----- Original Message -----
Sent: Saturday, August 16, 2008 7:59
AM
Subject: [amibroker] constructing
"Continuous contracts" with eSignal data for Non-US futures
Hi All,
Any advice on methods to construct continuous
futures contracts using esignal intra-day data? Am just starting out and
whatever I was able to find on their KB seems to indicate that they only
facilitate continuous contracts for US futures via the #F symbol route(which
also is constrained to the eSignal charting platform). If my understanding is
incorrect, will be very grateful to anyone who can point me in the right
direction.
One work aorund that I can think of is , keep the basic
symbol and manually change the extension/addition to the symbol which denotes
the contract specs every rollover date and keep on saving the data
locally.This however seems to be an error prone method as, in my case(the
Indian market), there are a total of approx 240 odd symbols which
comprise SSF symbols and Index futures and a typo is all thats required to
make any symbol incorrect.
Best
Regards
R