Hi satya ,
To get futures data , we are mentioning the Expiry dates in the expiry section as below
[EXPIRY]
EXPIRY1=31AUG2006
EXPIRY2=28SEP2006
You suggested to change the Expiry date on each month end . If we change the expiry dates at month end say on 1st of sep , the section looks like this
[EXPIRY]
EXPIRY1=28SEP2006
EXPIRY2=26OCT2006
And these are mapped to NSE-F1 ,NSE-F2 so on . The charts are not continuing but we are changing the chart it self . On settelemnt day we do not have any premium / discount for nifty .But The next month contract often runs with a discount and to next dayafter settlement , chart of NSE-F1 shows a gapdown Opening .
Cant we make Expiry 1 to 12 and map NSe-f1 to 12 to them . we will have
[EXPIRY]
EXPIRY8=31AUG2006
EXPIRY9=28SEP2006
EXPIRY10=26OCT2006
So in spetember we will remove Expiry8 and add Expiry 11
so that the charts continues and lasts for 3 months.
Finally , Any luck with getting Nifty back fill ?
Naresh