[Blotter-commits] r703 - pkg/FinancialInstrument/data
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Jul 27 14:41:38 CEST 2011
Author: braverock
Date: 2011-07-27 14:41:38 +0200 (Wed, 27 Jul 2011)
New Revision: 703
Modified:
pkg/FinancialInstrument/data/root_contracts.csv
Log:
- fix tick_size and multiplier where they were incorrect
Modified: pkg/FinancialInstrument/data/root_contracts.csv
===================================================================
--- pkg/FinancialInstrument/data/root_contracts.csv 2011-07-26 15:51:13 UTC (rev 702)
+++ pkg/FinancialInstrument/data/root_contracts.csv 2011-07-27 12:41:38 UTC (rev 703)
@@ -4,35 +4,35 @@
"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",
-"ZC","Corn","CBOT","USD",0.0025,5000,"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. "
+"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",0.0001,100000,"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",
-"CGB","Canada 10yr","ME","CAD",0.0001,100000,"America/Toronto","7:20","14:00",,,"future","H,M,U,Z",2,"CGB","http://www.m-x.ca/produits_taux_int_cgb_en.php","No electronic trading hours listed "
+"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",
+"CGB","Canada 10yr","ME","CAD",0.01,1000,"America/Toronto","7:20","14:00",,,"future","H,M,U,Z",2,"CGB","http://www.m-x.ca/produits_taux_int_cgb_en.php","No electronic trading hours listed "
"CL","Crude Light","NYM","USD",0.01,1000,"America/New_York","9:00","14:30","17:00","16:15","future","F,G,H,J,K,M,N,Q,U,V,X,Z",10,"WS","http://www.cmegroup.com/trading/energy/crude-oil/light-sweet-crude-cash-settled_contract_specifications.html",
"COM","Euro Rapeseed","LIFFE","EUR",0.25,50,"Europe/Paris","3:45","11:30",,,"future","G,K,Q,X",3,"ECO","http://www.euronext.com/trader/contractspecifications/derivative/wide/contractspecifications-2864-EN.html?euronextCode=ECO-PAR-FUT","No separate electronic trading hours listed "
"CT","Cotton","ICE-US","USD",0.0001,50000,"America/New_York","20:00","13:30",,,"future","H,K,N,V,Z",3,28,"https://www.theice.com/productguide/ProductDetails.shtml?specId=254",
"DM","S&P Midcap 400","CME","USD",0.05,500,"America/Chicago","8:30","15:15","15:30","8:15","future","H,M,U,Z",2,"MD","http://www.cmegroup.com/trading/equity-index/us-index/sandp-400-midcap_contract_specifications.html",
"DX","Dollar Index","ICE-US","USD",0.005,1000,"America/New_York","11:00","16:00","10:30","16:00","future","H,M,U,Z",3,"XD","https://www.theice.com/productguide/ProductDetails.shtml?specId=194",
-"ED","EURODollar","CME","USD",0.0025,1000000,"America/Chicago","7:20","14:00","17:00:00","16:00","future","N,Q,U,V,X,Z,H,M,U,Z",10,"GE","http://www.cmegroup.com/trading/interest-rates/stir/eurodollar_contract_specifications.html",
+"ED","EURODollar","CME","USD",0.0025,2500,"America/Chicago","7:20","14:00","17:00:00","16:00","future","N,Q,U,V,X,Z,H,M,U,Z",10,"GE","http://www.cmegroup.com/trading/interest-rates/stir/eurodollar_contract_specifications.html",
"EMX","MSCI Emergin Mkt","NYSE LIFFE US","USD",0.1,50,"America/Chicago","18:16","17:00",,,"future","H,M,U,Z",2,"EME","http://www.nyseliffeus.com/sites/liffeus.nyx.com/files/minimsciem.pdf","No electronic hours listed "
"ES","E-mini S&P 500","CME","USD",0.25,50,"America/Chicago","17:00","15:30",,,"future","H,M,U,Z",2,,"http://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500_contract_specifications.html","Market is closed from 15:15 to 15:30 Mon - Thur. No trading hours listed for Friday. All hours listed under CME Globex. "
