Hello All,
I am not sure how to frame the question, but will try best to avoid confusion. Hope I can get some guidance from seniors
1. If i download bhav copy (say today is 23-10-2013) from lets say GETBHAVCOPY software for futures then the data is having -I,-II,-III.
Example It will give me data for Nifty as
Nifty - I for current month expiry (Oct expiry)
Nifty - II for next month expiry (Nov expiry)
Nifty - III for far month expiry (Dec expiry)
So far no issues
2. In the Next month (Nov) When i down load data again
I get
Nifty - I for current month expiry (Nov expiry)
Nifty - II for next month expiry (Dec expiry)
Nifty - III for far month expiry (Jan expiry)
Meaning of above data is that the NIFTY-I of october is expired and NIFTY-II of October is not NIFTY - I in Nov
If the above is true than how can we get 100 EMA, 50 EMA, as there would be mismatch.
Please guide me as i am getting confused.
I am downloading the information in Amibroker but unable to corelate.
Regards
Amit
I am not sure how to frame the question, but will try best to avoid confusion. Hope I can get some guidance from seniors
1. If i download bhav copy (say today is 23-10-2013) from lets say GETBHAVCOPY software for futures then the data is having -I,-II,-III.
Example It will give me data for Nifty as
Nifty - I for current month expiry (Oct expiry)
Nifty - II for next month expiry (Nov expiry)
Nifty - III for far month expiry (Dec expiry)
So far no issues
2. In the Next month (Nov) When i down load data again
I get
Nifty - I for current month expiry (Nov expiry)
Nifty - II for next month expiry (Dec expiry)
Nifty - III for far month expiry (Jan expiry)
Meaning of above data is that the NIFTY-I of october is expired and NIFTY-II of October is not NIFTY - I in Nov
If the above is true than how can we get 100 EMA, 50 EMA, as there would be mismatch.
Please guide me as i am getting confused.
I am downloading the information in Amibroker but unable to corelate.
Regards
Amit
Last edited: