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Forum Home > Bugs and Issues > Futures ticker name issue

mtrader
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!!)

 

April 15, 2011 at 8:36 AM Flag Quote & Reply

vishwa
Member
Posts: 4

Use DATA DOWNLOADER for downloading FO data... It's perfect!

http://www.volumedigger.com/Software/Data_Downloader.aspx

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- - Vishwa

January 10, 2012 at 12:44 PM Flag Quote & Reply

Santosh
Member
Posts: 4

Its useless

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January 10, 2012 at 1:50 PM Flag Quote & Reply

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