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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
Attachment Converted: "c:\program files\qualcomm\eudora\attach\SPU0 vs SPU0=2.gif"
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