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[amibroker] Re: Australian Futures Symbols: IB + AmiBroker ...


  • Date: Sun, 27 Dec 2009 00:04:06 -0000
  • From: "cascade3891" <cascade3891@xxxxxxxxx>
  • Subject: [amibroker] Re: Australian Futures Symbols: IB + AmiBroker ...

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Trading Reference Links

Hi Neil and others,
I don't get the data since I haven't subscribed. 
Is the Euronext data package the right one to access the FTSE futures?? 
i.e. "Euronext Data Bundle- Level I (Stocks level 2 - Equity Derivatives level 1)"

Or is it the LSE Level 1+?

Cheers.

--- In amibroker@xxxxxxxxxxxxxxx, "Neil Wrightson" <neilw@xxx> wrote:
>
> Hi,
>  
> In the first part of the code, the AP represents the Australian futures the
> H represents the contract month and the 0 represents the year APH0.
> So every three months the third letter will change as the contract changes.
>  
> If you are interested in the SPI, you also be interested in the FTSE.
> The SPI is $25 per point and the FTSE is $20 per point but it also trades in
> half points, so each pip is $12.50.
>  
> With our current NSW time (Daylight saving). The FTSE opens at 7PM our time.
>  
> The current AB contract code is ZH0-LIFFE-FUT-GBP
> 
> Regards, 
> 
> Neil Wrightson. 
> 
> 
>   _____  
> 
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
> Of cascade3891
> Sent: Sunday, 27 December 2009 9:16 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Australian Futures Symbols: IB + AmiBroker ...
> 
> 
>   
> 
> Aha!! Great ... APH0-SNFE-FUT-AUD works!!!
> Thankyou!!
> 
> How did you find out? Or are you experienced with the ASX futures?
> Out of all the quotes I tried the key thing I was missing was the little
> "-AUD" on the end ... how silly. 
> 
> There's no consistency in the quote formats at all. 
> 
> Is there a proper guide on all quote formats? Besides the ones I've
> mentioned already ... which are half finished. 
> 
> Thank you all.
> 
> --- In amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com> ps.com,
> "edwol53" <edwol@> wrote:
> >
> > Hello
> > 
> > Try APH0-SNFE-FUT-AUD 
> > for SPI MAR 10 Futures 
> > 
> > cheers
> > Ed
> > 
> > 
> > --- In amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com> ps.com,
> "cascade3891" <cascade3891@> wrote:
> > >
> > > Hi all,
> > > 
> > > Okay so these symbols from IB --> AmiBroker are giving me a pain. 
> > > So I've looked here with no luck: http://amibroker.
> <http://amibroker.com/guide/h_ib.html> com/guide/h_ib.html
> > > Here also with no luck: http://www.investco
> <http://www.investcoach.com/background/amibroker-ib-symbols.html>
> ach.com/background/amibroker-ib-symbols.html
> > > 
> > > I've tried all the following and they don't work:
> > > APH0-SNFE-FUT
> > > SPI MAR10 10-SNFE-FUT
> > > SPI-201003-SNFE-FUT
> > > SPIH0-SNFE-FUT
> > > SPIH10-SNFE-FUT
> > > 
> > > Anyone know what the symbol is in AB to get the S&P/ASX200 Futures
> Contract up for March10?? Does AB even support Aussie Futures??
> > > 
> > > Why oh why is this such a pain ... it should be simple ... 
> > > 
> > > Thanks.
> > >
> >
>




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