Exchanges
Exchanges¶
Streak currently supports 3 exchanges
- NSE
- MCX
- CDS
NSE¶
The National Stock Exchange of India Limited is the leading stock exchange of India, located in Mumbai. The NSE was established in 1992 as the first demutualized electronic exchange in the country
The trading on the exchange take place between 9 am and 3.30 pm with 15 minutes each of pre-open and post-closing sessions.
Important
All MIS strategies deployed on Streak, for Equity and Equity F&O will expire at 3:20 PM. Open positions, if any will be squared off by the broker RMS system as per their square off time.
Example: For Broker Zerodha Square off time is 3:20 PM for Equity and 3:25 PM for Equity F&O. Whereas for Broker Angel one, the Square off time is 3:15 PM.
MCX¶
Multi Commodity Exchange of India Ltd is an independent commodity exchange based in India. It was established in 2003 and is based in Mumbai.
MCX trading time based on commodities is as follows (revised as of 16/05/2022):
| Particulars | Start time | End time |
|---|---|---|
| Internationally Referenceable Non-Agri Commodities (March to November) | 9:00 AM | 11:30 PM |
| Internationally Referenceable Non-Agri Commodities (November to March) | 9:00 AM | 11:55 PM |
| Internationally Referenceable Agri Commodities ( Cotton, CPO & RBDPMOLEIN) | 9:00 AM | 9:00 PM |
| All Other Commodities | 9:00 AM | 5:00 PM |
Backtest square off time¶
| Particulars | Hourly timeframe | other timeframe |
|---|---|---|
| Internationally Referenceable Non-Agri Commodities | 11:00 PM | NA |
| Internationally Referenceable Agri Commodities ( Cotton, CPO & RBDPMOLEIN) | 8:00 PM | 8:30 PM |
| All Other Commodities | 4:00 PM | 4:30 PM |
Deployment stop time¶
| Particulars | Deployment Stop time |
|---|---|
| Internationally Referenceable Non-Agri Commodities | 11:00 PM |
| Internationally Referenceable Agri Commodities ( Cotton, CPO & RBDPMOLEIN) | 8:30 PM |
| All Other Commodities | 4:30 PM |
Important
All MIS strategies for MCX instruments, will be stopped 25 min before the market closing time and open positions, if any, will be squared off by the broker RMS system as per their square off time.
CDS¶
A currency future, also known as FX future, is a futures contract to exchange one currency for another at a specified date in the future at a price (exchange rate) that is fixed on the purchase date. On NSE the price of a future contract is in terms of INR per unit of other currency e.g. US Dollars. Currency future contracts allow investors to hedge against foreign exchange risk. Currency Derivatives are available on four currency pairs viz. US Dollars (USD), Euro (EUR), Great Britain Pound (GBP) and Japanese Yen (JPY).
Important
All CDS MIS strategies will be stopped at 4:30 PM and open positions, if any will be squared off by the broker RMS system as per their square off time.