watersigndj said:
congratulations firstly...
still to try the s/w though real time and in excitement and anticipation, have almost lost my sleep.... have it all configured and now waiting for the mkt to open tomo to try this utility in real time in AB...
i was a little out of sync with the expiry in the QM.ini... understood everything else thru the well drafted help file that u have posted on the website... could u pls elaborate on this... the changing every month and 3 months thingy...
another snippet of observation... while using the eod convertor, i could get eod data for all nse symbols but what i missed was having this data for nifty as well in Amibroker... could u suggest a way/fix to this request ?
effort appreciated !!!
Dj
Dj,
The expiry goes like this, every scrip has 3 contract futures starting from the current month. so, if you take this month July as starting.
for e.x take WIPRO, You will have total 3 contracts namely
WIPRO-JULY
WIPRO-AUGUST
WIPRO-SEPTEMBER
To Faciliate charts for Futures, what we do is take WIPRO and assing 3 names
WIPRO_F1
WIPRO_F2
WIRPO_F3
So,
WIPRO_F1 = WIPRO_JULY
WIPRO_F2 = WIPRO_AUGUST
WIPRO_F3 = WIPRO_SEPT
BY THE END OF LAST THURSDAY, JULY CONTRACTS WILL EXPIRE, AND THE NEXT SERIES STARTS, LIKE
WIPRO-AUGUST
WIPRO-SEPTEMBER
WIPRO-OCTOBER
AND CHARTS WILL BE MAPPED AS
WIPRO_F1 = WIPRO_AUGUST
WIPRO_F2 = WIPRO_SEPT
WIPRO_F3 = WIPRO_OCTOBER
Since, this is dynamic and in PIB the file name changes after every expiry, I simple created one Section
[EXPIRY]
EXPIRY1=27JUL2006
EXPIRY2=31AUG2006
EXPIRY3=28SEP2006
You need to just change these setting after every month's last thursday to rollover to next month.
The main use of this is in the section [FUTURES] we always map
SCRIP_F1 = SCRIP_EXPIRY1
WIPRO_F1 = FUTSTK-WIPRO-27JUL2006
so you need not changes the names in [FUTURES] section every time, which is tedious.
let me know, if this clears your doubts.
Regards
Satya