Rollover View |
If you want to see a continuous chart for Futures script then you have to define a suitable rollover for the script. This can be done via the Rollover view. You can add/edit the newly created rollover while defining a new instrument definition or while editing an existing instrument definition.
Rollover date lets ArthaChitra decide how much data from each expiry will be loaded while viewing a continuous contract. For example you are viewing a continuous chart from say 3rd October '15 to 3rd November '15. The data for the said chart spans 2 expiries. Lets say the expiries are defined in the Instrument Definition as:
Expiry Date | Rollover Date |
|---|---|
| 26 Nov 2015 | 30 Oct 2015 |
| 29 Oct 2015 | 25 Sep 2015 |
In such scenario the chart will pull data from the Oct 15 series and Nov 15 series as
Series | From Date | To Date |
|---|---|---|
| Oct 2015 | 03 Oct 2015 | 29 Oct 2015 |
| Nov 2015 | 30 Oct 2015 | 03 Nov 2015 |
Now say, there's hardly any volume in the Oct 15 series contract on 28 Oct 15 and 29 Oct 15 (traders have rollover to the next expiry and all the volume has shifted to the Nov 15 expiry) and you want to load the data for the said two dates from the Nov 15 expiry. In such scenario just set the rollover date for the Nov 15 series to 28 Oct 15. Now ArthaChitra will load the data as follows:
Series | From Date | To Date |
|---|---|---|
| Oct 2015 | 03 Oct 2015 | 27 Oct 2015 |
| Nov 2015 | 28 Oct 2015 | 03 Nov 2015 |
By default ArthaChitra defines the rollover date as previous expiry date + 1 (one) day.
How to create a new rollover- In the Main View menu bar goto Settings > Instrument > Rollover
- Click on the Add button on the top right
- In the Name dialog type in a name and click on Ok
- Add the necessary expiry and rollover dates
- Click on Ok button
How to define a rollover in an instrument definition- In the Main View menu bar goto Settings > Instrument > Instrument Manager View
- In the Instrument Manager View click on the Add button on the top right (to create a new instrument definition), or select an existing instrument definition and click on the Edit button (will be visible upon selection of the instrument definition)
- In the 'New/Edit instrument view' select the General tab
- Select an appropriate Rollover from the rollovers field
- Click on Ok button
Note : The Rollover field is available for Futres instruments only.