How to plot F&O data in Amibroker

#1
Hello Members,
At the outset, I may be asking a stupid question. Pardon me for that...

Like the way we load any scrip's CASH OHLC in Amibroker, can we load that scrips Futures / Options data in Amibroker?

Reason for asking this question:
Say for example, yesterday May 2102 contracts expired and a new series of Aug 2012 will come into action.
Thorougout the June month (till Jun Expiry):
Jun will be Nifty-near month-5000CE / Nifty-I-5000CE;
Jul will be Nifty-next month-5000CE / Nifty-II-5000CE;
Aug will be Nifty-Far month-5000CE / Nifty-III-5000CE;

I will take the data and upload.
But what happens when Jun contracts expire?:confused:

B'coz at that time, the NEXT month would become the NEAR month... and Sept2012 will get added...

Can someone please help on this..Am more interested in the Options part,rather than Futures.

warm regards..RB
 

SavantGarde

Well-Known Member
#2
Hello Members,
At the outset, I may be asking a stupid question. Pardon me for that...

Like the way we load any scrip's CASH OHLC in Amibroker, can we load that scrips Futures / Options data in Amibroker?

Reason for asking this question:
Say for example, yesterday May 2102 contracts expired and a new series of Aug 2012 will come into action.
Thorougout the June month (till Jun Expiry):
Jun will be Nifty-near month-5000CE / Nifty-I-5000CE;
Jul will be Nifty-next month-5000CE / Nifty-II-5000CE;
Aug will be Nifty-Far month-5000CE / Nifty-III-5000CE;

I will take the data and upload.
But what happens when Jun contracts expire?:confused:

B'coz at that time, the NEXT month would become the NEAR month... and Sept2012 will get added...

Can someone please help on this..Am more interested in the Options part,rather than Futures.

warm regards..RB
Near month Data gets merged with NIFTY-I that expired, this is true of futures ONLY, where Options are concerned one will manually need to merge them and rename it suitably....since each contract and its price movement is specific to that contract....!!!

For example June Nifty 5000 CE will need to be merged from April onwards...!!!
Similarly Long dated options will have to be merged from the time they became active....!!!


SG

SG
 

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