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Define Continuous Futures Contract in TradeStation

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  • Define Continuous Futures Contract in TradeStation

    I have TradeStation 2000i with SP5 and eSignal's patch. So I can download data.

    I am new to TradeStation 2000i. I like to use eSignal's Continuous contract "ES #F". How do I define this and load the data for this signal in Global Server.

    I already know how to define a contract such as "ES H5".

    Thanks much,

    [email protected]

  • #2
    seldin
    If you already have the symbol ES H5 set up then all you need to do is change the expiration pattern of the contract to Pattern 81 which is No Expiration and then change the symbol from ES H5 to ES #F
    Alex

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    • #3
      Download from Esignal for Continuous Futures Contract

      After I define a Continuous contract, do I have to daily run in Global Server "Download from Esignal".

      On any new symbol, I assume I have to alway run the "Download from eSignal". Is this true?

      Thanks much,

      [email protected]

      Comment


      • #4
        seldin
        It depends. If you are not collecting data in real time (ie GlobalServer is Online and the symbol is Connected) then yes you would do that to retrieve the historical data.
        Other circumstances in which you may do it is if you want to download historical data for a symbol you have just set up in GlobalServer or to fill gaps caused by disconnects, etc.
        Alex

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