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I setup the futures contract not to expire
"pattern 81" in edit symbol
then as the contracts roll just change the name, es m4 becomes esu4
et voila you have a non adjusted continuous contract
----- Original Message -----
From: "Abhijit Dey" <omegalist@xxxxxxxxxx>
To: "Omega-List" <omega-list@xxxxxxxxxx>
Sent: Tuesday, June 08, 2004 9:04 PM
Subject: Repost : Can someone explain how GS "expires" symbols?
> 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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