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.
Example
MktRank: #Rank #ByMkt Volume
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.
