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  • FTSE 100 Future problem

    Dear Alexis
    I have a problem trying to download daily data for the FTSE 100 future (continuous contract). I checked with eSignal for the correct symbol, which they say is Z 1!-EEI, the 1! being the designation for the continuous contract. When I try to download I only get about 8 months of data, some of which is messed up with the decimal point in the wrong place. I have checked all the settings and tried various combinatons but no luck. It works fine for the Dow and SP 500 e-minis so I cannot see what the problem is?

    Any help would be grealty appreciated. I am guessing it is simply a problem with the symbol?

    PS: I forgot to mention that 'Euronext' is not listed in the exchange menus so I had to input the symbol using 'LIFFE' as the exchange.

    Kind regards
    Simon
    Last edited by wsimon; 02-13-2006, 12:27 PM.

  • #2
    Simon
    See this thread with regards to the 1! continuous contracts
    Alex

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    • #3
      Dear Alexis
      I tried using the symbol Z H2006-EEI for a continuous contract but I still only get 11 months of daily data for the FTSE 100 future and to make matters worse some of this data has the decimal point in the wrong place.

      I dont really understand why the e-mini's work great but the FTSE 100 does not? Could this have anything to do with the fact that you cannot input the correct exchange (Euronext) as only the old exchange is listed (LIFFE)?

      I really need to resolve this problem before the end of the month so any help from anyone would be grealty appreciated.

      Many thanks
      Simon

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      • #4
        Simon
        The symbol Z H2006-EEI is the same as Z H6-EEI and is for the specific March 2006 contract and not the continuous. If you want to create your own continuous contract in GlobalServer you will need to download each of the previous contracts and append them to the existing symbol. This process and the required symbology are described in the thread I indicated in my prior reply (GlobalServer's Help file also provides instructions on how to create continuous contracts).
        As to how the decimals display that depends on the Settings that you have applied to that symbol in GlobalServer.
        Alex

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