[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: Pro 7.02 60 minute charts- few periods loading online



PureBytes Links

Trading Reference Links

Glen,

Got it, many thanks for the info,

Gerard

----- Original Message -----
From: "Glen Wallace" <gcwallace@xxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Monday, August 07, 2000 8:41 PM
Subject: Re: Pro 7.02 60 minute charts- few periods loading online


> Gerard and Paula:
>
> You should switch your SP U0 symbols to SP U0=2.  The old SP U0 symbol
> consistently misses the last settlement tick every day, and therefore
gives
> the wrong close.  I have confirmed this with two other users.  Attached is
a
> .gif of the DownLoader files showing the SP U0 file with the missing final
> tick and incorrect close for the day.
>
> Regards.
>
>
> ----- Original Message -----
> From: "Gerard Heuby" <mail@xxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Monday, August 07, 2000 11:17 AM
> Subject: Re: Pro 7.02 60 minute charts- few periods loading online
>
> > Paula,
> >
> > Previous ticker (SP U0) is still valid and brings the total of the two
> > sessions (SP U0=1 + SP U0=2).
> >
> > Hereunder an explanation from DBC.
> >
> > Gerard
> >
> >  ****************************************************************
> > Multiple Session Trading for Chicago Mercantile Exchange (CME)
> > supported in eSignal beginning June 5, 2000
> > ****************************************************************
> >
> > Effective June 5, 2000, trading activity on CME issues will be
> > displayed for the Globex and regular trading hours (RTH) sessions.
> > You can specify which session you wish to monitor by adding "=1"
> > for the Globex session and "=2" for the RTH session to the end of
> > the symbol.   This will enable you to display intraday and daily
> > charts for the composite symbol or each individual session separately.
> >
> > Beginning June 5, the following symbol formats will apply for the
> > S&P 500 June contract:
> > For the combined session:  SP M0
> > For the night session ONLY, add "=1" to the standard symbol: SP
> > M0=1 For day session ONLY, add  "=2" to the standard symbols: SP M0=2
> >
> > TRACKING TRADING ACTIVITY BY SESSION:
> > In the past, during the day session, the bid, ask, last, high and
> > low, on for example SP M0, would reflect the trade and quote activity
> > of the current day session. Once the contract closed, the high and
> > low would be updated to reflect the high and low range that occurred
> > the night BEFORE. These values would remain unchanged until opening
> > of the next day session.   (The Globex (night) trading is actually
> > the beginning period of trading and the day session is the second
> > period. Together they form the 24 hour cycle).
> >
> > Beginning June 5, using S&P as an example, SP M0 will reflect
> > activity of both the RTH and Globex sessions. Therefore, the bid,
> > ask, last, high, and low will begin updating with the Globex (night)
> > session and continue to update after the RTH (day) session begins.
> > SP M0 will now be a true 24 hour composite symbol.
> >
> > By adding a "=1" or "=2" to CME contracts that have multiple sessions,
> > each session open, close, high, low, previous, bid, ask, and last
> > for each session can be accessed. For example, SP M0=1 will be the
> > Globex (night) session symbol for SP M0 (Globex is the first session
> > of the trading day, hence "=1") and SP M0=2 will be the RTH (day)
> > session data.
> >
> > UPGRADE TO eSIGNAL 5.2 OR ABOVE TO ACCESS CME DATA BY SESSION ID:
> > Support for the Global and RTH sessions on the CME is available
> > on eSignal using version 5.2 and above.   To upgrade to eSignal
> > 5.2 or the new eSignal 5.3, go to:
> >      http://www.dbc.com/downloads/.
> >
> > If you are using third party software, please check with your third
> > party software provider should you experience problems with the new
> > symbol formats.  We will continue to support the old symbol formats
> > for a limited time to assist in this transition.   Additionally, we
> > plan to support multiple sessions for other futures exchanges in
> > the near future.
> >
> >
> >
> > ----- Original Message -----
> > From: "Paula" <hotair003@xxxxxxxxxxxxx>
> > To: <metastock@xxxxxxxxxxxxx>
> > Sent: Sunday, August 06, 2000 5:37 PM
> > Subject: Re: Pro 7.02 60 minute charts- few periods loading online
> >
> > > Any equity is doing the same thing.
> > > I have not tried the futures yet but had problems previously with S&P
> > > and now carry this realtime  in my local files. Was told by E signal
that
> as
> > > of June 5 their denotation for futures was  changing to separate RTH
and
> > > Globex. SP U0 1=Globex and SP U0 2=RTH. May be this symbol stuff has
> > > something to do with the inconsistencies thru MS. I don't know.
> > > But this 60 minute thing seems to be a bug across the board for me. By
> > > the by I am running on Win NT SP 6.
> > > Paula
>