Anybody having NIFTY15JANFUT 1 min data for december14? NSENOW data table is giving data for DEC14FUT. I backfilled from it. The chart is showing 100 point gap up. All my calculations are going haywire.
Anybody having NIFTY15JANFUT 1 min data for december14? NSENOW data table is giving data for DEC14FUT. I backfilled from it. The chart is showing 100 point gap up. All my calculations are going haywire.
Dear josh,
always use current month contract for your trading method if you are not using any paid data vendor who gives 3 month contracts data.Othervise always go with current month data ...as NEST/NOW giving us contineous data....
Dear josh,
always use current month contract for your trading method if you are not using any paid data vendor who gives 3 month contracts data.Othervise always go with current month data ...as NEST/NOW giving us contineous data....
Dear Vijay,
I do use current month contract. I am using my own utilities for Real Time data and backfill.
However, there were gaps in JAN15 data due to network disturbances. I used NSENOW Data table to backfill. They have replaced NIFTY15JANFUT data for Dec.14 with that of NIFTY14DECFUT data for reasons best known to them. So is the case with NIFTY15FEBFUT data
:gun2::gun2:
Anybody having NIFTY15JANFUT 1 min data for december14? NSENOW data table is giving data for DEC14FUT. I backfilled from it. The chart is showing 100 point gap up. All my calculations are going haywire.
Seems they are modifying the series wise data to implement the concept of continuous contract i.e. current month data as per F1, next ones as F2, F3 etc
Please download NIFTY15JANFUT 1 min IEOD data from 28.11.14 to 24.12.14., from the following link
Please do check the data before feeding to Amibroker.