Continuous Futures Prices

[rlb21079]

I'd like to track futures prices month to month, are there single tickers which can do this? I am not concerned about trading these or realistic backtesting, just consistent data.

I use Lycos LiveCharts to retrieve quotes. Here's an example of my problem:

I start with YG03M (Gold, '03, June Contract) and dowload EOD data. It is stored on my hard drive and the data is not correct until the time I am downloading nears the contract expiration date.. After the contract expires I change the symbol in AmiBroker and download YG03N (Gold, '03, July Contract). The earliest data for this contract is, like the previous contract, not really correct b/c it is so thinnly traded. The big problem is that this data replaces what good data I had from the previous contract.

I believe I have heard of tickers which adjust to the most current contract date and have consistent data, but I have no idea what they are, what they are called, or where to look for them.

Thankyou,
RLB

 

[vanilla2]

I know in TS, the continuous contract symbols for the financial futures are "@ES" or "@YM", but this syntax doesn't seem to work on YG.

 

[rlb21079]

I am most concerned with: (only one when duplicates)

Silver (AG)
Light Crude (CL)
Gold (YG)
US Dollar Index (DX)
10yr US Treasury Index (TY)
Nasdaq 100 Index (ND)
S&P500 Stock Index (SP)

Emini:
Dow Jones 30 (DJ)
S&P500 (ES)
Nasdaq100 (NQ)

I would also like:
German Mark (DM)
EuroFX (EC)
Jap. Yen (JY)
30yr Treasury Bonds (US)

These symbols are from Lycos LiveCharts, but I think most are universal. I have emailed Lycos several times. They were helpful at first but when I asked them this question...well, I don't think they understood what I wanted and I tried to explain.

Thankyou,
RLB