spacer esignallogo
 |  Contact Us   


User CPRegisterMember Listcalendar




eSignal Forums eSignal Forums » Trading Strategies / Software » 3rd Party Studies / Developers / Applications » Tradestation 2000i » Support for TS2000i Plug-in
Pages (4): [1] 2 3 » ... Last »   Last Thread   Next Thread
Author
Thread Post New Thread    Post A Reply

- Posted: 09-14-2003 05:31 PM Old PostReport | IP: Logged

Alexis C. Montenegro

Registered: Oct 2002
Location:
Posts: 17985
Status: OFFLINE


Reply with QuoteEdit/Delete Message

Luca
Are there other symbols (for example ES Z3, SP Z3, etc) in the GlobalServer Portfolio?
If not you will have to insert them in Portfolio first after which you can download the data for them using the Plugin.
If instead they are available in the Portfolio could you post a screenshot of your Portfolio?
Alex
PS. Se ti e' piu comodo puoi continuare il thread sul Forum Italiano.

View Alexis C. Montenegro's profile Send Alexis C. Montenegro a Private Message Search for posts by Alexis C. Montenegro Add Alexis C. Montenegro to your buddy list


- Posted: 09-14-2003 05:16 PM Old PostReport | IP: Logged

anima
Junior Member

Registered: Aug 2003
Location:
Posts: 17
Status: OFFLINE


Reply with QuoteEdit/Delete Message

So, i've installed TS2000 and then the plug in.

Everything seems to be ok, but when i try to download the futures list (eminis, dax and estoxx) i see only the following symbols:

SP H0
SP M0
SP Z9

HEEELLLLLLLLLPPPPPPPPP MEEEEEEEEEE.

Thanksssssss.......

View anima's profile Send anima a Private Message Search for posts by anima Add anima to your buddy list


- Posted: 08-28-2003 02:24 PM Old PostReport | IP: Logged

Alexis C. Montenegro

Registered: Oct 2002
Location:
Posts: 17985
Status: OFFLINE


Reply with QuoteEdit/Delete Message

Bing
The =2 equity index contracts are rolled over according to exchange decree ie on the day prior to the second Friday of the expiration month.
As far as I can tell liquidity simply switches on that day with regards to the minis.
For the "all session" symbol instead eSignal does the rollover at the open of the session of the rollover day ie on Wednesday at 15:45 CT to avoid switching contracts at 08:30 CT which would be midstream in the session
Alex

View Alexis C. Montenegro's profile Send Alexis C. Montenegro a Private Message Search for posts by Alexis C. Montenegro Add Alexis C. Montenegro to your buddy list


- Posted: 08-28-2003 02:10 PM Old PostReport | IP: Logged

etrader
Junior Member

Registered: Aug 2003
Location:
Posts: 48
Status: OFFLINE


Reply with QuoteEdit/Delete Message

Hi Alexis,

When is the rollover of the ES#F=2 contract actually done?

I've noticed that about a week before expiration of the front contract, most traders switch to the next contract and the liquidity drops off considerably for the front month contract.

Does esignal rollover based on liquidity changes or is rollover done on expiraton day?

Thanks
Bing

View etrader's profile Send etrader a Private Message Search for posts by etrader Add etrader to your buddy list


- Posted: 08-28-2003 11:31 AM Old PostReport | IP: Logged

Alexis C. Montenegro

Registered: Oct 2002
Location:
Posts: 17985
Status: OFFLINE


Reply with QuoteEdit/Delete Message

Vas62
Actually you still have the option to add ES #F=2 as a RTH Stock/Index symbol as that is different than ES #F
Alex

View Alexis C. Montenegro's profile Send Alexis C. Montenegro a Private Message Search for posts by Alexis C. Montenegro Add Alexis C. Montenegro to your buddy list


- Posted: 08-28-2003 11:27 AM Old PostReport | IP: Logged

Alexis C. Montenegro

Registered: Oct 2002
Location:
Posts: 17985
Status: OFFLINE


Reply with QuoteEdit/Delete Message

Bing
To add to Scott's reply it is relatively easy to apply back adjustments in GlobalServer anyhow.
Alex

View Alexis C. Montenegro's profile Send Alexis C. Montenegro a Private Message Search for posts by Alexis C. Montenegro Add Alexis C. Montenegro to your buddy list


- Posted: 08-28-2003 11:19 AM Old PostReport | IP: Logged

Vas62
Junior Member

Registered: Jun 2003
Location:
Posts: 6
Status: OFFLINE


Reply with QuoteEdit/Delete Message

Alexis,
In my symbol portfolio I have both ES #F(for regular trading hours chart) and ES U3... Z3 etc. (for 24 hours trading chart).
Something has to be deleted(I'm not going to do it anyway).

View Vas62's profile Send Vas62 a Private Message Search for posts by Vas62 Add Vas62 to your buddy list


- Posted: 08-27-2003 02:45 PM Old PostReport | IP: Logged

ScottJ
Administrator

Registered: Oct 2002
Location: California
Posts: 2198
Status: OFFLINE


Reply with QuoteEdit/Delete Message

No we do not. We have just the #F symbol to creat continuous contracts and they are not back-adjusted.

Eventually, we want the control for these sorts of symbols to move from our servers to the user's desktop so they can customize for their own needs.

Thanks.

