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(1)
In TS4 I created non-adjusted a continuous contract DSPC, which I defined as
a CME index and I pasted in data according to the usual painful process. I
then copied out the whole data to a file.
Now I would like to import the file into GS, and I get the message "Symbol
not in the portfolio". However, I do have a DSPC symbol, defined as a CME
index.
What am I doing wrong? Anybody else had this problem?
(2)
I tried to create the continuous contract directly in GS, but could not
rename contracts without unexpiring them. Sometimes they would not
unexpire, other times they would unexpire but the expiration dates would be
screwed up. Has this happened to others?
Thanks in advance.
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