originally posted by jmhuff-2
After posting it I read the continuous futures post and it sounds like the #F could have problems

Hey Matt,

That thread you're referring to is about continuous #F contracts other than the CME e-minis. There's a statement in there that says the CME e-minis indeed Roll at the right times and hence the stitching in the #F is OK for the CME e-minis.

As Alex posted, I also can get the back contracts in 6.0.3-1366. However, on occasion, I do get "invalid" on valid syms and sometimes an exit/restart is required to get another server or perhaps to clear internal stuff that got junked up somehow.

Alex...nice chart showing the stitching !!

LAM

[jmhuff-2]

It looks like its something between my pc and the data. I restarted and it was showing ES U2008 as valid but with no data, restarted a few more times and its working now. Thats good to know about the restarting. I have been a Microsoft Windows user for a while and I am used to the whole restarting to fix things. ::grin::

I am still unable to get CL and GC. I probably sound redundant but its because I was told on Wednesday by a QChart salesman that I would have to buy at minimum the NY Mex e-mini's and that would give me Crude, Heating, and Gas and it was $30.00 a month. I didn't bother asking about any of the others at that point.

I used to have CL and GC on my v5 workspace but one day they all stopped working and then I switched to v6 shortly afterward and they didn't work their either.

If you don't mind, could you see if you have some service that I don't have listed below.

Thanks guys.



American Stock Exchange (Non-Pro) *
AMEX (Bid/Ask)
AMEX Bonds (Non-Pro)
New York Stock Exchange (Non-Pro) *
NYSE (Bid/Ask)
NYSE Bonds (Non-Pro)
NASDAQ Level I *
OPRA (Stock Options)
S & P Cash Indexes (CME sourced)
Chicago Mercantile Exchange E-Minis (only) *
Online Indices (QC)
QCharts
QCharts Basic Features Bundle
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QCharts Plus with 500 Symbols

[Larry Marchman]

Matt,

If you want Realtime, then what support said is required. However, if you are OK with delayed data, there is the $5 Delayed U.S Futures package. That's what I subscribe to just so I can see Futures other than the CME e-minis that I subscribe to Realtime.

LAM