__________________
Scott Johnson
eSignal Support
Helpful support sites:
eSignal KnowledgeBase, Account Maintenance

View ScottJ's profile Send ScottJ a Private Message Visit ScottJ's website Search for posts by ScottJ Add ScottJ to your buddy list


- Posted: 08-27-2003 02:20 PM Old PostReport | IP: Logged

etrader
Junior Member

Registered: Aug 2003
Location:
Posts: 48
Status: OFFLINE


Reply with QuoteEdit/Delete Message

Hi Alexis,

You mentioned the es #F contract but i don't believe esignal applies any back-adjustment to handle the delta due to the rollover.

HistoryBank provides a symbol 'SP-CONT' that is a back-adusted continous EOD contract. Does esignal provide an equivalent BACK-ADJUSTED continous EOD contract?

Thanks,
Bing

View etrader's profile Send etrader a Private Message Search for posts by etrader Add etrader to your buddy list


- Posted: 08-27-2003 10:20 AM Old PostReport | IP: Logged

Alexis C. Montenegro

Registered: Oct 2002
Location:
Posts: 17985
Status: OFFLINE


Reply with QuoteEdit/Delete Message

Vas62

What I really wanted to know is how to transfer existing e mini symbol from futures to stock category ,so I can use all my data instead to download all again

I do not know of a way to do this other than by first converting the data to ascii then converting it back to xpo and to do this you would need a tool like HistoryCentre from TSSupport.
GlobalServer makes no provision that I can see to change the Category of a symbol not even in the Import/Export process.

It looks like before I set up e mini as stock, I have to delete these symbols from Global Server ,otherwise I get error message:
"Operation failed.Symbol alredy in portfolio." Just don't want to delete all my ES,NQ,YM data


If you are using the same symbol you will get that message because GlobalServer does not allow for duplicate symbols even if in different Categories.
If I were you I would not delete your existing database since you may have an alternate solution.
If at this time your ES, NQ and YM symbols are set up as specific contracts (ie ES U3, NQ U3, etc) then you can set up the same contracts as the continuous #F under the Stock or Index categories (ie ES #F, NQ #F, etc). As a matter of fact given that the rollovers for equity indices is done by eSignal at the same time of the exchanges I believe there is an advantage to using the #F symbol rather than the specific because you don't have to worry about managing your contracts any more.

Alex

View Alexis C. Montenegro's profile Send Alexis C. Montenegro a Private Message Search for posts by Alexis C. Montenegro Add Alexis C. Montenegro to your buddy list


- Posted: 08-27-2003 03:11 AM Old PostReport | IP: Logged

Vas62
Junior Member

Registered: Jun 2003
Location:
Posts: 6
Status: OFFLINE


Reply with QuoteEdit/Delete Message

It looks like before I set up e mini as stock, I have to delete these symbols from Global Server ,otherwise I get error message:
"Operation failed.Symbol alredy in portfolio." Just don't want to delete all my ES,NQ,YM data.
Vas62

View Vas62's profile Send Vas62 a Private Message Search for posts by Vas62 Add Vas62 to your buddy list


- Posted: 08-27-2003 02:44 AM Old PostReport | IP: Logged

Vas62
Junior Member

Registered: Jun 2003
Location:
Posts: 6
Status: OFFLINE


Reply with QuoteEdit/Delete Message

Thank you Alexis.What I really wanted to know is how to transfer existing e mini symbol from futures to stock category ,so I can use all my data instead to download all again.

Last edited by Vas62 on 08-27-2003 at 02:50 AM

View Vas62's profile Send Vas62 a Private Message Search for posts by Vas62 Add Vas62 to your buddy list


- Posted: 08-27-2003 02:35 AM Old PostReport | IP: Logged

Alexis C. Montenegro

Registered: Oct 2002
Location:
Posts: 17985
Status: OFFLINE


Reply with QuoteEdit/Delete Message

Vas62
You can find the instructions in HTML format by clicking here
Let me know if you need further help
Alex

View Alexis C. Montenegro's profile Send Alexis C. Montenegro a Private Message Search for posts by Alexis C. Montenegro Add Alexis C. Montenegro to your buddy list


- Posted: 08-27-2003 02:23 AM Old PostReport | IP: Logged

Vas62
Junior Member

Registered: Jun 2003
Location:
Posts: 6
Status: OFFLINE


Reply with QuoteEdit/Delete Message

How to set up e mini as stock in TS2000?
Thanks in advance.
Vas62

View Vas62's profile Send Vas62 a Private Message Search for posts by Vas62 Add Vas62 to your buddy list


Re: Reply to post 'Support for TS2000i Plug-in' - Posted: 08-27-2003 12:41 AM Old PostReport |

liamk
Junior Member

Registered: Aug 2003
Location:
Posts: 35
Status: OFFLINE


Reply with QuoteEdit/Delete Message

Am here. But, that is the downside, apparently, of wanting to see an
indicator updated to current values rather than waiting for a new bar to see
the final value for the last bar.

L
----- Original Message -----
From: <forumpost@forum.esignal.com>
To: <liamtrap@starband.net>
Sent: Tuesday, August 26, 2003 8:54 AM
Subject: Reply to post 'Support for TS2000i Plug-in'


>
> Hello liamk,
>
> ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
>

View liamk's profile Send liamk a Private Message Search for posts by liamk Add liamk to your buddy list


All times are GMT. The time now is 12:20 AM. Post New Thread    Post A Reply
Pages (4): [1] 2 3 » ... Last »   Last Thread   Next Thread
Show Printable Version | Email this Page | Subscribe to this Thread

Rate This Thread:

Forum Rules:
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts
HTML code is OFF
vB code is ON
Smilies are ON
[IMG] code is OFF