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Cross-Sectional Functions


A secondary cross-sectional function, which requests that the primary function be calculated separately for each group of individual futures contracts within the same market.


Rather than ranking all symbols in the data file by volume, each market-specific subset is ranked separately.

Having defined this data item, you could then simply refer to MktRank for the current symbol to see if it's the current highest-volume contract in its market.

See the example script futures_volume_rank.rts for a complete implementation of this.

Note that this mechanism only works with Norgate futures data, or with data that uses an identical naming convention.

See Special Syntax for Individual Futures Contracts for additional details.




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