[Blotter-commits] r706 - pkg/FinancialInstrument/data

[noreply at r-forge.r-project.org]

Author: braverock
Date: 2011-08-01 22:36:44 +0200 (Mon, 01 Aug 2011)
New Revision: 706

Modified:
   pkg/FinancialInstrument/data/root_contracts.csv
Log:
- add Brazilian real and New Zealand Dollar

Modified: pkg/FinancialInstrument/data/root_contracts.csv
===================================================================
--- pkg/FinancialInstrument/data/root_contracts.csv	2011-08-01 18:55:27 UTC (rev 705)
+++ pkg/FinancialInstrument/data/root_contracts.csv	2011-08-01 20:36:44 UTC (rev 706)
@@ -4,6 +4,7 @@
 "AUB","UB ","CBOT","USD",0.03125,1000,"America/Chicago","7:20","14:00","17:30","16:00","future","H,M,U,Z",2,"UB","http://www.cmegroup.com/trading/equity-index/international-index/e-mini-msci-eafe.html",
 "BL2","French Wheat","LIFFE","EUR",0.25,50,"Europe/Paris","3:45","11:30",,,"future","F,H,K,Q,X",3,"EBM","http://www.euronext.com/trader/contractspecifications/derivative/wide/contractspecifications-2864-EN.html?euronextCode=EBM-PAR-FUT","No separate electronic trading hours listed "
 "BP","British Pound","CME","USD",0.0001,62500,"America/Chicago","7:20","14:00","17:00:00","16:00","future","H,M,U,Z",2,"6B","http://www.cmegroup.com/trading/fx/g10/british-pound_contract_specifications.html",
+"BR","Brazilian Real","CME","USD",0.00005,100000,"America/Chicago","7:20","14:00","17:00:00","16:00","future","H,U,M,Z",,"6L","http://www.cmegroup.com/trading/fx/emerging-market/brazilian-real_contract_specifications.html",
 "ZC","Corn","CBOT","USD",0.25,50,"America/Chicago","9:30","13:15","18:00","7:15","future","H,K,N,U,Z",5,"ZC ","http://www.cmegroup.com/trading/agricultural/grain-and-oilseed/corn_contract_specifications.html","Electronic hours are also inclusive of open outcry hours. "
 "CC","Cocoa","ICE-US","USD",1,10,"America/New_York","3:00","13:00",,,"future","H,K,N,U,Z",3,"CY","https://www.theice.com/productguide/ProductDetails.shtml?specId=7",
 "CD","Canadian Dollar","CME","USD",0.01,1000,"America/Chicago","7:20","14:00","17:00:00","16:00","future","H,M,U,Z",2,"6C","http://www.cmegroup.com/trading/fx/g10/canadian-dollar_contract_specifications.html",
@@ -64,6 +65,7 @@
 "NIY","Yen Nikkei","CME","JPY",5,500,"America/Chicago",,,"15:30","15:15","future","N,Q,U,V,X,Z,H,M,U,Z,H,M,U,Z",2,"N1","http://www.cmegroup.com/trading/equity-index/international-index/nikkei-225-yen_contract_specifications.html",
 "NKD","Nikkei (USD)","CME","USD",5,5,"America/Chicago","8:00","15:15","15:30","15:15","future","H,M,U,Z",2,"NKD","http://www.cmegroup.com/trading/equity-index/international-index/nikkei-225-dollar_contract_specifications.html",
 "NQ","Nasdaq 100 (e-mini)","CME","USD",0.25,100,"America/Chicago","17:00","15:15","15:30","16:30","future","H,M,U,Z",2,"NQ","http://www.cmegroup.com/trading/equity-index/us-index/e-mini-nasdaq-100_contract_specifications.html","Trading day is split into two segments with a 15 minute break. Second segment listed under electronic hours. "
+"NE","New Zealand Dollar","CME","USD",0.0001,100000,"America/Chicago","7:20","14:00","17:00:00","16:00","future","H,U,M,Z",,"6N","http://www.cmegroup.com/trading/fx/g10/new-zealand-dollar_contract_specifications.html",
 "OJ","Orange Juice","ICE-US","USD",0.0005,150,"America/New_York","7:00","13:00",,,"future","F,H,K,N,U,X",2,96,"https://www.theice.com/productguide/ProductDetails.shtml?specId=30",
 "RB","RBOB","NYM","USD",0.0001,42000,"America/New_York","8:00","13:30","17:00","16:15","future","F,G,H,J,K,M,N,Q,U,V,X,Z",10,"RB","http://www.cmegroup.com/trading/energy/refined-products/rbob-gasoline_contract_specifications.html","Globex hours are Sunday - Friday "
 "RB.CL","RBOB/Crude Light Spread","NYM","USD",0.01,1000,"America/New_York","8;00","13:30:00","17:00","16:15","future","F,G,H,J,K,M,N,Q,U,V,X,Z",,"RM","http://www.cmegroup.com/trading/energy/refined-products/rbob-crack-spread-swap-futures_contract_specifications.html","Listed as RBOB/Crack spread "