I'd like to track futures prices month to month, are there single tickers which can do this? I am not concerned about trading these or realistic backtesting, just consistent data. I use Lycos LiveCharts to retrieve quotes. Here's an example of my problem: I start with YG03M (Gold, '03, June Contract) and dowload EOD data. It is stored on my hard drive and the data is not correct until the time I am downloading nears the contract expiration date.. After the contract expires I change the symbol in AmiBroker and download YG03N (Gold, '03, July Contract). The earliest data for this contract is, like the previous contract, not really correct b/c it is so thinnly traded. The big problem is that this data replaces what good data I had from the previous contract. I believe I have heard of tickers which adjust to the most current contract date and have consistent data, but I have no idea what they are, what they are called, or where to look for them. Thankyou, RLB
I know in TS, the continuous contract symbols for the financial futures are "@ES" or "@YM", but this syntax doesn't seem to work on YG.
I am most concerned with: (only one when duplicates) Silver (AG) Light Crude (CL) Gold (YG) US Dollar Index (DX) 10yr US Treasury Index (TY) Nasdaq 100 Index (ND) S&P500 Stock Index (SP) Emini: Dow Jones 30 (DJ) S&P500 (ES) Nasdaq100 (NQ) I would also like: German Mark (DM) EuroFX (EC) Jap. Yen (JY) 30yr Treasury Bonds (US) These symbols are from Lycos LiveCharts, but I think most are universal. I have emailed Lycos several times. They were helpful at first but when I asked them this question...well, I don't think they understood what I wanted and I tried to explain. Thankyou, RLB