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>From: zaitech.llc@xxxxxxxxxxx
>To: john berentson <shavenheads@xxxxxxxxxxx>
>CC: gatrboots@xxxxxxxxx, omega-list@xxxxxxxxxx
>Subject: Re: switching to globex hours in GS
>Date: Mon, 11 Feb 2002 11:19:50 -0500
>
>I have seen the ESignal symbol ES #F mentioned in other posts.(basically
>the __#_ format for futures symbols) What is the purpose of this
>convention? How might this convention used for continuous contracts?
>TIA.
>
The #F is a special eSignal naming convention for a futures contract that
automatically rolls over to the front month on the proper day. It permits
you to easily store a non-adjusted, continuous contract. It can also be used
to display the day or night session only. Attached is a gif showing the
settings I use in the Symbol Universe to display daytime sessions only.
Understand that all trading data is collected, but what is displayed is
limited to that defined in the Symbol Universe.
I'd like to acknowledge DB of Dynastore as the person who passed this on to
me (and many others).
Attachment:
Description: "#FSymbol.gif"
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