Actually I'm clueless about futures in general... Could someone explain the follwoing to me?? I type in ed03z and the chart goes all the way back to '98 and is liquid the whole time. Why is that? I thought futures traded different contracts? Why is the '03z contract showing up on my chart all the way back to '98? When I type in any other contract, it only shows recently as being liquid, which is expected because people should only be trading this specific contract as of late. I don't get it. I would love to find more currency contracts that show up as long term, liquid charts...that way I could backtest them easily. Thanks for the help.
Because that symbol your using is not a currency its a Eurodollar future. A Eurodollar is a interest rate product: http://www.cme.com/products/interest_rate/products_interestrate_eurodollars.cfm The Euro Currency is a currency product: http://www.cme.com/products/currency/products_currency_eurofx.cfm Both trade at the CME.
ED: Eurodollar They trade for several years, maybe you could buy an ED06Z already (if you want to ...).