SITE MAP

LeBEAU
VIDEO

Chuck Le Beau's System Traders Club

TRADERS  GALLERIA
FAQ LINKS | WHAT'S NEW
Quick Jump Tutorials
Save Files Transfer Systems Load Data Insert Systems Data Info

Information about Pinnacle Data

All of the  Traders Club systems are developed on Pinnacle Back Adjusted Continuous Contract Day Session Only Data. The Reverse Adjusted method we use leaves the current contract alone, prior contracts are shifted up or down to splice cleanly with their neighboring contract, resulting in a series with no contract to contract gap. For further information contact Pinnacle Below is a list of rollover days for all of the Data that Pinnacle Provides. 

 

Pinnacle Data Rollover Days
MPDM= Month Prior to Delivery Month
DM =  Delivery Month

COMMODITY

ROLL DAY

British Pound

8th of DM

Canadian Dollar

8th of DM

Feeder Cattle

27th of MPDM

Live Cattle

27th of MPDM

Cocoa

9th of MPDM

Coffee

11th of MPDM

CRB Futures

1st of DM

Copper

22nd of MPDM

Corn

22nd of MPDM

Cotton No. 2

15th of MPDM

Crude Oil

11th of MPDM

Eurodollars

22nd of MPDM

Fed Funds

22nd of DM

Deutschmark

8th of DM

Gold (Commex)

22nd of MPDM

Heating Oil #2

11th of MPDM

Live Hogs

27th of MPDM

Japanese Yen

8th of DM

Random Lumber

1st of DM

Municipal Bonds

22nd of MPDM

Oats

22nd of MPDM

Orange Juice

25th of MPDM

Paladium

22nd of MPDM

Platinum

22nd of MPDM

Pork Bellies

27th of MPDM

S. & P. 500

9th of DM

Silver (Commex)

22nd of MPDM

Soybeans

22nd of MPDM

Soybean Meal

22nd of MPDM

Soybean Oil

22nd of MPDM

Sugar #11

22nd of MPDM

Swiss Franc

8th of DM

T-Bills 90 day

22nd of MPDM

T-Bonds

22nd of MPDM

10 Yr. T-Notes

22nd of MPDM

5 Yr. T-Notes

22nd of MPDM

Unleaded Gas

11th of MPDM

Wheat Chic.

22nd of MPDM

Wheat K.C.

22nd of MPDM

Wheat Minn.

22nd of MPDM

NYSE Comp Ind

9th of DM

Nikkei Ind

3rd of DM

US Dollar Index

8th of DM

Natural Gas

15th of MPDM

T-Bonds Day Only

22nd of MPDM

T-Notes Day Only

22nd of MPDM

Australian Dollar

8th of DM

Midcap S&P 400

9th of DM

Rough Rice

22nd of MPDM

Goldman Saks Ind

27th of MPDM

Mini Value Line

9th of DM

Value Line 1984

9th of DM

Russell 2000

9th of DM

Dow Jones Index

9th of DM

Mini S&P 500

9th of DM

NASDAQ 100

9th of DM

Mexican Peso

8th of DM

Euro

8th of DM

German Dax

9th of DM

German Bund

22nd of MPDM

FTSE 100 Index

13th of DM

Long GILT Bond

22nf of MPDM

Short Sterling

3rd of DM

Top

Home | Join | Faq | Links | Forum | Systems | Classifieds | Bulletins | Toolkit | Services | Events | What's New

All contents Copyright © 2000 Chuck Le Beau's System Traders Club
Last updated on 02/24/03 01:09:23 PM