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I cannot get continuous contracts for any exchange outside the US...specifically the Simex....I know the symbol in es is jb !1-si...but the downloader doesn't recognize it...is there an intuitive answer that I just can't see...or is there a thread that already deals with this that I have missed...Oh and Thank you all for the great support...this bb is a live saver for those of us who have been using ts forever.
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jjoyce4
Those continuous contracts are available only in the eSignal application and not with third party products
Alex -
ThanK you....is there a reason for that by any chance....and if there is could it be that Bill Cruz wants to swallow the world whole?Originally posted by Alexis C. Montenegro
jjoyce4
Those continuous contracts are available only in the eSignal application and not with third party products
AlexComment
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jjoyce4
That is because these new continuous contracts are created at the client software level and not at server level.
Having said that if you know the rollover dates you should be able to create a continuous contract also in TS2k since you can access the historical contracts. To do that you will just need to use a different symbol when you download data for an expired contract. The syntax for expired contracts is
[root symbol] [month code][4digit year code]-[exchange code (if applicable)]
So if you want to download the March 2005 contract for JB the symbol would be JB H2005-SI
Just change the symbol in GlobalServer, download the data from start date to end date and then reset the symbol to the current one. If you want you can also set the Expiration to Pattern 81 (No Expiry) so you can continue to tag on new contracts as they roll in.
Hope this helps
AlexComment
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