Software to create custom continuous contracts?

Discussion in 'Strategy Building' started by laputa, Nov 19, 2006.

  1. laputa



    Does anybody know of a good software product to create custom continuous contracts from ASCII data?

    Ideally the software would let me load all the contracts expiring at different months and create a continuous data series in ASCII according to my rollover rules (which date) and back adjustment rules.

    Also, the software I'm looking for must support intraday data, and hopefully would let me adjust the intraday time to offset the different exchange time zone and standard/daylight saving difference.

    Sounds like a lot to ask for isn't it? I really hope there is such a product out there... I can't even find one that would even do continuous contract creation.

    Thanks everyone in advance!

  2. Neoticker supports user defined continuous contract support.

    You can download the user manual with this link. It is a large file between 55-60MB.

    Here is a reference on their website on continuous contract support.

    Futures Trading
    NeoTicker® comes with continuous contract support. Continuous contract is resolved on NeoTicker® side, under your complete control.

    Contracts stitching is handled in an intelligent and consistent manner. When you trade a continuous contract symbol, translation between continuous contracts and the real contract is automatic.

    PM me with any specific questions. I have been using Neo for 3 years and it is one of the best platforms out there.