Qcharts 6 and expired futures contracts

Discussion in 'Trading Software' started by ler, Dec 8, 2007.

  1. ler

    ler

    What's up with that? In Qcharts 5 I could pull up a chart for the ES Sept 07 or June 07 w/o any problems. In version 6 it just stares at me and gives a "symbol not found" alert box.

    I've been using version 6 for a while but just yesterday tried looking at old contracts. This really bites for back testing.
     
  2. JayF_eSignal

    JayF_eSignal eSignal

    QCharts 6 currently verifies if a symbol is valid by checking to see if a recent quote is available. This has the side effect of no working with expired contracts. We are working on improving this in a future release of QCharts.

    In the meantime for backtesting, please try using the continuation symbols that end in #F. Such as ES #F or AB #F.
     
  3. ler

    ler

    The "continuation symbol" EF #F does indeed work.

    Strange thing is that while daily quotes for this seem to go back a long way, the one-minute data (hourly too) only goes back to June 26.

    Is this also true for eSignal quotes or only Qcharts?
     
  4. JayF_eSignal

    JayF_eSignal eSignal

    Currently, eSignal has 120 days of intraday chart data. We are in process of extending the historical database for a future release of QCharts and eSignal.
     
  5. esignal provide 120 (market) days of intraday data

    once they are done merging the stuff from quote.com that they recently purchased they told me it would be several years!