Portara | 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 Continuous Data
The Roll Manager allows the creation of continuous back-adjusted streams based upon your underlying CQG database(s). The actual CQG contracts are listed in the Roll Manager showing the…
Parallel Processing
Displayed is the action on a 12 core processor. Here we can see daily and intraday streams being created in parallel. This is 12 times as efficient as attempting to create continuous data one…
Easy Audit | Roll Validation
At any time the user may pause the roll cycle and examine the roll strategy laid out in the tabs across the lower status bar. In this way the trader can be assured that the rolls are…
Roll Templates
Roll Templates allow you to choose how to roll your contracts into a continuous stream of data. You can choose to utilise Portara’s roll logic, by daily volume, daily open interest, tick count trade…
Delivery Months
Sometimes a decision to skip over certain delivery months is desirable. A typical example of this is a long term system trading Crude Oil. In order to conserve commissions and further…
Extracting Actual Data (Tenors)
Portara also allows you to extract the ‘Actual’ data files into their own compressions and with their own adjustments for time-zone variations. You may have a need to look at actual…