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PC-SPAN
Started:October 23rd, 2013 (09:36 AM) by ron99 Views / Replies:41,380 / 403
Last Reply:November 19th, 2016 (08:49 AM) Attachments:100

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PC-SPAN

Old August 31st, 2015, 04:02 PM   #321 (permalink)
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djay View Post
Hi,

PC-SPAN I am talking abt is the CME application.

I actually trade in India on NSE. The Exchange does provide the span file, but there is no authentic source for margin amount. What broker says you pay.

So I am trying to decode the span file using PC-SPAN but it doesnt show me the margin amount

@djay,

I have not been able to get the latest version of PC-SPAN to work properly so I'm not positive, but from the picture you included it looks like you may not have loaded any positions into your portfolio.

Check out the CME's User Guide for PC-SPAN: http://www.cmegroup.com/confluence/display/pubspan/Use+PC-SPAN

They are not the most user-friendly, but they will walk you through the process.

Hope this helps.

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Old August 31st, 2015, 04:19 PM   #322 (permalink)
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Dudetooth View Post
This should take care of those issues:
1. Go to the HistPivot Tab
2. Click cell A1 ... you should see the PivotTable Fields window open on the right side of the tab (if not click Analyze under the PivotTable Tools tab at the very top right of the Excel window ... click Field List on the far right)
3. In the bottom right of the PivotTable Fields under values, click on Average of Pos Net Value and select Value Field Settings
4. In the new window select Sum and click OK
5. Repeat for Pos IM and Current Pos P/L

The 0 you saw at AC3 is normal. When calculating a spread only one line should have Pos Net Value, Pos IM and Current Pos P/L values ... they are the combined values for the spread and are only populated on one line. For some reason the code adds 0 for some of those on the first day of the Historical Tracking, but then blank afterwards.

I hope this makes sense.

I just updated the attachment in the prior post if you don't want to bother with these instructions.

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Old September 1st, 2015, 10:37 AM   #323 (permalink)
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Hi @Dudetooth

There's a small bug in risk module line 198 that prevents scanning. "Scanner!G1" has a missing 'c' character.

Regards

Arno

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Old September 1st, 2015, 11:57 AM   #324 (permalink)
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The value for grain options is off on this new version.

Here is what I get with my old version (a couple of versions before the last one prior to yesterday) The value is correct at $25. Settlement price was 0.5. Or 4 ticks. 4/8.

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Here is what I get with the new version. I also included PC-SPAN.

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Any ideas what is happening?
Thanks
Ron

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Old September 1st, 2015, 02:13 PM   #325 (permalink)
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@Dudetooth, Thank you for responding back. I am trying to get the margin requirement of a particular futures contract without position. I am hoping I will find a way to get that in PC-SPAN.

Apart from that, I am also unable to create Portfolio in PC-SPAN. I get a error "Attempted an unsupported operation" when I tab into Positions tab in "New Portfolio"

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Old September 1st, 2015, 02:52 PM   #326 (permalink)
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ron99 View Post
Any ideas what is happening?

Juggling versions and a small fix for the grain prices was missed ... I thought that I was modifying the latest XLS-SPAN.

I can get a fix to take care of that along with the error @arno found in a day or so.

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Old September 1st, 2015, 02:54 PM   #327 (permalink)
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djay View Post
@Dudetooth, Thank you for responding back. I am trying to get the margin requirement of a particular futures contract without position. I am hoping I will find a way to get that in PC-SPAN.

Apart from that, I am also unable to create Portfolio in PC-SPAN. I get a error "Attempted an unsupported operation" when I tab into Positions tab in "New Portfolio"

@djay,

That is the same error I've been getting. Either their latest version has a bug, or they changed something in the procedures that I'm missing.

You may want to try uninstalling and reverting back to the previous version.

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Old September 1st, 2015, 07:04 PM   #328 (permalink)
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XLS-SPAN v.04c ... again

I didn't want to keep making new posts for the fixes, but I can no longer edit my previous post and I can't manage attachments on the quick summary post. If there is a better way to manage the file please let me know.

Here is the fixed version of 04c:
-Risk module date reference for Scanner
-Grain price

Attached Files
Register to download File Type: xls XLS-SPAN (04c).xls (612.5 KB, 31 views)
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Old September 1st, 2015, 07:16 PM   #329 (permalink)
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Dudetooth View Post
I didn't want to keep making new posts for the fixes, but I can no longer edit my previous post and I can't manage attachments on the quick summary post. If there is a better way to manage the file please let me know.

Here is the fixed version of 04c:
-Risk module date reference for Scanner
-Grain price


Hi - Are these files "independent" in that a person could download version 4c, get some data, play around with the new historical feature, and not interfere with downloads and analysis in their existing version which they've been using for a year or more?

Note: I realize the Excel files will need different names and maybe both shouldn't be open at the same time.

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Old September 1st, 2015, 07:59 PM   #330 (permalink)
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CafeGrande View Post
Hi - Are these files "independent" in that a person could download version 4c, get some data, play around with the new historical feature, and not interfere with downloads and analysis in their existing version which they've been using for a year or more?

Note: I realize the Excel files will need different names and maybe both shouldn't be open at the same time.

Absolutely. All it needs is access to the unzipped pa2 files. As long as your other spreadsheet is not named the same you can have both open at the same time, but you'll only be able to run code in one of them at a time.

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