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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
> ----- Original Message -----
> From: "Glen Wallace" <gcwallace@xxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Sunday, August 06, 2000 10:08 AM
> Subject: Re: Pro 7.02 60 minute charts- few periods loading online
>
>
> > Paula:
> >
> > In both 7.01 and 7.02 the maximum number of 60min bars I could open in a
> > DataOnDemand bond futures chart was 217. Curiously, though, I was
unable
> to
> > open a 60min S&P futures DataOnDemand chart at all. I get an "Attempt
to
> > communicate with the online vendor failed" error message. I get the
same
> > error message for all periodicities for the S&P except 1min, Tick and
> Daily.
> >
> > For which security were you trying to open a 60min chart?
> >
> >
> > ----- Original Message -----
> > From: "Paula" <hotair003@xxxxxxxxxxxxx>
> > To: <metastock@xxxxxxxxxxxxx>
> > Sent: Sunday, August 06, 2000 6:43 AM
> > Subject: Pro 7.02 60 minute charts- few periods loading online
> >
> > > I have found with 7.02 that I can only bring up about 70 periods in a
> 60
> > > minute chart when online no matter how many periods I load in chart
> > > options. Any one else?
> > > Paula
> >
> >
>
>
>
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