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Morning Update Forces Y2K Futures Expiration?



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	Melody Blais of Omega, in her post of 7/17, states that “all contracts
which have an expiration date after the year 1999 expire after running the
morning update”. This has not been my experience. I run the morning update
every business-day evening, yet contracts like NG0F (Natural Gas, 1/2000),
remain active. For NG0F I have end-of-day data from 1/6/98 (when I set it up)
through 7/17, with tick data for the prescribed 40 most-recent days. NG0G is
similar. CL0G (Crude Oil), though less active, also remains in place.

	KCSpread, in his post of 7/16, reports that he collects Eurodollar data all
the way out to 2006, and has no trouble producing, for example, a 15 minute
bar chart for ED1U. It doesn’t say whether he runs the morning update, but I
imagine he does.

	I use TS4, build 21, under Windows 95. My Morning Update set-up has
the following items checked:

** Delete expiring futures contracts 60 days after expiration.

** Delete expiring options after 30 days.

** Build 5 minute tick bars.

** Back up portfolio.

** Cleanup logs.


	Ralph