Support Board
Date/Time: Wed, 08 Jul 2026 22:44:50 +0000
Request Regarding GDFL NIFTY Futures Symbol Naming Convention
View Count: 32
| [2026-07-08 16:52:08] |
| User100139 - Posts: 5 |
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Hello, I am using the GDFL data feed with Sierra Chart for NSE futures. I have noticed that the NIFTY monthly futures symbol naming conventions do not match. Sierra Chart expects: NIFTYYYMMMFUT.NFO Example: `NIFTY26JULFUT.NFO` GDFL provides: NIFTYDDMMMYYFUT.NFO Example: `NIFTY28JUL26FUT.NFO` Because of this mismatch, Sierra Chart is unable to load the individual monthly NIFTY futures contracts from GDFL. As a workaround, I have to use the continuous futures symbol (`NIFTY-I.NFO`), which is not back-adjusted. This makes historical analysis and research considerably more difficult. Is it possible for Sierra Chart to support the GDFL symbol naming convention for NIFTY futures (or provide a symbol mapping/translation), so that the monthly contracts can be loaded directly? If there is already a recommended way to accomplish this, I would be grateful if you could point me to it. Thank you for your assistance. Nalin Date Time Of Last Edit: 2026-07-08 16:52:38
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| [2026-07-08 21:46:55] |
| Sierra_Chart Engineering - Posts: 24201 |
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We will check on this. Should be not a problem for us to add the different format.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-07-08 22:00:57] |
| Sierra_Chart Engineering - Posts: 24201 |
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As we look at this more closely, we see the day of month, is part of the symbol. So this is not easy for us to support. It is quite involved and is not something we can do anytime soon. NIFTYDDMMMYYFUT.NFO Example: `NIFTY28JUL26FUT.NFO` You still are able to manually use these symbols but they just will not be automatically generated. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2026-07-08 22:01:42
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| [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. |
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