-"FBTP","BTP (Italian Bonds)","EUREX","EUR",0.0001,100000,"Europe/Paris","1:00","12:00",,,"future","H,M,U,Z",2,,"http://www.eurexchange.com/download/documents/publications/Factsheet_BTP.pdf","Pre-trading and post rading are posted but there are no trading hours for electronic trading posted. Time is quoted in Central Time as converted from CET. "
-"FC","Feeder Cattle","CME","USD",0.00025,50000,"America/Chicago","9:05","13:00","Mon 9:05:00 AM","Fri 13:55","future","F,H,J,K,Q,U,V,X",5,"GF","http://www.cmegroup.com/trading/agricultural/livestock/feeder-cattle_contract_specifications.html","daily trading stops from 16:00-17:00"
+"FBTP","BTP (Italian Bonds)","EUREX","EUR",0.01,1000,"Europe/Paris","1:00","12:00",,,"future","H,M,U,Z",2,,"http://www.eurexchange.com/download/documents/publications/Factsheet_BTP.pdf","Pre-trading and post rading are posted but there are no trading hours for electronic trading posted. Time is quoted in Central Time as converted from CET. "
+"FC","Feeder Cattle","CME","USD",0.025,500,"America/Chicago","9:05","13:00","Mon 9:05:00 AM","Fri 13:55","future","F,H,J,K,Q,U,V,X",5,"GF","http://www.cmegroup.com/trading/agricultural/livestock/feeder-cattle_contract_specifications.html","daily trading stops from 16:00-17:00"
"FCE","CAC","LIFFE","EUR",0.5,10,"Europe/Paris","1:00","11:15","11:15","15:00","future","F,G,H,J,K,M,N,Q,U,V,X,Z",3,"FCE","http://www.euronext.com/trader/contractspecifications/derivative/wide/contractspecifications-2830-EN.html?euronextCode=FCE-PAR-FUT","Trading hours listed as two session a daytime session and an evening session listed in the column for electronic hours "
"FDX","DAX","EUREX","EUR",0.5,25,"Europe/Paris","12:50","15:00",,,"future","H,M,U,Z",2,"FDAX","http://www.eurexchange.com/trading/products/IDX/DAX/FDAX_en.html","Contract values as listed are:EUR 5, EUR 10, EUR 25, EUR 50, EUR 100, EUR 200, CHF 10, USD 1, USD 10, USD 25 or USD 100 per index point of the underlying. AS above no electronic times are posted rather there are pre trading and post trading hours. "
-"FEI","Euribor","LIFFE","EUR",0.005,1000000,"Europe/London","19:00:00","12:00:00","1:00","15:00","future","H,M,U,Z",,,"http://www.euronext.com/trader/contractspecifications/derivative/wide/contractspecifications-3657-EN.html?euronextCode=I-LON-FUT","Trading hours listed as two session a daytime session and an evening session listed in the column for electronic hours "
+"FEI","Euribor","LIFFE","EUR",0.005,2500,"Europe/London","19:00:00","12:00:00","1:00","15:00","future","H,M,U,Z",,,"http://www.euronext.com/trader/contractspecifications/derivative/wide/contractspecifications-3657-EN.html?euronextCode=I-LON-FUT","Trading hours listed as two session a daytime session and an evening session listed in the column for electronic hours "
"FFI","FTSE 100","LIFFE","GBP",0.5,10,"Europe/London","19:00:00","16:00:00",,,"future","H,M,U,Z",2,"Z","http://www.euronext.com/trader/contractspecifications/derivative/wide/contractspecifications-2830-EN.html?euronextCode=Z-LON-FUT",
-"FGBL","Bund","EUREX","EUR",0.0001,100000,"Europe/Paris","1:00","15:00",,,"future","H,M,U,Z",2,,"http://www.eurexchange.com/trading/products/INT/FIX/FGBL_en.html","Pre-trading and post rading are posted but there are no trading hours for electronic trading posted. Time is quoted in Central Time as converted from CET. "
