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Couple of people wanted to see info on adding the emini as an index
rather than a future.
First here is the Good, bad and the Ugly (as my son says in his books)
1. Good: drops CPU down to very low levels like it is supposed to be.
2. Good: You can now get volume in real time. If you didn't know you
couldn't get it when it was setup as a future then SURPRISE!
Reason for the high CPU is Omega in their infinite wisdom didn't
finish the part of the future setup that collects real time volume
as futures didn't have volume in anyone's data back then.
3. UGLY: How do you download data? If the symbol is an index then
the GS will not import data for a future. So what you have to do
is listed below.
I use Esignal I have all the eminis set as index but I also have
all the eminis in the GS as futures but set to not connect to the
data source. Any internet feed makes it easy to change the name
of the symbol in the GS. So I have ES #F as an index and ES #F=7
as a future but not connected. If I need fill in data I rename
the ES #F index symbol that is collecting data to ES #F=0 then
rename the ES #F=7 setup as a futures contract to ES #F and then
use Esignals plug in to download data. You could use Historybunk
if you use it. Then I change the names back like they were. I
open a chart for the ES #F=7 for single tick and however many days
I need for the fill data. I click the data window on then right
click in it and save data to file. Try to remember where you save
it. I save it in the same place each time so Hypertools can find
it easily. Then I use Hypertools to convert the ASCII data to XPO
it also changes the name of the symbol and makes it an index. If
you want my info on this to put in Hypertools for XPO let me know.
Then I import the new XPO file into the ES #F symbol and I am
whole again.
Ok for adding eminis as indexes. First change the name of the
current eminis you have. Say you have ES H5 then make it ES H5=7
so it will not be a regular type of symbol that can collect data.
Now in Global Server on the symbols page choose INSERT at the top
menu and when it pops up choose the Futures template if you want
but it does not matter as it only deals with history to save, BUT
NOW IMPORTANT choose ADD NEW. Then next page is Add Symbol and
here you want to BE SURE you choose in the Category field INDEX.
Now the rest is simple and you can figure it out. Just do it like
the future symbol was. Ok 0k here go
On the Symbol Name try the name like ES #F or ES H5 then give it
any description you will remember it by and under Symbol Number I
like 0. Settings are CME-chicago merc... then price scale is
1/100 then point value is 50.000000 and daily limit is 10000 and
Min. Movement is 25.000000 Set you sessions as you like. Mine
are goofy so I will skip this. If it asks for option root or some
such just tell it ES. Be sure you get your history to save like
you want it. The tick field is always way too short. There isn't
a 5 minute field so you might want to add it.
Now as you all know I don't proof read emails anymore so give me a
holler if I have some stupid thing in here or you need more info.
Jimmy
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Best regards,
Jimmy mailto:jhsnowden@xxxxxxxxxxxxx
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