Hi Team! We received the below query from client and want this through API as well. Per Product Specialist, they don't think UDC would be available via API. Client is asking for configurations / parameters for API.
Query: option to customise how the contracts are rolled when charting the continuous contracts ?
Reso provided: User-defined continuations (UDCs) are created and managed in the Chart (CHT) app. By combining futures contracts with different expiry months, you can create a single time and price series for certain commodities.
When you create a UDC, you name it and specify the RIC root.
Note: It is recommended that you consider the naming convention you use for your UDCs, especially if you construct many of them.
To create a UDC:
- The chart for the chosen instrument opens.
- The User-Defined Continuations dialog box opens.
- If this is not the first UDC, click Create UDC in the top-right corner of the dialog box. Otherwise, go to step 4.
- In the General section, configure the following options:
- Name. Type a name for the UDC. Supported characters include alphabetical characters, numbers, parentheses, underscore, and dash. The name is case-sensitive.
- RIC Root. Type the uppercase letter or letters of the futures contract, for example CL for NYMEX Light Crude or GC for COMEX Gold.
- Label. The field is automatically filled, but you can edit it or remove the text, if required. The label is displayed in the Chart’s legend.
- Click Save.
