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- CRB PowerSystem™ Quick Start Tutorial

PowerGen - Generate Synthetic Data series in PRO and ASCII (.CSV) formats.

Volatility Tab

Create custom Nearby or Continuation data series.

1. Conversion Type: Select Nearby, Continuation or Contract

Conversion Type = Nearby

  1. Expiration: Select Use Options expiration dates (default) or Use Futures expiration dates
  2. Rollover Period: Select Last Day, days before expiration, Previous Week, Previous Month, day of expiration month or day of month before expiration
    • Last Day: Use contract through last trading day
    • days before expiration: Enter number of days
    • Previous Week: Use contract through last day of previous week
    • Previous Month: Use contract through last day of previous month
    • day of expiration month: Enter calendar day
    • day of month before expiration: Enter calendar day
  3. Select series (Nearby 1 - Nearby 99)

Conversion Type = Continuation

  1. Expiration: Select Use Futures expiration dates (default) or Use Options expiration dates
  2. Rollover Period: Select Last Day, days before expiration, Previous Week, Previous Month, day of expiration month or day of month before expiration
    • Last Day: Use contract through last trading day
    • days before expiration: Enter number of days
    • Previous Week: Use contract through last day of previous week
    • Previous Month: Use contract through last day of previous month
    • day of expiration month: Enter calendar day
    • day of month before expiration: Enter calendar day
  3. Select months (January - December)

Conversion Type = Contract

  1. Start contract: Enter year (yyyy) and select contract month (F-Z) from drop-down.
  2. End contract: Enter year (yyyy) and select contract month (F-Z) from drop-down.

2. Click Apply Changes to save

Back to Main Setup Tab | Proceed to Conversion Process


Click Help on the Main menu bar for additional assistance. If you have any questions,
please call +1.800.621.5271 or +1.312.554.8456 or email: info@crbtrader.com

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