Rank: Newbie
Groups: Registered Users, Subscribers Joined: 5/28/2015(UTC) Posts: 1
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Hi, I'm beginner in Metastock,
I wanted to know how create a continuing contracts of the commodities in Metastock. For use in studies. Thanks.
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Rank: Advanced Member
Groups: Moderators, Registered, Registered Users, Subscribers Joined: 10/8/2010(UTC) Posts: 1,971
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Hello,
Are you using MetaStock 14 or an earlier version? Generally speaking, if you are using DataLink or XENITH data, then you are using Reuters symbology known as Reuters Instrument Codes (RICs).
Various contract formats are supported and follow fairly standardized format, such as the E-Mini S&P 500 Future example below:
ESc1 (c = continuous, 1 = nearest contract month)
The above example is type of continuous contract rolls to the next contract month on the day of contract expiration. Some other examples that may also be of use:
EScv1 (roll on volume, i.e. when the next contract trades at a higher volume than the current contract, the chart will roll to this new contract)
EScvoi1 (this one rolls on both volume and open interest, although I believe this symbol only works with XENITH, not DataLink)
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