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Joined: 5/25/2010(UTC)
Posts: 55
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What is the symbol for the Russell 2000 E-mini Future? The exchange symbol is TF, I believe, but in the Futures DataLink folder I can't find it under TF, under Russell 2000, under Russell, or anything else I've tried.
Thanks!
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Rank: Advanced Member
Groups: Registered, Registered Users
Joined: 4/27/2005(UTC)
Posts: 31
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The symbol is TFS.
If you do not have that, try updating your symbol database
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 5/25/2010(UTC)
Posts: 55
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Great! I hadn't seen that.
Next question: I created an indicator to display the premium of the TF contract over RUT. With RUT as the base security, I dragged this in:
Security("TFS", C) -C
I got this error:
> No data exists for requested date range
> in Security() function. Symbol: “TFS”
> Range: 9/10/2008 to 8/30/2010
I reset the RUT chart to display those dates but I continued to get that error. Why?
P.S. On a different chart, I also get this same exact error when using VIX back to 9/03 so I suspect it doesn't have to do with TFS?
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Rank: Advanced Member
Groups: Registered, Registered Users
Joined: 4/27/2005(UTC)
Posts: 31
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If you do not include a path in the security function, it looks in the same folder as the security of the chart it is being applied to.
If the data file in that folder does not have the data for date range of your chart, you would get that error.
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 5/25/2010(UTC)
Posts: 55
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Tech support had me change it to:
Security("Online:TFSc1", C) -C
That worked fine. The c1 (for front month, continuous) also needed to be specified.
Thanks.
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