Hello Master Trust
Recently while I was developing a custom AFL that involves Nifty Future and entire option chain, I noticed a very strange problem.
I was connected to the master trust data plugin and database was configured to use the QuantX DLL.
For Cash Scrips, if I have data upto 20th Jan and do not connect on 21st at 9:15, it fills in the data from 21st morning and everything works reasonably well.
However for FUTURES and Options scrips, it deletes all the data that was saved in amibroker earlier and attempts to back fill from the very first day that the specific contract become active. For my AFL that fetches data for 1 future in tandem with 120 calls and 120 puts, it sends complete backfill request for 241 scrips and the entire machine is more or less gets frozen for good 20-30 minutes. Machine does not hang but swamped with work. All F&O symbols are identified correctly and also shown queued up in the panel.
Until the entire queue is handled, any request for cash scrip also end up in the queue.
Also, is there a way I can simulate a continuous NIFTY contract and continuous NIFTY Option strikes?