Hi,
Key Issues of using F&O data on standard software like amibroker & Metastock are,
1. creating unique Ticker name and identifying the group of like nifty, or perticular stcok group ticker list. (for example SBIN - shall contain 3 kind Future
data (Current , Next Month and so on) along with Option data which may be around 20 to 25 strike price (Call And Put option))
2. In EDO F&O Bhavcopy there about 26000 lines of data. out of which 99% are useless hardly any trade has taken place...about 1000-1600 has traded for the day. once you import into any standard application ... hard to use .. i could say near impossible.
Req.
1. Creating Unique Name that is Ticker Name.
2. Symbol shall be treated as Full name (That is FullName in amibroker)
3. filtering the data ( Where OPEN, HIGH , LOW, CLOSE is 0, Meaning while generating text file those to be eliminated)
4. EXPIRY_DT to be changed to I, II, III based on current month, next month and so on.( Only three months to be considered rest has to eliminated)
The following are standard colums of F&O Bhavcopy. Required are High lighted in Green.
INSTRUMENT
SYMBOL
EXPIRY_DT
STRIKE_PR
OPTION_TYP
OPEN
HIGH
LOW
CLOSE
SETTLE_PR
CONTRACTS
VAL_INLAKH
OPEN_INT
CHG_IN_OI
TIMESTAMP
ASCII or text file format output required is as follows,
Ticker Name(Generated using combination of the data)
FullName( same as the Symbol)
TIMESTAMP
OPEN
HIGH
LOW
CLOSE
CONTRACTS
OPEN_INT
CHG_IN_OI (Depending upon user req. user could choose, OPEN_INT or CHG_IN_OI while importing to amibroker or Meta stock)
Ticker Name generation.
SYMBOL + - + OPTION_TYP + - + STRIKE_PR + - + EXPIRY_DT
Note : EXPIRY_DT is modidfed one Like I, II, III
Key Issues of using F&O data on standard software like amibroker & Metastock are,
1. creating unique Ticker name and identifying the group of like nifty, or perticular stcok group ticker list. (for example SBIN - shall contain 3 kind Future
data (Current , Next Month and so on) along with Option data which may be around 20 to 25 strike price (Call And Put option))
2. In EDO F&O Bhavcopy there about 26000 lines of data. out of which 99% are useless hardly any trade has taken place...about 1000-1600 has traded for the day. once you import into any standard application ... hard to use .. i could say near impossible.
Req.
1. Creating Unique Name that is Ticker Name.
2. Symbol shall be treated as Full name (That is FullName in amibroker)
3. filtering the data ( Where OPEN, HIGH , LOW, CLOSE is 0, Meaning while generating text file those to be eliminated)
4. EXPIRY_DT to be changed to I, II, III based on current month, next month and so on.( Only three months to be considered rest has to eliminated)
The following are standard colums of F&O Bhavcopy. Required are High lighted in Green.
INSTRUMENT
SYMBOL
EXPIRY_DT
STRIKE_PR
OPTION_TYP
OPEN
HIGH
LOW
CLOSE
SETTLE_PR
CONTRACTS
VAL_INLAKH
OPEN_INT
CHG_IN_OI
TIMESTAMP
ASCII or text file format output required is as follows,
Ticker Name(Generated using combination of the data)
FullName( same as the Symbol)
TIMESTAMP
OPEN
HIGH
LOW
CLOSE
CONTRACTS
OPEN_INT
CHG_IN_OI (Depending upon user req. user could choose, OPEN_INT or CHG_IN_OI while importing to amibroker or Meta stock)
Ticker Name generation.
SYMBOL + - + OPTION_TYP + - + STRIKE_PR + - + EXPIRY_DT
Note : EXPIRY_DT is modidfed one Like I, II, III