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Sorry if you all get multiple posts on this. I sent the email in the
morning but it seems it never made it to the list. I never got a copy or
any reply, but been getting a few other list emails. Let's see if this
one makes it.
I have been trying to understand what GS is doing while it "expires"
symbols, as I couldn't find much in the help. I setup the following for
testing :
Trading Name BOGUSH4
Symbol Root BOGUS
Contract Month & Year Mar 2004
In Expiration, I put 03/31/2004 in all three fields (not exact, but
close enuf for govt. work)
I see GS assigned it Archive Name BOGUSH4. So far so good. Then I run
nightly maintenance. And when the maintenance was done, BOGUSH4 was
GONE! poof! where did it go? I understand GS should mark it as
"expired", but why make it go away? I can't chart BOGUSH4, or BOGUS
either! So if I keep creating BOGUSM4, U4 etc. and when they expire they
would all be gone? That doesn't make sense... to me at least. Actually
because of this I setup all my futures symbols as expiry 12/31/2009. It
works, but surely not the right way to go about it.
How should I setup my symbols? I would like GS to mark expired ones as
expired, but keep the ability to chart them. Would GS keep splicing
together successive expired symbols? What would be the name of the
spliced symbol? Thanks much for your kind advises & tips.
Abhijit
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