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

Roll CQG Data Factory 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 day, bar count, tick and trade counts available with cumulative assessments. The upper area displays all the attributes of the continuous streams that…

Parallel Processing

Multi-Core Framework : 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 at a time. A huge saving in man-hours for your extractions. A 64 core machine running Windows Server…

Easy Audit | Roll Validation

Glass Box Interface : 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 valid. Every completed roll can be investigated in full to ensure that the back-adjusted…

Roll Templates

Dynamic Flexible Methods : 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 volume and by various calendar roll methods. Backadjusted, ratio adjusted, forward and zero adjusted methods are all…

Delivery Months

Flexible Control : 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 slippage costs a strategy may be to skip every other month so that instead of trading all twelve month contracts you…

Extracting Actual Data (Tenors)

Extracting Actual Data Files (known as 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 data in your own time-zone, to trade off perhaps? Portara can do this.  You may need…