mini Russel (ER2) history for TS2000i

M

Medveshonok

Cheers folks.

Can you help me with finding a history for ER2 contract ?

I have e-signal data feed but there is no Russell symbol available for downloading data. (there are only RL and WH symbols witch are for the Russell big I guess)

Thanks.
 
Quote from mogul:

there is a lookup function in esignal, search for CME exchange and 'russell'
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In e-signal a symbol for russell-mini is AB #F as Hemlock noticed.

I did searching in TS global Server using data feed from e-signal with word "Russell" specially for CME exchange and RL, WH symbols were found.

But as i said it's Russell 2000 index (not mini) and this chart have too rare ticks to be useful.
 
You have two issues here: (1) esignal data feed, and as mentioned the symbol root is AB. If you want a continuation chart #F or AB #F is the format to get it, if you want the current contract you add the month to the root = AB U5. (2) tradestation 2000i for charting, and at least for me, #F was not part of the symbol dictionary and I had to add this in order to get a continuation chart using an esignal-ts2000i combination.
 
BTW - when you add AB #F to your symbol dictionary, add it as an index and not as a future, but use CME as the exchange. Doing this will allow you to collect the data, but won't make you add an expiration like you would have to for a futures contract, and since it is intended to be continuation data you don't want it to expire.
 
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