[amibroker] Re: constructing "Continuous contracts" with eSignal data for Non-US futures

["scourt2000" <stevehite@xxxxxxxxxxx>]

If you also have access to eSignal charting, then they have the tool 
inside there to create your own continuous contracts on any futures 
contract you want.   It's under "Tools -> Continuous Contract 
Settings..."

Once you get the CC data downloaded, just import it into Amibroker 
and then you're set until the next rollover date and then you have to 
repeat the process.


--- In amibroker@xxxxxxxxxxxxxxx, "Rakesh Sahgal" <rakeshsahgal@xxx> 
wrote:
>
> 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
>



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