Linking historical DM spot to current Euro spot now possible

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LeapFrog
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Linking historical DM spot to current Euro spot now possible

Post by LeapFrog » Fri Mar 04, 2011 2:47 pm

with the latest version of CSI (version 2.10.7.117).

This newest version has a "Symbol Link" radio button on the icon menu which opens this new feature.

I've linked the inactive historical DM spot data (CSI # 24) to my euro fx data to give a continuous fx conversion rates going back to 1972, instead of starting with the euro in 1999.

This now enables a longer term backtest to be done on euro denominated futures contracts.
Attachments
Dm-EU9-Link.JPG
Symbol Link Window
Dm-EU9-Link.JPG (44.8 KiB) Viewed 7208 times
Last edited by LeapFrog on Sat Mar 05, 2011 6:56 pm, edited 2 times in total.

sluggo
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Post by sluggo » Fri Mar 04, 2011 3:07 pm

Thank you for the heads up!

I wonder how long I will wait before I start using this release ... since it has been my experience in the past that new releases often contain bugs which take several months to find and fix ....

7432
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Post by 7432 » Mon Mar 07, 2011 5:44 pm

using CU cash(rather than EU9 spot) is also an option.
the data is very similar, starts in may of 1972 and is updated daily.

LeapFrog
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Post by LeapFrog » Tue Mar 08, 2011 10:47 am

Yes, using CU cash is another way. I find it easier to put my fx conversion files in my FOREX portfolio folder though.

Here is a copy of yesterday's dm/EUR linked txt file in case anyone wants to do a comparison.
Attachments
U.S. Dollars per 1 Euro-#591(60)0000$.TXT
DM/EUR linked
(915.21 KiB) Downloaded 293 times

jas-105
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Post by jas-105 » Wed Mar 23, 2011 4:39 am

I'm trying to extend the nikkei back in time by "linking" the cash contract onto the more recent NK futures data but I'm not having much luck. Is trying to link cash and futures data a bit of a faux pas ???

Josh Reed @ CSI
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nk cash

Post by Josh Reed @ CSI » Wed Mar 23, 2011 6:44 am

Hi Jas, which symbols are you using?

jas-105
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Post by jas-105 » Wed Mar 23, 2011 7:02 am

ND3 for the Nikkei-225 cash contract and NQ for the future.

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NQ cash data

Post by Josh Reed @ CSI » Wed Mar 23, 2011 7:17 am

Hi Jas,
NQ and ND3 cash are currently hard linked, meaning they both share the same cash contract data, starting in 19851001, and are both currently being updated. You should be able to see a cash contract available for NQ. Please let me know if you need any assistance.

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Post by jas-105 » Wed Mar 23, 2011 4:03 pm

Hi Josh

I can only retrieve data going back to 1996 for the Nasdaq futures contract, are you saying that I should just use the cash contract history in order to go back as far as 1985 ?

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nk contract data

Post by Josh Reed @ CSI » Wed Mar 23, 2011 4:23 pm

Hi jas,
Nasdaq 100 NQ's contracts only go back to 1996, just as does ND3.
I can't find any contract data prior to this.
What symbol were you trying to merge when working with NK? SSI?

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Post by jas-105 » Wed Mar 23, 2011 4:40 pm

Sorry Josh, I meant to say originally that I was trying to link Nikkei SSI_54 to the NK futures contract.

What I am trying to achieve is to extend the Nikkei future back to 1985 using representative data so that I can use it for correlation purposes. The idea was to splice the SSI cash contract onto the beginning of the NK future to get this effect, is it possible ?

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SSI -> NK

Post by Josh Reed @ CSI » Wed Mar 23, 2011 8:11 pm

Hi Jas,
Yes, this works by entering SSI into the Link History From and NK into the Link History To section.

I've attached a view of how to specify, and the resulting chart of cash and a continuous contract using the contracts merged, starting in 1984 for cash, and 1986 for contract data.

For further assistance call 315.695.4680
Attachments
SSI--NK.JPG
SSI -> NK cash and contracts
SSI--NK.JPG (186.05 KiB) Viewed 6959 times

jas-105
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Post by jas-105 » Thu Mar 24, 2011 8:56 am

Josh - thanks for your help, it's all working fine now I've upgraded to v .117

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Post by Chris67 » Sun Jan 01, 2012 7:46 am

Just seen this link
Maybe very useful for re-establishing Dollar / Spain / Greece/Portugal / Italy - very soon so the transition can be made asap

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link symbols

Post by marriot » Thu Jan 17, 2013 2:30 am

Have you linked your simbols for a better test?
Double check that Trading Blox is reading them, because till you save, chart, rewrite, rerfresh and make a prayer, could it be that csi chart is linked, but trading blox is still reading the old file.

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