hi,
can you please tell me how to code here for continuous options data..
at present the the futures.txt is able to change the futures data to -I -II -III to the presnt month , next month, next next month future...
need code for options too..
foreach line Quotes [ quote: copy line
parse quote/3 [3 skip copy mon to "-" 3 skip copy year to end]
expiry: join year [mon]
either find/part line/1 "OPT" 3 [ ; If Option data required
line/1: join quote/2 [ quote/4 quote/5]] [ ; write Symbol + Expiry date + Strike + Option Type in first place
either Futures/data [
foreach mon Futr [
either mon/1 = quote/3 [line/1: join quote/2 [mon/2] break ]
[line/1: join quote/2 [ expiry]
]
]
][
line/1: join quote/2 [ expiry ] ; else write Symbol and Expiry date in first place
some where here some modification is needed i think,,, pls guide me..