How the Continuous Contracr for Nifty Futures Created ?

[mini]

Hi,

I use tick & Volume charts in Ensign software using eSignal data.

I trade NSE ( National Stock Exchange ) Futures which expire on Last Thursday of every month.

I download & store tick data for symbols that I trade. But due to such short monthly expiry of those contracts, I don't have enough historical data when a new contract starts trading.

The expiry contract stays pretty active untill last monday of every month.

I want to create continuous contract just like ES #F, for NSE futures.

What is the best way of creating such continuous contract ?

Thanks

[eostrom]

rollover

We don't really have a way of creating a continuous symbol that will work within a third party program. We are eventually going to open up our 1! continuous symbols for third party programs to use, but this has not been done yet. Within the eSignal program itself there are ways to adjust when some continuous futures symbols might rollover.