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Chris,
I've had to grope through the same setup. Here's what I've found; others
can chime in if they know of other alternatives:
1. As far as symbol naming for special versions, I load multiple contract
months, and start renaming the later delivery months to the needed names
(=2, #F, etc.) You can't just load and rename a second instance of ES M3,
because GS thinks it's a duplicate and won't allow it. You can always delete
extra delivery months that you don't need, so just add a bunch when you
start. I've just been guessing at the #F settings -- like picking the last
available month (12/2008 or so) for expiration. Seems to work...
Don't know what you'll be using for historical data collection, but I'm
using DynaLoader -- with so-so results. (Not sure if the problems come from
eSignal, DynaLoader, or TS2000.) The setup seems to work fine for stocks,
but I always get a "Server dropped connection" message when downloading more
than one week of ES/NQ data, or any other high volume contract. Even if only
one contract bombs, your whole download process gets aborted, and no file is
saved. The daily #F data also sometimes fails to plot during the period when
daylight Saving Time is in effect. (Don't ask why; maybe you'll have better
luck...)
2. (delayed data) I don't think there is any data switch in TS2000 or
global server... I also had some ES/NQ symbols show up with delayed feed,
despite subscribing to real-time data. (Noticed this when plotting price and
NYSE TICK; received message to the effect "Cannot mix symbols with different
delays.") When I called e-Signal, they had me bring up their application
(eSignal 7.2), and sure enough, they were sending real-time data. Got around
the problem by deleting the charts in TS and symbols from the Global Server.
After putting them back in, everything seems to be working fine.
If anyone knows of detailed directions explaining which fields for symbol
definition in Global Server are really necessary and which you can skip,
(symbol # CUSIP, etc.?) it would probably be useful to many people...
Hope this helps a bit; thanks a bunch for your public TS ELA
contributions!
Don
-----Original Message-----
From: Chris Cheatham [mailto:nchrisc@xxxxxxxxxx]
Sent: Friday, April 11, 2003 10:19 AM
To: Omega List
Subject: 2000i and esig symbols
Hi gang,
I am hooking up 2000i to esignal. Anyone know the best way to input the
non-standard symbols, e.g. ES M2=2, or US #F. Just enter the basic symbol
then edit?
Thanks,
Chris
>>Could someone tell me where to toggle exchange delayed status on/off in
2000i?
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