-"FGBM","Bobbl","EUREX","EUR",0.0001,100000,"Europe/Paris","1:00","15:00",,,"future","H,M,U,Z",2,,"http://www.eurexchange.com/trading/products/INT/FIX/FGBM_en.html","Pre-trading and post rading are posted but there are no trading hours for electronic trading posted. Time is quoted in Central Time as converted from CET. "
-"FGBS","Schatz","EUREX","EUR",0.00005,100000,"Europe/Paris","1:00","15:00",,,"future","H,M,U,Z",2,,"http://www.eurexchange.com/trading/products/INT/FIX/FGBS_en.html","Pre-trading and post rading are posted but there are no trading hours for electronic trading posted. Time is quoted in Central Time as converted from CET. "
-"FGBX","German long bond (BUXL)","EUREX","EUR",0.0002,100000,"Europe/Paris","1:00","15:00",,,"future","H,M,U,Z",2,,"http://www.eurexchange.com/trading/products/INT/FIX/FGBX_en.html","Pre-trading and post rading are posted but there are no trading hours for electronic trading posted. Time is quoted in Central Time as converted from CET. "
-"FLG","Long Gilt","LIFFE","GBP",0.0001,100000,"Europe/London","2:00","12:00",,,"future","H,M,U,Z",2,"R","http://www.euronext.com/trader/contractspecifications/derivative/wide/contractspecifications-3640-EN.html?euronextCode=R-LON-FUT","No electronic trading hours listed "
-"FSS","Short Sterling","LIFFE","GBP",0.0005,12500,"Europe/London","1:32:00","12:00:00",,,"future","H,M,U,Z",,"L","http://www.euronext.com/trader/contractspecifications/derivative/wide/contractspecifications-3657-EN.html?euronextCode=L-LON-OPT","No electronic trading hours listed "
-"G","Short Gilt","LIFFE","GBP",0.0001,100000,"Europe/London","2:00","12:00",,,"future","H,M,U,Z",2,"G","http://www.euronext.com/trader/contractspecifications/derivative/wide/contractspecifications-3640-EN.html?mnemo=G&contractType=9&selectedMepDerivative=7","No electronic trading hours listed "
+"FGBL","Bund","EUREX","EUR",0.01,1000,"Europe/Paris","1:00","15:00",,,"future","H,M,U,Z",2,,"http://www.eurexchange.com/trading/products/INT/FIX/FGBL_en.html","Pre-trading and post rading are posted but there are no trading hours for electronic trading posted. Time is quoted in Central Time as converted from CET. "
+"FGBM","Bobbl","EUREX","EUR",0.01,1000,"Europe/Paris","1:00","15:00",,,"future","H,M,U,Z",2,,"http://www.eurexchange.com/trading/products/INT/FIX/FGBM_en.html","Pre-trading and post rading are posted but there are no trading hours for electronic trading posted. Time is quoted in Central Time as converted from CET. "
+"FGBS","Schatz","EUREX","EUR",0.005,1000,"Europe/Paris","1:00","15:00",,,"future","H,M,U,Z",2,,"http://www.eurexchange.com/trading/products/INT/FIX/FGBS_en.html","Pre-trading and post rading are posted but there are no trading hours for electronic trading posted. Time is quoted in Central Time as converted from CET. "
+"FGBX","German long bond (BUXL)","EUREX","EUR",0.02,1000,"Europe/Paris","1:00","15:00",,,"future","H,M,U,Z",2,,"http://www.eurexchange.com/trading/products/INT/FIX/FGBX_en.html","Pre-trading and post rading are posted but there are no trading hours for electronic trading posted. Time is quoted in Central Time as converted from CET. "
+"FLG","Long Gilt","LIFFE","GBP",0.01,1000,"Europe/London","2:00","12:00",,,"future","H,M,U,Z",2,"R","http://www.euronext.com/trader/contractspecifications/derivative/wide/contractspecifications-3640-EN.html?euronextCode=R-LON-FUT","No electronic trading hours listed "
+"FSS","Short Sterling","LIFFE","GBP",0.005,1250,"Europe/London","1:32:00","12:00:00",,,"future","H,M,U,Z",,"L","http://www.euronext.com/trader/contractspecifications/derivative/wide/contractspecifications-3657-EN.html?euronextCode=L-LON-OPT","No electronic trading hours listed "
