[support needed] Optuma scripts for Supply – Demand Data

Optuma Forums Optuma Scripting [support needed] Optuma scripts for Supply – Demand Data

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  • #66663
    Tuan
    • Topics: 1
    • Replies: 0
    • Posts: 1

    On my data, the data company provide the data of weight of supply/demand of stocks under the form of another stock, which is Open() = volume of Supply orders, CLOSE() = volume of Demand orders, VOLUME() = number of sell orders and OI()  = number of buy orders.
    For example: The name of a stock is ATA and the data of supply/demand would be ATA_CC (or it would be like BBC and BBC_CC) and the chart of BBC_CC is looked like this:
    unnamed

    I would like to add parameters related to Supply/Demand data to the back testing section but I couldn’t find a way to connect 2 different stocks (E.g ATA and ATA_CC) and automatically change when the back testing is processing another stocks. I tried the GETDATA() function but it can only get data from one code (normally the Index code) and cannot dynamically change during backtest. I also tried the SECURITY() function and several ways to add strings “_CC”  into the scripting box but none of those worked.

    Please help me with this.

    Thank you guys so much.

    #66670
    Matthew
    • Topics: 5
    • Replies: 481
    • Posts: 486

    Hi,

    There may be a few options to do this but it will be dependant on the service level you have.  Please contact [email protected] with your username details and a sample copy of one of the data files and they can assist.

    1 user thanked author for this post.
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