mini Russel (ER2) history for TS2000i

Discussion in 'Trading Software' started by Medveshonok, Aug 4, 2005.

  1. Cheers folks.

    Can you help me with finding a history for ER2 contract ?

    I have e-signal data feed but there is no Russell symbol available for downloading data. (there are only RL and WH symbols witch are for the Russell big I guess)

  2. hemlock


    Try AB #F
  3. Have already tried.
    There is no such symbol :eek:
  4. mogul


    there is a lookup function in esignal, search for CME exchange and 'russell'
  5. hemlock


  6. In e-signal a symbol for russell-mini is AB #F as Hemlock noticed.

    I did searching in TS global Server using data feed from e-signal with word "Russell" specially for CME exchange and RL, WH symbols were found.

    But as i said it's Russell 2000 index (not mini) and this chart have too rare ticks to be useful.
  7. C'mon guys :)

    I can't believe anybody do not trading ER2 using Tradestation charts.
  8. I have not used eSignal for a year, but i used
    to type AB U5, I'm not sure if this what you looking for?
  9. You have two issues here: (1) esignal data feed, and as mentioned the symbol root is AB. If you want a continuation chart #F or AB #F is the format to get it, if you want the current contract you add the month to the root = AB U5. (2) tradestation 2000i for charting, and at least for me, #F was not part of the symbol dictionary and I had to add this in order to get a continuation chart using an esignal-ts2000i combination.
  10. BTW - when you add AB #F to your symbol dictionary, add it as an index and not as a future, but use CME as the exchange. Doing this will allow you to collect the data, but won't make you add an expiration like you would have to for a futures contract, and since it is intended to be continuation data you don't want it to expire.
    #10     Aug 4, 2005