Description:
This function makes Futures Rollover, easy and intuitive. It is used to join the historical series of a feature which is about to expire, with another series of the same future with a new expiring date. This is used to have a continuous scale in the chart.
NB the function can be used, more in general, to join any two historical series.
Use:
To start the procedure, select the menu entry "Rollover Wizard" from the menu "File" => "Data Files Management". There are four steps to complete the operation:
Step 1
Step 1 shows an informative window on the Rollover operation.
Once you read all the information click on the button "Next" to go to the next step.
Step 2
In this step are asked information on the expiring future:
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Workgroup
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It is the workgroup which contains the expiring future
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Last date
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If the last valid date of the expiring future.
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Vertical split
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It is the number (also decimal) for which the open, max, min and close of the periods for the expiring future, are multiplied before to execute the Rollover.
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Select the expiring future from the list shown in the property grid. (from the list containing all the char in the selected workgroup).
Once the properties have been defined, click on "Next" to go to the next step.
Step 3
In this step are asked information on the new maturity future:
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Workgroup
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It is the workgroup which contains the new maturity future
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Select the new maturity future from the list shown below the Workgroup (from the list containing the chart of the selected workgroup).
Click on "Next" to execute the Rollover.
Step 4
This step shows the status of the Rollover, displaying possible errors at the bottom of the window.
NB
The Rollover operation is not reversible. For this reason a confirmation is asked before the command is executed.
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