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) Thanks.
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.
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?
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.
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.