downloading historical data of MHI Q4-HKF (HKFE contract)

[Richard Yu]

I can get the data for stocks (eg, MSFT) and US Futures (eg, YM #F) in GlobalServer and Prosuite by using the eSignal plugin for TS2000i

However, I trade MHI mainly (eg, MHI Q4-HKF) but I can't download the data and I believe I must have missed something in the symbol definition in GobalServer.

Pls see below for my settings in GlobalServer and advise. I tried to download 1min and daily data but failed.

In TS2000i, I can get the last day data and it means I can get the realtime data.... but I can't get the historical data by using the eSignal Plugin for TS2000i. Pls help. thx.

[ACM]

Richard

I tried to download 1min and daily data but failed

What exactly do you mean with "failed"?
When you requested the download with the Plugin did you see the symbol listed in the Symbols to Download window?
If it was listed was the Download Performance window showing any data being received?
If it was received was it not processed?
You need to be specific as to where the process failed

FWIW I just created the symbol and made a request for data back to 07/01/2004. The results are visible in the following images where you can see the download while it is happening and the chart resulting from that download
Alex

[Richard Yu]

Hi Alexis,

What I meant was that there was no data downloaded. I know the reason now and solve it by adding "HKFE" to the exchanges used by the "Future" category and use "no expire" (expiration rule 81). I can now see the data in Globalserver (Symbol Profile->Edit Symbol->Edit Data).

However, I still can't plot the chart in TS2000i. I can see the data of MHI Q4-HKF in the quote window. I can also get the chart of MSFT. But I get the msg "No data available for the selected date range" when I tried to get the chart of "MHI Q4-HKF".....

thx.



Richard

[ACM]

Richard
In the Format Symbol window of TS2k try using Exchange in the Timezone field. If that does resolve the issue then you may want to check the time offset in the Time settings of TS2k (see in File->Desktop Options)
Alex

[Richard Yu]

Hi Alexis,

I have changed the time to "Exchange" but it still doesn't work...

BTW, I have below 2 questions:
i) what exactly should I enter for "Symbol root" in Globalserver? Should it be "MHI Q4-HKF", "MHI" or "MHI Q4"? Here I assume all the other settings are the same (expire date, session time, etc).
ii) Do I have to match the symbol name of GlobalServer as that of
e-Signal? Can I use a symbol called "MHI Aug 2004"?

thx.

Richard

[ACM]

Richard
Here are the Settings I have in GlobalServer





To answer your questions
i) In general when using symbols that were created manually I have found it best to use the full symbol also in the Symbol Root field.
ii) I assume you are referring to the Description field. That can be anything you want.

Items you may also want to check are the Exchange Settings (specifically the time offset of the Exchange) and the time offset for TS2k.
Alex

[Richard Yu]

Hi Alexis,

1) My session settings are same as yours but I get no data for the chart.

I believe the problem is caused by time settings. As a test, I hv changed the session times to be 00:30 to 23:45 from Monday to Friday and this time there is display in the chart.

But I don't know what goes wrong in my settings. I have already set:
i) in Globalserver, I have chosen "Exchange Traded Time" in "Sessions";
ii) in TS2000i chart, I have chosen "Timezone" be "Exchange" in "Format Symbol"

In TS2000i->Desktop Options, I have also set "offset from datafeed time" to be "0".

I live in Hongkong and my timezone is GMT+8:00....

2) What I refer to in question ii) is the symbol itself in Globalserver? Can I name the symbol as "MHI #F" and manipulate it in some way so that I can make a continuous contract?

thx.

[ACM]

Richard
1) The problem is caused by the time settings which is why I suggested you check both the offset in the Exchange settings and in TS2k Desktop Options
Your offset in TS2k is incorrect because you should have +480 (ie +8:00 x 60 minutes).
Having it set to 0 means that you have TS2k set to GMT
2) No the symbol has to be the same as eSignal's. To create a continuous contract all you need to do is set the Expiration to Pattern 81 and then when the contract rolls over simply change the symbol to the new front month.
Alex

[Richard Yu]

Hi Alexis,

I have tried again with 480min offset in time but still can't get the data in the chart.

For MHI Q4-HKF, I use your settings with time offset set at 480min in TS2000i but get nothing in the chart.

For HSI Q4-HKF, I use "round-the-clock" sessions and get data in the chart but the timing is of course distorted.

Pls see my attached files for the complete settings... I have broken it down into several files b'coz of the upload limit. thx.

Richard

[Richard Yu]

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[ACM]

Richard
If I remember correctly you need to restart both TS2k and GlobalServer for changes to the offset to go into effect.
In the mean time as I am looking over all the images you posted there is one thing that seems odd although I do not know if it has anything to do with your problems



If you look at the 1 Day resolution in the Edit Data tab of Settings you can see that the dates are out of sequence. It is unclear from the other snapshots if this is the case also with the 1 Minute resolution but it is something I would look into.
Alex

[Richard Yu]

Hi Alexis,

I am not sure why this happens but I believe it is b'coz English type of time format is used in HK (DD/MM/YY). But I don't know why some data are ok while some are not.

I have tried to import data using ASCII and input them as DD/MM/YY and MM/DD/YY and both will show this problem (ie, some rows show DD/MM/YY and some some MM/DD/YY)...

I have restarted both programmes already but it doens't work. Maybe I have to change the settings of HKFE in "Exchange Dictionary" of GS too. Should I check "No daylight savings" or "Use daylight rules"?? thx.


Richard