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Hi Chip,
I can't solve your problem for you but I believe I know the cause.
While I don't use Reuters, I do use MS 6.52.
The problem with that continuous contract probably lies in the fact that the
underlying security (30 year Treasury Bond) was changed from an 8% bond to a
6% bond. Undoubtedly, if you're using a continuous contract, some major adjustments
had to be made to the futures contract.
e.g. The December T-Bond contract was trading around 111. The new March
futures T-Bond contract is trading around 91. Reason? December represented
the 8 % T-Bond and March represents the 6 % T-Bond.
Hope this helps....a little.
Happy New Year.
Claud
Chip Anderson wrote:
> Grrr...
>
> Does anyone know the Reuters Datalink symbol to use for the price of the US Long Bond?
>
> I had been using "@:2ZBcl#I" - the continuous contract - for the past 10 months without problems.
> Last week, that symbol went away somehow. Being a bit of a novice when it comes to futures, I figured something rolled
> over somewhere and I needed to use a different symbol. I went to the Equis support website and installed the latest
> symbol file upgrade for The Downloader and then created a new symbol from "New Security/Lookup" dialog using the
> "Futures (DataLink Symbols)" selection. This time it generated "@:UScl#I" which appeared to work fine (this was last
> Monday). I then spent several hours recreating my bond-based charts with this new dataset (grrr... don't get me
> started). After that work was done, things seemed to be back to normal and the charts were updated with the new data
> just fine.
>
> Until...
>
> Today, The DownLoader is telling me that both symbols are "invalid" and there is no new update for the symbol files on
> the support site. I give up. All I want is a symbol (any symbol!) that I can use for the price (not the yield) of the
> 30-year US Treasury Bond on a continuous basis. Any and all help is greatly appreciated.
>
> Happy Y2K,
> Chip
>
> P.S. This is all with the EOD version of Metastock 6.52 and version 7.0 of The Downloader. All of my other stock
> symbols downloaded just fine.
--
http://pw1.netcom.com/~claudb/
Attachment Converted: "f:\eudora\attach\ClaudB8.vcf"
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