Continious futures Contract for datafeed

[zphinx]

Hello everyone,

Thought this would be the best place to ask a question regarding future contracts, though other members have helped heaps in directing me to various sites in the newbie section.

Future source has changed their symbols and left out the continuious contracts so we can see all the contract's data in one symbol. Does anyone know how to get the data (intraday) out now or where to go to get it??

Thanks in advance

cheers,
Leonie

 

[Rhody Trader]

Why would you want continuous contract data for intraday use? It's really best applied to longer-term timeframes.

 

[zphinx]

Hi Rhody,

A continuous futures contract allows me to view many months of data within my platform and externally when I am at work, I can see a large amount of data, extract it out to excel and run some formula's over the top, therby building up my database of historical.
When that month's contract has expired, say Dec 2007 for the Australian SPI200 for example, I am unable to view that contract's data again as we are now running on the March 2008 contract. This functionality was available at futuresource.com before esignal changed all the symbols.
Some of these continuious contracts had a few year's worth of data and now that is all lost...and it would be nice to have them back again or know where there is an equivilant

Thanks
Leonie

 

[Rhody Trader]

I personally use Reuters DataLink through Metastock for my data. Just be careful with the continuous contract stuff and make sure your calculations account for the transitions between contracts.

 

[prince-in-jail]

eSignal still offers a continuous symbol which is the YM #F for the Mini-Sized Dow.