Continuous Contracts in eSignal

[Cameron861]

Hi,

I have swept the net trying to find out how to create continuous futures contracts in eSignal. I have had no luck.

I have worked out how to create a continuous contract for the eMini S&P 500 (simply ES #F) , but I can't work it out for other futures. I want one for the Aussie SPI 200 (APS __-SFE) and the FTSE 100 (Z __-EEI). I need to use the data in TradeStation if that makes any difference to the solution.

Any help is appreciated.

Thanks,

Cameron

 

[hampy]

European Futs continuous symbol is 1!
EG: Z 1!-EEI or AX 1!-DT, dont know about the Aussie but worth trying the same.

Cheers

 

[hampy]

I think this is what you have been looking for:
http://kb.esignalcentral.com/display/2/articleDirect/index.asp?aid=2258&r=0.1593286

Looks like 1! will work on Aussie, 1! will give front month, 2! will give next expiry etc.

Beware of these approaching expiry, eSigs interpretation of when to roll may be different to your own!!

Good luck.

 

[Cameron861]

Thanks Hampy... Worked perfectly.