Custom Futures: Difference between revisions
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* The resolutions available for Custom Futures are 1 Day and lower (tick, point, contract, change, second, minute). | * The resolutions available for Custom Futures are 1 Day and lower (tick, point, contract, change, second, minute). | ||
* Only the Regular Chart type is available for | * Only the Regular Chart type is available for Custom Futures. | ||
* Bar Magnifier Mode is not available for Custom Futures. | * Bar Magnifier Mode is not available for Custom Futures. | ||
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Some data feeds provide data for expired contracts. Expired contracts may not be available through the lookup window, such contracts should be added manually. | Some data feeds provide data for expired contracts. Expired contracts may not be available through the lookup window, such contracts should be added manually. | ||
See [[Operating Symbol List#Adding Symbol(s) to Symbol List|Adding Symbol(s) to Symbol List]] section for more information | See [[Operating Symbol List#Adding Symbol(s) to Symbol List|Adding Symbol(s) to Symbol List]] section for more information. | ||
<br> | <br> | ||
<div style="background-color: #E3FBE5;">Note: Custom Futures and symbols (individual futures) should have the same data provider, exchange and Symbol Root. </div> | <div style="background-color: #E3FBE5;">'''Note:''' Custom Futures and symbols (individual futures) should have the same data provider, exchange and Symbol Root. <br> | ||
'''Note:''' Not all data sources provide the historical data for the expired futures contracts. See [[Which Data Sources Support Expired and Continuous Futures Contracts]] page to find the list of the data sources supplying the historical data for the expired futures contacts.</div> | |||
===Adding symbol roots to the dictionary=== | ===Adding symbol roots to the dictionary=== | ||
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See [[Symbol Dictionary for Futures]] section for more information | See [[Symbol Dictionary for Futures]] section for more information | ||
<div style="background-color: #E3FBE5;">Note: The symbol root expiration rule directly affects the symbol expiration date.</div> | <div style="background-color: #E3FBE5;">'''Note:''' The symbol root expiration rule directly affects the symbol expiration date.</div> | ||
===Creating a Custom Futures symbol=== | ===Creating a Custom Futures symbol=== | ||
A new | A new Custom Futures symbol can be created by using the Add Custom Futures window or by entering the Custom Futures symbol parameters into the Command Line toolbar. | ||
<br> | <br> | ||
If the | If the Custom Futures symbol name is known, the simplest way to create a new chart is to enter the symbol name and all known symbol parameters into the command line. | ||
<br> | <br> | ||
Any omitted symbol parameters will automatically be selected, and the symbol plotted. | Any omitted symbol parameters will automatically be selected, and the symbol plotted. | ||
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'''To create a Custom Futures symbol:''' | '''To create a Custom Futures symbol:''' | ||
# In the main MultiCharts menu select '''File''', then point to '''New''' and click '''QuoteManager Window'''. | # In the main MultiCharts menu select '''File''', then point to '''New''' and click '''QuoteManager Window'''. | ||
# | # Go to the '''Instrument''' tab. | ||
# Then click '''Add custom futures'''. | # Then click '''Add custom futures'''. | ||
# Select the data source. | # Select the data source. | ||
# Input | # Input any desired symbol name. | ||
# Select the symbol root. | # Select the symbol root. | ||
# Select contracts to use (if they are specified incorrectly in Symbol Dictionary Settings) by clicking on the check boxes. | # Select contracts to use (if they are specified incorrectly in Symbol Dictionary Settings) by clicking on the check boxes. | ||
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#* '''No Adjustment''' - the bars of each series in use are not changed.<br> | #* '''No Adjustment''' - the bars of each series in use are not changed.<br> | ||
#* '''Absolute Difference''' - constant (С = C<sub>next</sub> - C<sub>prev</sub>; where C<sub>prev</sub> – close of the last bar before the rollover point) is added to all data prior to the rollover date. The data of the last series is not corrected as there was no rollover for it yet.<br>If the N contracts are rolled over then the data of the first contract is corrected N-1 times. | #* '''Absolute Difference''' - constant (С = C<sub>next</sub> - C<sub>prev</sub>; where C<sub>prev</sub> – close of the last bar before the rollover point) is added to all data prior to the rollover date. The data of the last series is not corrected as there was no rollover for it yet.<br>If the N contracts are rolled over then the data of the first contract is corrected N-1 times. | ||
#* '''Ratio adjustment''' - all data prior to the rollover point is multiplied | #* '''Ratio adjustment''' - all data prior to the rollover point is multiplied by the ratio (C= C<sub>next</sub> / C<sub>prev</sub>).<br>If the N contracts are rolled over then the data of the first contract is corrected N-1 times. | ||
# '''“Symbol Code” field''' <br> Displays rollover encoded in a line. The encoding is done automatically if the information on the Custom Futures tab is changed. The symbol code can be copied, but cannot be modified.<br>“Symbol Code” can be used in Real-time market scanner or Command Line to plot a Custom Futures chart bypassing the dialogue window. | # '''“Symbol Code” field''' <br> Displays rollover encoded in a line. The encoding is done automatically if the information on the Custom Futures tab is changed. The symbol code can be copied, but cannot be modified.<br>“Symbol Code” can be used in Real-time market scanner or Command Line to plot a Custom Futures chart bypassing the dialogue window. | ||
# Set the Settings and Sessions tabs of Custom Futures up the same way as for individual contracts.<br> | # Set the Settings and Sessions tabs of Custom Futures up the same way as for individual contracts.<br> | ||
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[] - everything that is in the [] brackets can be omitted.<br> | [] - everything that is in the [] brackets can be omitted.<br> | ||
<div style="background-color: #E3FBE5;">Note: If the necessary symbol is missing from the database data series will be created without it.</div> | <div style="background-color: #E3FBE5;">'''Note:''' If the necessary symbol is missing from the database data series will be created without it.</div> | ||
===Custom Futures that cannot be created in MultiCharts=== | ===Custom Futures that cannot be created in MultiCharts=== | ||
The root name should not contain following symbols <;> <:> <=> <!> <_ | The root name should not contain following symbols <;> <:> <=> <!> <_>. Custom Futures cannot be created for such symbols.<br> | ||
If the symbol name does not satisfy the basic template, Custom Futures cannot be created for this symbol. | If the symbol name does not satisfy the basic template, Custom Futures cannot be created for this symbol. | ||
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“To construct Custom Futures please add the following contracts”. | “To construct Custom Futures please add the following contracts”. | ||
These alerts appear because Custom | These alerts appear because Custom Futures requests data prior and following the symbols already in the database based on the selected rollover conditions and data request. | ||
Custom Futures chart can be plotted without adding these symbols, if there are other individual contracts with data in QuoteManager. | Custom Futures chart can be plotted without adding these symbols, if there are other individual contracts with data in QuoteManager. | ||
[[File:CFalert2.PNG]] | |||
If there are no futures symbols in the data base for creating a Custom Futures, the following alert message will appear: | If there are no futures symbols in the data base for creating a Custom Futures, the following alert message will appear: | ||
[[File:CFalert1.PNG]] | |||
[[Category:QuoteManager]] | [[Category:QuoteManager]] |