+"G","Short Gilt","LIFFE","GBP",0.01,1000,"Europe/London","2:00","12:00",,,"future","H,M,U,Z",2,"G","http://www.euronext.com/trader/contractspecifications/derivative/wide/contractspecifications-3640-EN.html?mnemo=G&contractType=9&selectedMepDerivative=7","No electronic trading hours listed "
"GC","Gold","COMEX","USD",0.1,100,"America/New_York","7:20","12:30","17:00","16:15","future","G,J,M,Q,Z",5,"GC","http://www.cmegroup.com/trading/metals/precious/gold_contract_specifications.html",
"GE","EURODollar Pit","CME","USD",0.005,2500,"America/Chicago","7:20","12:45",,,"future","F,G,H,J,K,M,N,Q,U,V,X,Z",10,,,"This seems like it is a duplicate. "
-"H","Medium Gilt","LIFFE","GBP",0.0001,100000,"Europe/London","2:00","12:00",,,"future","H,M,U,Z",2,"H","http://www.euronext.com/trader/contractspecifications/derivative/wide/contractspecifications-3640-EN.html?mnemo=H&contractType=9&selectedMepDerivative=7","No electronic trading hours listed "
-"HG","Copper","COMEX","USD",0.0005,25000,"America/New_York","7:10","12:00","17:00","16:15","future","F,G,H,J,K,M,N,Q,U,V,X,Z",5,"HG","http://www.cmegroup.com/trading/metals/base/copper_contract_specifications.html",
+"H","Medium Gilt","LIFFE","GBP",0.01,1000,"Europe/London","2:00","12:00",,,"future","H,M,U,Z",2,"H","http://www.euronext.com/trader/contractspecifications/derivative/wide/contractspecifications-3640-EN.html?mnemo=H&contractType=9&selectedMepDerivative=7","No electronic trading hours listed "
+"HG","Copper","COMEX","USD",0.005,2500,"America/New_York","7:10","12:00","17:00","16:15","future","F,G,H,J,K,M,N,Q,U,V,X,Z",5,"HG","http://www.cmegroup.com/trading/metals/base/copper_contract_specifications.html",
"HO","Heating Oil","NYM","USD",0.0001,42000,"America/New_York","9:00","14:30","17:00","16:15","future","F,G,H,J,K,M,N,Q,U,V,X,Z",6,"HO","http://www.cmegroup.com/trading/energy/refined-products/heating-oil_contract_specifications.html",
"HSI","Hang Seng Index","HKEX","HKD",1,50,"Asia/Hong_Kong","8:15:00 PM, 24:30","11:00:00 PM, 3:15",,,"future","F,G,H,J,K,M,N,Q,U,V,X,Z",0,,"http://www.hkex.com.hk/eng/prod/drprod/hkifo/fut.htm","Effective March 5, 2012 trading hours during the second portion of the trading day will switch from 24:30 - 3:15 to 24:00 - 3:15."
"JAU","Tokyo Gold","TOCOM","JPY",1,1,"Asia/Tokyo","19:00","1:30","2:00","15:00","future","G,J,M,Q,V,Z",0,,"http://www.tocom.or.jp/guide/youkou/gold/index.html","contract months listed as all even months. Trading hours are split into a day session and an evening session. Evening session is listed under electronic hours. Units of contract are in kg. "
@@ -45,7 +45,7 @@
"JPL","Tokyo Platinum","TOCOM","JPY",1,500,"Asia/Tokyo","19:00","1:30","2:00","15:00","future","G,J,M,Q,V,Z",0,,"http://www.tocom.or.jp/guide/youkou/platinum/index.html","contract months listed as all even months. Trading hours are split into a day session and an evening session. Evening session is listed under electronic hours."
"JRU","Tokyo Rubber","TOCOM","JPY",0.1,5000,"Asia/Tokyo","19:00","1:30","2:00","15:00","future","F,G,H,J,K,M,N,Q,U,V,X,Z",0,,"http://www.tocom.or.jp/guide/youkou/rubber/index.html","Six consecutive months (On the day when a New Contract Month is generated, there will be 6 consecutive months starting from 2 months after the month which the said day belongs to.) Trading hours are split into a day session and an evening session. Evening session is listed under electronic hours."
