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»Forums Index »Product Support »ProphetX Support »History Snap/12 mo. forward NG pricing
Author Topic: History Snap/12 mo. forward NG pricing (3 messages, Page 1 of 1)

KWatson
-Interested User-
Posts: 2
Joined: Oct 1, 2007


Posted: Oct 1, 2007 09:37 AM          Msg. 1 of 3
I'm trying to obtain 12 month forward pricing of NG for the first trading day of each month since 1997. For example, 1/1/1997, 2/1/1997, etc. I can't figure out an easier way to do it, so I'm using the History Snap function. I've input all the dates I need, but don't know what ticker symbol to use. Do I need a formula?

DTN_SarahS
-DTN Evangelist-
Posts: 195
Joined: May 31, 2007


Posted: Oct 2, 2007 07:30 AM          Msg. 2 of 3
Hello,

I was told that you are in communication with Don on this subject, just wanted to make sure your question is being answered. Please let us know if you need further assistance.

Kind regards,

Sarah

KWatson
-Interested User-
Posts: 2
Joined: Oct 1, 2007


Posted: Oct 2, 2007 09:46 AM          Msg. 3 of 3
Yes, Don helped me with 3 possible solutions to this question. As I told him, the solution I ended up implementing wasn't as simple as I had hoped, but it worked well.

Here was Don's feedback, if anyone else has a similar problem:


There are several ways to get the data:

1. HISTORY SNAP
Enter the TRADE DATE of 1/2/1997, then enter NG for the TICKER SYMBOL, and hit the F3 key (NOTE: 1/1/1997 was a holiday).

You could then copy the data into Excel, Word, or what ever you want.

Then change the date to 2/1/1997. But note that 2/1/1997 and 2/2/1997 were on a weekend, so that 2/3/1997 is the first day of the month. When you change the TRADE DATE to 2/3/1997, then TAB over to the TICKER SYMBOL field, the new data appears.

That is very time consuming, but you can get the data.

2. TABULAR
From the TABULAR tool, enter 12 contracts NG@C, NG@C2, NG@C3, NG@C4 .... NG@C12.
NOTE: you will need to increase the "Number of Bars/Ticks to Load" to 3000 from the CHARTS Preference Screen. Also, you may want to set the "Selected Fields" in the TABULAR Preferences to "Close Price" only by removing the High, Low, etc. so that you only have the CLOSE data.

You can then scroll back to any date and see the Forward Curve for that date.

I tried adding this as a DDE link to Excel, but it is to large. You may be able to break it up into several links and get the data into Excel that way.

3. VBA and EXCEL
If you are proficient in VBA programming, you could probably write a script that would automate this process by creating DDE links and requesting the data from our TABULAR feature.
 

 

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