Forward Curve Builder Parameters

There are different parameters to help customize your Forward Curve output. You can get to this dialog by clicking Parameters button on the main Forward Curve  Window.

 

 

 

Forward Curves Tab

 

Forward Curves

Months Select the number of months for the output
All Available Select all available months
Relative/Fixed Relative returns continuation contracts and Fixed returns dated contracts
Month Filter Select which months to return - this is only available when Fixed is selected

 

 

 

Time Tab

 

From / To

Range

Select to choose a period of time

Date

Select to choose a specific date

Now

Select to choose current day/time

Automatic Refresh

When enabled this allows the sheet to always display the most up-to-date values and dates of the selection

Output Granularity

Interval of time series data

Options are seconds, minutes, hours, days, weeks, weekly average, months, and monthly average

Seasonality

Option to display data seasonally

Select to display time series seasonally.  This option stacks daily and greater granularities year-over-year, with intraday data stacked day-over-day.

Filter

Months

Select if you want to further customize your time series to omit months

Days

Select if you want to further customize your time series to omit months

 

 

Data Tab

 

Fill

Forward

Fill's previous days data forward until there is another price available

End Fills previous days data forward until the end of the selected time series

Backward

Fill's data backwards until there is another price available

Interpolate

Creates synthetic values for a span of NaN values based on the last known value and the next known value by creating linear interpolated values between them.

Fill NA Fills blank cells with =NA() function which generates "#N/A" error message in cells to be ignored by charts.

None

No Fill is applied and weekends and holidays are empty

Time Line

Union

Shows days when any of the selected datasets have a value

Intersection

Shows days when all of the selected datasets have a value

Leftmost

Shows days when the initial selection has a value

Calendar

Shows all days (default selection)

Data Output

Live Updates

Will generate a live RTD function that will return data without the need to refresh the sheet

Download Values

Will return the current values of the request. Refresh options are used in order to update these values

Date Type

Exchange Time For some symbols you can set the Date type to Exchange time, which returns the Date/Time it was received
Interval Start For some symbols you can set the Date type to Interval Start, which returns the beginning of the Date/Time that the value is referencing
Interval End For some symbols you can set the Date type to Interval End, which returns the End of the Date/Time that the value is referencing

 

 

 

Output Tab

 

Sort

Ascending

Data will be filled to the worksheet in ascending order

Descending

Data will be filled to the worksheet in descending order

Plot

Vertical

Fields will displayed vertically as rows

Horizontal

Fields will be displayed horizontally as columns

Show Symbol Description

Select to have Symbol Description as part of the time series output

Delivery Select to have the Delivery as part of the time series output
Symbol Select to have the underlying symbol as part of the time series output
Merge Symbol Headers Merges cells with common symbol headers in the symbol array
Use Reference Select Checkbox to build your Time Series with Cell References versus hard-coded symbols/fields.
Format Numbers Sets the decimal formatting in the output - this does not truncate the values.

Destination Options

Title

The label to display in the cell which contains the Time Series Function

Output Cell Sets a destination output cell for placing the output array.  Cell selected will be top left element in array output.
Output Array Clears a range set by user before refresh.