| Forum Home > Bugs and Issues > Futures ticker name issue | ||
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Member Posts: 4 |
Hi Hemen, I noticed an issue with download of futures bhavcopy in today's (15th April) file. Usually, the futures series are named -I, -II, -III according to month. but i noticed that if -III month is not traded for a stock futures, the next one gets -III. Let me explain. In today's future file, (15th April futures file), STERLINBIO-III was not traded and hence not in the bhavcopy. STERLINBIO-II is at row no. 588. But the next row, is named STRTECH-III, instead of STRTECH-I. from there on, the -I, -II, -III numbering does not work properly. Kindly look into this matter and fix the bug. Pl. let me know if you need any clarification. (my 2 cents - i think this issue arises because the implicit assumption is that all future contracts will trade every day. stock futures with poor liquidity - especially farthest month contracts dont trade in first 1 or 2 weeks and cause an issue. i guess, inserting a condition of resetting the -I,-II,-III count after change in ticker symbol will help eliminate this issue. of course you know your code better!!)
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Member Posts: 4 |
Use DATA DOWNLOADER for downloading FO data... It's perfect! | |
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-- - - Vishwa
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Member Posts: 4 |
Its useless | |
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