If you also have access to eSignal charting, then they have the tool inside there to create your own continuous contracts on any futures contract you want. It's under "Tools -> Continuous Contract Settings..."
Once you get the CC data downloaded, just import it into Amibroker and then you're set until the next rollover date and then you have to repeat the process. --- In [email protected], "Rakesh Sahgal" <[EMAIL PROTECTED]> wrote: > > Hi All, > > Any advice on methods to construct continuous futures contracts using > esignal intra-day data? Am just starting out and whatever I was able to find > on their KB seems to indicate that they only facilitate continuous contracts > for US futures via the #F symbol route(which also is constrained to the > eSignal charting platform). If my understanding is incorrect, will be very > grateful to anyone who can point me in the right direction. > > One work aorund that I can think of is , keep the basic symbol and manually > change the extension/addition to the symbol which denotes the contract specs > every rollover date and keep on saving the data locally.This however seems > to be an error prone method as, in my case(the Indian market), there are a > total of approx 240 odd symbols which comprise SSF symbols and Index futures > and a typo is all thats required to make any symbol incorrect. > > > Best Regards > > > > R >
