Support Board
Date/Time: Wed, 08 Jul 2026 23:43:08 +0000
Post From: Request Regarding GDFL NIFTY Futures Symbol Naming Convention
| [2026-07-08 22:08:00] |
| User100139 - Posts: 5 |
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Thanks looking into this and for explaining why supporting the full GDFL naming convention would be a significant change. I completely understand that implementing a general solution is not practical. I was wondering if there might be a much simpler alternative specifically for the NIFTY futures contracts. Since the expiry dates are known in advance, I would be happy to provide a mapping of the next 12–24 monthly contract symbols. For example: * NIFTY26JULFUT.NFO → NIFTY28JUL26FUT.NFO * NIFTY26AUGFUT.NFO → ... * etc. If Sierra Chart could use this static mapping just for the NIFTY contracts, it would allow the Monthly Futures Contract functionality and Back Adjusted Continuous Futures Charts to work correctly without requiring support for the complete GDFL symbol format. Back-adjusted continuous contracts are particularly valuable for quantitative analysis. When I use the current continuous futures symbol (`NIFTY-I.NFO`), which is not back adjusted, the price gaps at contract rollovers affect studies that rely on long-term price continuity, such as Long-Term VWAPs and other cumulative or anchored indicators. This makes historical analysis and strategy development considerably less reliable. If a static symbol mapping is not feasible, is there another approach within Sierra Chart that would allow me to create properly back-adjusted NIFTY continuous futures using the GDFL data? Thank you again for your time and consideration. |