Data is a big profit driver and often times its very much tied to the vendor platform. It's not as widely distributed as stocks, so the dominant vendors (several of them) have evolved diffferent standards.
Trading Logic, Good luck with your research. Smart that you are ready to paper trade first. Do this for a long time before you risk real money. futurestrack
You said you're using eSignal. Knowledge base>Symbol guide>Futures http://www.esignal.com/support/default.aspx
Thank you. I saw this, however as a new person with a more complex or maybe a better way to describe it -less familiar - security I think I am and will be looking for confirmation I am heading in the General right direction. I also spoke with their tech support and they confirmed the continous symbology as well. I appreciate everyone's help!
As someone earlier suggested do a search for continuous futures symbols ... because there are pluses and minuses regarding their use. Read, read some more. Then maybe trade. Keep in mind paper trading is good for learning the platform. Not much else. Although there will be plenty of others who will tell you differently.
I agree about learning the platform. Although I do think in combination with back testing (which I do through amibroker ) it is good for confidence-whether or not the results will play forward, no one can possibly know that.
Depending on what you want to do with the continuous contracts data, it would help to appreciate exactly what you are dealing with. http://www.quantstart.com/articles/Continuous-Futures-Contracts-for-Backtesting-Purposes http://www.futuresmag.com/2008/07/15/continuous-data-not-so-easy
Back-adusting seems the simplest and the most practical in most cases. I think that's all that NinjaTrader can do, and many traders seem happy with it.