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I've set up the "US" contract as specified on the CBOT website here-
http://www.cbot.com/cbot/www/prod_detail/0,1499,14+58+140+24,00.html
using TS4/bmi,works great. [ 'US' for day or 'open outcry' session,and
'ZB' for the electronic session.
I don't have any bulky overlap of 'off hours stuff' tracking the 'US'
day session.
I concur with the handling of the CME's 'SP' contract.
Jim Osborn wrote:
>
> C <carlandchristel@xxxxxxxxx> asks:
> >why would that data be any different than 'US1M'?
> >
> >Prosper wrote:
> >> I need a week or 2's worth of day only data for US T-Bonds in .omz
> >> format. The symbol is DUS1M. Seems that the BMI refresh data from
> >> Omega doesn't include that symbol.
>
> The data wouldn't be different---Prosper can use the US data to fill
> gaps in his DUS data, by suitably copy-out/renaming/pasting/renaming...
> to get the US into his DUS portfolio. The US data will be bulkier
> because it'll have the off hours stuff, but the session times in the
> symbol universe will limit the DUS data as far as charting is concerned.
> I routinely do this trick with SP/DSP.
>
> Jim
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