For each market data source, Investor/RT has a catalog of widely follow future types, for example: ES, NQ, YM, CL. To see the catalog, listed alphabetically by security name, use the File Menu: File > Functions > Add Futures Contracts. This function opens a window showing the futures catalog for the market data source that you use.
If the futures contract that you wish to follow is not listed in the catalog, this window can be used to add the future type to the catalog. To add a new future type, simply click the New Type button; a dialog box will prompt you to provide the contract specifications for the new type.
To add a new future type, you must have 8 items of information:
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The future code. For example: ES, MES, NQ
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The name of this type of futures contract
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The expiration months for the future type.
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The smallest incremental price at which contracts trade. For example: 0.25 for ES.
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The contract value of the smallest incremental price move, e.g. $12.50 for a 0.25 move in ES
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The currency of the contract type e.g. USD, EUR.
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The historical data alias type code. This is the associated DTN future type code e.g. @ES for the ES contract.
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The exchange for the future type trades e.g. GLOBEX, CME.
All other fields in the Future Type Setup window are optional and may be left blank. Enter the 7 items into the entry boxes provided and check mark the trading expiration months for the new future type and click OK to add the future type.
To see how existing future types in the catalog are setup, simply select a future type with which you are familiar and click the Details button. The same future type setup window will appear showing you its contract specifications. You can use the Details button to edit future types that you have manually added earlier to make corrections if needed. Just make the correction and click OK to save the changes.
After adding a new type of future to your Investor/RT. You can use the instrument setup window (shortcut Alt +A) to add new contracts for the new type. In the ticker symbol box, enter the future type code, followed by the expiration month code e.g. U for September, and then the year code. Year codes are 1 or 2 digits e.g. ESU1 is correct for Rithmic or IB, EPU21 for CQG, ESU21 for Gain, @ESU21 for DTN IQFEED for the September 2021 contract month. @ES# (no year digits) calls for the continuous front month DTN contract.
If you would like to have Linn Software update its catalog to add a new future type for your data source, open a support ticket. Provide the 8 items listed above and/or a link to those specifications on your data provider’s web site. When the new future type is added to the catalog, you will be notified in reply to the support ticket. You can then use the File menu to refresh the catalog locally:
File > Functions > Refresh Futures Definitions.
The catalog is refreshed automatically each time Investor/RT starts up. The File > Functions performs the refresh so you do not have to exit and restart RT to get the updated catalog.