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On the left side all futures of a symbol list are displayed. You
can select a symbol list that should be displayed in the main
window in the “Symbol List->Display”
menu. If you click on a contract, actual price information
will be downloaded and displayed. Moreover, you can
display historical price information by clicking on the “All
Days” tab. It is essential that you
have downloaded historical data before. Otherwise no data will
be displayed when you click on the “All Days” tab.
By
default the contract data will be stored in the
“C:\MetaStock\Futures” and/or “C:\Ascii\Futures”
directory. You can define a separate data for each
symbol list by clicking on “Symbol List->Edit”
menu.
What is a symbol list?
A
symbol lists contains information about the
Futures (symbol, delivery
months, etc.). Furthermore, information
like MetaStock data path or Ascii
data path is also stored in the list. You
are free to define as many symbol lists as you
want. There is also no limit about the number of
Futures that can be stored in a symbol list.
By
default FuturesDownloader will be installed with
following symbol lists: CBOT, CME, COMEX, MAC,
MFE, ONE, NYBOT, NYMEX, and WCE. These lists
contain all the Futures that are listed on their
corresponding exchanges.
Click here to view a tutorial movie how to create
a custom symbol list and download data for this
symbol list.
Symbol List
Edit Dialog
In
the “Symbol List->Edit” dialog you can create a
new symbol list, add Futures to a symbol list,
specify data paths etc.
To add Futures click
on the “Add” button. Following dialog will appear:
("Futures" dialog)
In
the first three fields you have to enter a name,
symbol and the exchange where the Future is
listed. Optionally, you can enter a sector and a
description. The description that will be entered
in this text box will be displayed in the main
window if you click on a Future name. Finally, you
have to define the delivery months.
Update Data
To update your
database with end-of-day prices, first connect to
the Internet. Click on the flash icon, or select
"Update Data" from the Download menu. This opens
the "Update Data" window.
Firstly, you have to define whether to download
historical data or only the latest day.
Afterwards, you have to tick off the symbol list
that you want to download. Click on the "Update"
button in the window to commence updating.
Continuous Contracts
Continuous contracts are a necessity when back
testing any strategy back beyond the current front
month. Continuous contracts are artificial
contracts that combine the most active portions of
individual contracts and are back-adjusted to
eliminate gaps that occur at expiration. They are
built from only front month data up until
expiration of the front month. When expiration
occurs, the new front month data is used and
prices prior to this date are adjusted by the
amount of the difference between the old front
month and the new. Click on the "Symbol
List->Continuous Contract" menu to specify
continuous contract settings.
Options Dialog
To open this
dialog select “Options” in the Download menu.
Firstly, you have to select whether to store the
data in form of ASCII files and/or in MetaStock
format. Tick off the file format you need. You can
define the format of the ASCII files. Click on
“Define ASCII file format” button.
Defining a
custom ASCII file format
First you have to
open the “Download Options” dialog. Select
“Options” in the Download menu. Then click on the
“Defining ASCII format” button. The “Define ASCII
Output File Format” dialog will be displayed.
Available ASCII
fields
Tick the
checkboxes corresponding to the data filed which
you want to include into the format. You can
change the field order using drag & drop
technology.
Detail Settings
You should choose
which character would be used as the field
delimiter. That character pertains to all columns
and data in the file.
You can select the
Date field format in your ASCII source. There are
different formats supported. Example 1: YYYY-MM-DD
means that the year is expressed as a four-digit
number and that the three fields are separated by
a “-“ character. Example 2: MMDDYY means that the
year, month and day are expressed as a two digit
numbers each no characters separate the fields.
Ascii file name
You cannot enter a
static name for the ASCII file. The ASCII file
names will be created dynamically. You can select
whether the ASCII file name contains the futures
name and/or the contract symbol (a separate ASCII
file for each future will be created) or the
current date and/or the exchange abbreviation (a
ASCII file for each exchange will be created).
Examples
- Separate ASCII
file for each future:
You have to tick off the “Symbol” and/or “Name”
check boxes.
The name of the ASCII file can look like this:
1ALG05_Aluminum.txt
The contents of the file can look like this:
2004/09/17,27.39,27.53,27.26,27.51,65283000
2004/09/20,27.44,27.65,27.33,27.51,51513600
- Separate ASCII
file for each day:
You have to tick off the “Date” and/or “Symbol
list name” check boxes.
The name of the ASCII file can look like this:
20040923_CBOT.txt
The contents of the file can look like this:
2004/09/21,1ALK05,10204.52,10291.39,10159.54,10244.93,13250000
2004/09/21,1ALG05,81.27,81.80,80.40,81.57,3028100
Timer Dialog/Scheduling
The
scheduling feature allows you to start
FuturesDownloader at a specific time. You only
have to define the symbol lists you want to use
and the quotes will be downloaded automatically.
Click
on ”Download->Timer” to define the download start
times.
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