Hi All,
I have the data for one commodity over different years. I want to copy the data from Each sheet ( i.e., different years) to one mastersheet. My data in Each sheet (for example 2004) looks like:
Date Symbol Contract Month Open High Low Close PCP Volume OI
3-Jun-04 Nickel 23rd July 12 16 5 18 12 8 20
-----------
23-July-04 23 rd July 18 22 7 23 34 7 24
3-Jun-04 31st Aug -- --- --- --- --- -- ---
31-Aug-04 31 st Aug --- --- --- ----- ---- ---- ------
Note: There will be data for different contract months foreach year. In the above example next contract follows 31st Aug. There may be data for the same date for both 23rd July and 31st Aug. With the same format i have data for different years.
Desired Output (master sheet):
Close Price
Date Symbol Contract Name Maturity month Nearby Month Far Month
3-jun-04 Nickel 23 rd July
23 - July-04 Nickel 23 rd July
Next Contract follows
24 - July Nickel 31st Aug
31-Aug Nickel 31st Aug
Next Contract
Note: Starting date for the first contract always starts from the beginning of the month (In case of earlier dates as in the above example it shows that there is no contract available in June but usually these cases are very less number) The rollover contract starts from the next date of the expired contract i.e., Close price for Near Month column. Aug contract closing price starts from 24 th july in this case.
Maturity Month: The closing price of the current trading month. i.e July
Nearby Month: It shows the closing price of the immediate or next month (here if we start from July it will be Aug and so on
Far Month: It shows (Maturity month + 2) closing price i.e., closing price of septmber contract.
In the master sheet the first column which shows, the dates of the trading should follows from each sheet for different years. As there may be duplications of date for different conract. It should pick up only the dates without any duplication. Then i want to copy the data with different contracts from each sheet ( with different years) and creates my master sheet.
Please let me know if you find the above explanation is circular.
Please suggest me for formula or macro which will make this task very effciently as this is beyond my cognitive abilities to have the solution for the same. I have tried VLOOK UP function for this but do not know how to make it dynamic.
With sincere regards,
UpanandaAttachment 112396
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