Profile Picture

Futures Symbols Specifications

Posted By alpha23 6 Years Ago
Posted Sunday December 22 2013
I know this topic has been discussed before, but is there a possibility that in a future release, futures symbols can be specified by name, frequency, and exchange only without including the expiration date? Maybe just adding a checkbox in the symbol information dialog box (also when multiple symbols are added to a folder) would work. For many futures, the expiration month/year is specified in the name and for simulation purposes, the expiration date can be set in Symbol.Startup via a lookup.

I believe the above would resolve the complexities of dealing with many futures and makes it easier for adding new sets of futures symbols to folders.

Thanks, Duane
Posted Wednesday January 22 2014
Posted Friday January 24 2014
I don't think RightEdge actually uses the expiration date for anything except symbol identification. So you can set it to anything you want (ie 1/1/0001) and then ignore it if you don't want to deal with multiple expiration dates for the same contract in a system.

Symbols aren't meant to be modified while the system is running, and it might cause incorrect behavior. If you want to programmatically set the expiration date, I'd recommend doing it outside of RightEdge, as this sample code shows how to do.


Similar Topics

Reading This Topic

2005-2019 © RightEdge Systems