Roll CQG Actual Contracts
View all Rolls
Mathematically
Chart Actual Contracts
Chart/View Actual Contracts
Create ASCII/CSV/TXT data
Customise Roll Templates
Customise Roll Templates
Includes Excel Import Facility
Customise Delivery Months
Customise Delivery Months
and Flexible Start Dates
Home >> Product Details >> Roll Manager

Overview

The Roll Manager gives you all the tools for rolling actual contracts to continuous intraday backadjusted streams.

Roll daily & intraday CQG Datafactory data using your own custom delivery months, custom session times and more.

Roll Templates

Collectively or individually you may customise Roll Templates in the following way:

  • Calendar Date & Static Date
  • Daily Contract Volume & Open Interest
  • Tick Volume & Trade Volume
  • Contract Expiry Date
  • Customised CSV List Import
  • Individual mixtures of the above

Delivery Months

Customise your delivery months on a per symbol basis, skip contract months that may not be relevant.

Roll STIRS many months forward from nearest future.

Seamlessly caters for Dual DST differences globally to your needs and requirements.

Chart Data

Chart any data you create regardless of the formats you used. Portara just knows what to do!

The Roll Manager wraps itself around the CQG databases allowing charting and database querying functionality.

Roll EndOfSession

Roll either on the daily settlement or you may decide to roll on any custom 'End Of Session' that you have set

Decide to roll before or after holidays and weekends.

Glass Box Math

Follow the calculations based upon every roll so you can easily check whether the roll style is exactly what you are expecting.

Roll Manager includes flexible start and end dates so that you can setup your data exactly as you want it.