[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: FUTR - Continuous contract data for seasonal grains


  • To: "Realtraders" <realtraders@xxxxxxxxxxxx>
  • Subject: Re: FUTR - Continuous contract data for seasonal grains
  • From: "Earl Adamy" <eadamy@xxxxxxxxxx>
  • Date: Thu, 7 Oct 1999 07:18:11 -0700
  • In-reply-to: <37FC8D46.973622F3@xxxxxxxxxxxxx>

PureBytes Links

Trading Reference Links

<x-html><!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<HTML><HEAD>
<META content="text/html; charset=iso-8859-1" http-equiv=Content-Type>
<META content="MSHTML 5.00.2314.1000" name=GENERATOR>
<STYLE></STYLE>
</HEAD>
<BODY bgColor=#ffffff>
<DIV><FONT size=2>Just have time for a quick response ... I use Pinnacle Data's 
www.pinnacledata.com continuous and 
extended contract service. For system testing you'll need to use continuous 
adjusted contracts to eliminate the gaps and unless you don't mind negative 
current prices you'll need to use back adjusted. For trading (I'm not a system 
trader) I use continuous unadjusted to preserve the original price action and 
patterns and keep an eye on the gaps caused by joining contracts. I use the 
continuos for monitoring long term monthly and weekly resistance, support and 
patterns. I use the daily forward month contract for trading. As for months, I 
wrote a program which among other things monitors open interest on the 3 nearest 
contracts and always trade the contract with the highest open interest - you can 
do the same for a just a few contracts by watching the OI in the WSJ. Should you 
use the Pinnacle service, they will handle rolls and selection of months for 
you.</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT size=2>Earl</FONT></DIV>
<BLOCKQUOTE 
style="BORDER-LEFT: #000000 2px solid; MARGIN-LEFT: 5px; MARGIN-RIGHT: 0px; PADDING-LEFT: 5px; PADDING-RIGHT: 0px">
  <DIV style="FONT: 10pt arial">----- Original Message ----- </DIV>
  <DIV 
  style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B> 
  <A href="mailto:bosley@xxxxxxxxxxxxx"; title=bosley@xxxxxxxxxxxxx>David 
  Bosley</A> </DIV>
  <DIV style="FONT: 10pt arial"><B>To:</B> <A 
  href="mailto:realtraders@xxxxxxxxxxxx"; 
  title=realtraders@xxxxxxxxxxxx>Realtraders</A> </DIV>
  <DIV style="FONT: 10pt arial"><B>Sent:</B> Thursday, October 07, 1999 6:08 
  AM</DIV>
  <DIV style="FONT: 10pt arial"><B>Subject:</B> FUTR - Continuous contract data 
  for seasonal grains</DIV>
  <DIV><BR></DIV>Please can any of the traders experienced in trading grains 
  futures offer guidance on the most suitable format for continuous data? 
  <BR>&nbsp; 
  <OL>
    <LI>1&nbsp; For each commodity, is it better to compile one data file where 
    each front month is shown as its volume &amp; OI rises above the other 
    months, i.e. a single continuous data file for say wheat which is based on 
    all wheat contracts offered. 
    <LI>2. Or is it better to maintain a number of separate files each based on 
    a specific month, e.g. a single data file for only Dec Wheat. </LI></OL>In the 
  case of 2 being the preferred format please can you advise which are the best 
  months to compile for CBOT Corn, Rice, Soya &amp; Wheat? 
  <P>Many thanks &amp; greetings from Australia 
  <P>David Bosley </P></BLOCKQUOTE></BODY></HTML>
</x-html>From ???@??? Thu Oct 07 07:51:17 1999
Return-Path: <owner-realtraders@xxxxxxxxxxxx>
Received: from ml.nw.verio.net (ml.nw.verio.net [204.202.220.47])
	by purebytes.com (8.8.7/8.8.7) with ESMTP id HAA09967
	for <neal@xxxxxxxxxxxxx>; Thu, 7 Oct 1999 07:37:35 -0700
Received: (from majordom@xxxxxxxxx)
	by ml.nw.verio.net (970819888) id GAA25687
	for realtraders-sendemout; Thu, 7 Oct 1999 06:05:55 -0700 (PDT)
Received: from mail1.nwnet.net (mail1.nwnet.net [192.220.251.8])
	by ml.nw.verio.net (970819888) with ESMTP id GAA25665
	for <realtraders@xxxxxxxxxxxxxxx>; Thu, 7 Oct 1999 06:05:48 -0700 (PDT)
Received: from imo16.mx.aol.com (imo16.mx.aol.com [198.81.17.6])
	by mail1.nwnet.net (970819888) with ESMTP id GAA04472
	for <realtraders@xxxxxxxxxxxx>; Thu, 7 Oct 1999 06:05:08 -0700 (PDT)
From: BobReeves1@xxxxxxx
Received: from BobReeves1@xxxxxxx
	by imo16.mx.aol.com (mail_out_v23.6.) id yDOSa12223 (4402)
	 for <realtraders@xxxxxxxxxxxx>; Thu, 7 Oct 1999 09:04:59 -0400 (EDT)
Message-ID: <0.4957826.252df47b@xxxxxxx>
Date: Thu, 7 Oct 1999 09:04:59 EDT
Subject: Off Topic: Feed the Hungry -- free to you
To: realtraders@xxxxxxxxxxxx
MIME-Version: 1.0
Content-Type: text/plain; charset="us-ascii"
Content-Transfer-Encoding: 7bit
X-Mailer: Windows AOL sub 41
Sender: owner-realtraders@xxxxxxxxxxxx
Precedence: bulk
Status:   

The Hunger Site at the U.N.
 
  This is a charitable website. All you do is click a button and
 somewhere in the world a hungry person gets a meal to eat at no
 cost to you.  The food is paid for by corporate sponsors.
 
 All you do is go to the site and click. But, you're only allowed one click 
per day so spread the word to  others.   Visit the site and pass the word.
 
  http://www.thehungersite.com