First-of-the-month price

[Adam Georgeson]

I have commodity prices that update every business day.  I would like to define a new signal as the commodity price on the first business day of the current month.  

The formula $a.aggregate(startValue(),periods(1 month), startKey()).toStep()  works great if the first day of the month is a business day. 

However, sometimes the first day of the month is not a business day, it is either a weekend or a holiday.  So, the formula above returns nothing.  How would I set up a Seeq formula to avoid this issue? 

[Julianne]

Adam,

I need a bit more information before I can answer this question.  Could you please tell me how often you store a new price sample?  You should be able to tell by clicking "Customize" and plotting the signal as a sample.

Julianne

[Julianne]

Assuming your signal is only coming in with one sample at the start of every business day, you can modify your formula to the following to fix the issue:

$a.toStep(1h).aggregate(startValue(true),periods(1 month), startKey()).toStep() 

[Adam Georgeson]

Yes, the signal coming in is one sample at the start of every business day.

 

[Lindsey.Wilcox]

Hi Adam - did you have a chance to try the solution Julianne provided?  Did it fix the issue you described?