Implemented

Support OLE for getting useful info in other applications

Currently users have to map symbols like "NIFTY-I" to actual exchange symbols in their trade scripts.

It would be very useful if velocity can be linked and certain APIs provided for retrieving useful information.

JScript:

Velocity = new ActiveXObject("Velocity");

TradeSymbol = Velocity.GetExchangeSymbol("NIFTY-I");

VB/VBScript:

Velocity = CreateObject("Velocity")

TradeSymbol = Velocity.GetExchangeSymbol("NIFTY-I");

AFL:

Velocity = CreateObject("Velocity");

TradeSymbol = Velocity.GetExchangeSymbol("NIFTY-I");

Best Answer
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(1) You can use the exact contract symbol also as per exchange - NIFTY16JULFUT or NIFTY16JUNFUT. You can also use the continuous format (NIFTY-I) at the same time.

(2) All the symbols are downloaded in the master files (in the TrueData Velocity folder under Program Files) daily at about 08.40 am. The 2 files downloaded are :-

  • 1.NMaster1.txt - Contains all Equities, all Indices, all Contract Futures and Options
  • 1.NMaster2.txt - Contains only Continuous Futures.

Even if you are not a developer, you can extract the correct symbol names directly from these sheets. Being a developer or being good at excel can help you work with these txt files to extract the required info. Check out the various columns and play with it to see the feasibility. You will find there is lot more information in these Master files which you can exploit.

Comments (4)

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1

(1) You can use the exact contract symbol also as per exchange - NIFTY16JULFUT or NIFTY16JUNFUT. You can also use the continuous format (NIFTY-I) at the same time.

(2) All the symbols are downloaded in the master files (in the TrueData Velocity folder under Program Files) daily at about 08.40 am. The 2 files downloaded are :-

  • 1.NMaster1.txt - Contains all Equities, all Indices, all Contract Futures and Options
  • 1.NMaster2.txt - Contains only Continuous Futures.

Even if you are not a developer, you can extract the correct symbol names directly from these sheets. Being a developer or being good at excel can help you work with these txt files to extract the required info. Check out the various columns and play with it to see the feasibility. You will find there is lot more information in these Master files which you can exploit.

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1

OK. This is not exactly OLE functionality. My intention was to use NIFTY-I continuous symbol without bothering about changing NIFTY contract symbol every month. It would have been very convenient.

Please consider to have OLE functionality to retrieve underlying symbols for continuous contracts like NIFTY-I, BANKNIFTY-I etc.

Thanks.

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1

Though this is not the OLE function but you can do what you wish to do if you use the 1.NMaster2.txt file.

Stores today file (Today is expiry day) & also see tomorrows file. NIFTY-I would have been linked to the next month future. Check it up to find this.

Thanks.

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1

Thank you. That solves the purpose.

Requires little bit of extra effort on parsing for finding the symbol but that is fine.