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How do I create Spreads and Configure Continuous Contracts in eSignal 21?

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The Composite Symbol Manager is used to create spreads and to configure continuous contracts for futures. It combines the Spread Symbol Settings and Continuous Contracts Settings tools in the previous versions of eSignal.
  1. How do I Create a Spread?
  2. How do I Create a Continuous Contract?

How do I Create a Spread?

To create a spread, first launch the Composite Symbol Manager:
  1. On the main menu bar click Tools.
  2. In the drop-down menu that appears, click Composite Symbol Manager.

    You can also access the Spread Builder and Continuous Contract Builder from the Watch List by left-clicking the Option Icon :


  3. To create a new spread or to configure a continuous contract, click the + Add icon in the dialog box:
  4. To create a spread, click the Option Icon   and select Insert Spread:
  5. Type in the desired spread in the "notepad" area of the builder. The example below is a spread between the Dow Jones and the Nikkei Indexes.
  6. In the Insert as: section, you can select Symbol which will display it as it is typed or you can select Composite Symbol Name and create a custom name for the spread. in this example I entered ~DJNK. The symbol must always be preceded by the tilde ~. To use this spread in Chart or Watch List, we can just conveniently type ~DJNK instead of typing the spread as the symbol.
  7. Click Insert and the following dialog box will appear:

    Here you can make changes to the Tick size and Point value of the spread.

How do I Create a Continuous Contract?

The Composite Symbol Manager also allows you to configure continuous contracts for futures. eSignal provides default rollover and included months for #F and 1! symbols, but the Composite symbol manager allows to create your own customized continuous contracts based on contract forward month, rollover date, included months and whether it is back adjusted or not. Click here for more information on continuous contracts.
Users can view our #F article to reference the rollover timeframes as those do not roll on expiration date.
To access the continuous contract builder:
  1. Click the Option icon   and select Insert Continuous Contract:
  2. The following dialog box will appear:
    • Root: Enter the root symbol of the futures contract. For example, the root symbol for the S&P e-Mini is ES.
    • Exchange: Leave this blank for US futures. It is only used for the exchange code for futures that trade on foreign exchanges.
    • Contract:
      • Forward Month: Designates which forward month will be rolled forward to on rollover date.
      • Fixed Month: allows you to designate which month to use as the front month.
    • Rollover:
      • Roll: [] calendar days before expiration (0-nearest futures): the roll date is calculated by subtracting a number of days from the contract's expiration date. Any (h)olidays that fall within those seven days will be included in the roll date calculation.
      • Roll: [] Calendar days before month of expiration: Roll date is calculated by subtracting a number of days from the contract's (m)onth of expiration.
      • Back adjust previous data on rollover: Toggles whether historical data is back adjusted when the contract rolls over to the new front month or not.
    • Included months: Select which months that are to be included in the continuous contract.
    • Insert as: Select to use the eSignal continuous contract symbol or the composite symbol that you created.
  3. After configuring the symbol, click Insert and following dialog box will appear. You can change the Tick size and Point value values, if necessary. Click the Accept button when finished:

    The completed Dow Industrial/Nikkei spread and the newly configured ES e-Mini continuous contract now appear on the list. You also have the option to add a new item, as well as edit or remove an existing one:

    Now the new symbol (~ES) can be applied to Watch List or to a Chart: