Download · GATS cash-futures file

Every F&O stock, from the last official close · built at 8:00 IST · made in your browser · not investment advice

Loading today's closing prices…

How to load it in GATS · show
  1. In GATS's arbitrage settings, untick “Advance Load File”. This is the full 123-column format, the only one that carries Tick Size. With the box ticked, GATS says “invalid format”.
  2. Click Load File and pick the downloaded file. Loading replaces the rules on screen, unless “Always Load File Append” is ticked.
  3. Check two or three stocks (PriceDiff, Upper, Tick Size, Base Ord) before pressing Start.

Every value is rounded to the stock's exchange tick and is never less than one tick. Reverse rules carry GATS's own Reverse defaults (Refresh Timer 1, Reverse on Deviation on), exactly as GATS creates them. Made for GATS 7.0; Bullmatics is not affiliated with Greeksoft. Not investment advice.

What the file is

Greeksoft GATS runs cash-futures arbitrage from rules: one per stock, each with a price difference to enter at, an upper limit, an optional opportunity check and a tick size for modifying orders. Typing these by hand for two hundred stocks every month is slow and error-prone. This page writes them all at once, in the exact file format GATS saves itself.

Each morning at 8:00 IST the page takes every F&O stock's official closing price from the last trading day, its exchange tick, lot size and current contracts. You choose the levels as percentages: PriceDiff, Upper and the opportunity limit as a percentage of the close, and Tick Size as a percentage of PriceDiff. Every value is rounded to the stock's own tick, so GATS never has to snap it.

Private by design

The file is built in your browser. Your account ID, client ID and settings are written into the file and remembered on this device only. They are never sent to Bullmatics. The server only publishes the day's public market data, the same for everyone.

Stocks in the day's F&O ban are left out by default, because the exchange rejects new positions in them. Always check a few rules in GATS before you start them.