"JTI","TOPIX","TSX","JPY",0.5,10000,"Asia/Tokyo","19:00","5:00",,,"future","H,U,M,Z",0,,"http://www.tse.or.jp/english/rules/derivatives/topixf/spec.html",
-"JY","Yen","CME","USD",0.0000001,12500000,"America/Chicago","7:20","14:00","17:00:00","16:00","future","H,M,U,Z",2,"6J","http://www.cmegroup.com/trading/fx/g10/japanese-yen_contract_specifications.html",
+"JY","Yen","CME","USD",1,12.5,"America/Chicago","7:20","14:00","17:00:00","16:00","future","H,M,U,Z",2,"6J","http://www.cmegroup.com/trading/fx/g10/japanese-yen_contract_specifications.html",
"KC","Arabica Coffee","ICE-US","USD",0.05,375,"America/New_York","8:00","12:15",,,"future","H,K,N,U,Z",3,,"https://www.theice.com/productguide/ProductDetails.shtml?specId=15",
"KE","KC Wheat","KBOT","USD",0.0025,5000,"America/Chicago","9:30","13:15","6:00:00 PM","7:15:00 AM","future","H,K,N,U,Z",4,"KW","http://www.kcbt.com/symbols_trading_hours.html","Electronic trading hours are Sunday- Friday 18:00 - 7:15 and Monday through Friday 9:30-13:15"
"LC","Live Cattle","CME","USD",0.00025,40000,"America/Chicago","9:05","13:00","Mon 9:05:00 AM","Fri 13:55","future","M,Q,V,Z,G, J",3,"LE","http://www.cmegroup.com/trading/agricultural/livestock/live-cattle_contract_specifications.html",
@@ -59,17 +59,17 @@
"MC","LME Copper","LME","USD",0.25,25,"Europe/London","11:55","15:45",,,"future","continuous",0,,"http://www.lme.com/downloads/LME_Contract_Spec_V5_0511_web.pdf",
"MCI","MSCI EAFE Index","CME","USD",0.1,50,"America/Chicago","18:16","17:00",,,"future","H,M,U,Z",2,,"http://www.nyseliffeus.com/sites/liffeus.nyx.com/files/minimscieafe.pdf","No electronic hours listed "
"MN","LME Nickel","LME","USD",5,6,"Europe/London","11:55","15:45",,,"future","continuous",0,,"http://www.lme.com/downloads/LME_Contract_Spec_V5_0511_web.pdf",
-"MWE","MSP Wheat","MGEX","USD",0.0025,5000,"America/Chicago","9:30","1:30","18:00","7:15","future","H,K,N,U,Z",4,"MWE","http://www.mgex.com/contract_specs.html","All trading hours listed as being electronic "
-"NG","Natural Gas","NYM","USD",0.001,10000000000,"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,"HP","http://www.cmegroup.com/trading/energy/natural-gas/natural-gas-penultimate_contract_specifications.html","Listed as Penultimate natural gas futures "
+"MWE","MSP Wheat","MGEX","USD",0.0025,50,"America/Chicago","9:30","1:30","18:00","7:15","future","H,K,N,U,Z",4,"MWE","http://www.mgex.com/contract_specs.html","All trading hours listed as being electronic "
+"NG","Natural Gas","NYM","USD",0.001,10000,"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,"HP","http://www.cmegroup.com/trading/energy/natural-gas/natural-gas-penultimate_contract_specifications.html","Listed as Penultimate natural gas futures "
"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. "
-"OJ","Orange Juice","ICE-US","USD",0.0005,15000,"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",
+"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 "
"RB.HO","RBOB/Heating Oil spread","NYM","USD",0.0001,42000,"America/New_York","8:00:00","13:30:00","17:00","16:15","future","F,G,H,J,K,M,N,Q,U,V,X,Z",,"RH","http://www.cmegroup.com/trading/energy/refined-products/rbob-vs-heating-oil-swap-futures_contract_specifications.html",
"RS","Canola","ICE Canada","CAD",0.1,20,"America/Toronto","19:00","13:15",,,"future","F,H,K,N,X",3,"FC","https://www.theice.com/productguide/ProductDetails.shtml?specId=251",
-"SB","Sugar No. 11","ICE-US","USD",0.0001,112000,"America/New_York","2:30","13:00",,,"future","H,K,N,V",5,27,"https://www.theice.com/productguide/ProductDetails.shtml?specId=23",
+"SB","Sugar No. 11","ICE-US","USD",0.0001,1120,"America/New_York","2:30","13:00",,,"future","H,K,N,V",5,27,"https://www.theice.com/productguide/ProductDetails.shtml?specId=23",
"SF","Swiss Franc","CME","USD",0.0001,125000,"America/Chicago","7:20","14:00","17:00:00","16:00","future","H,M,U,Z",2,"6S","http://www.cmegroup.com/trading/fx/g10/swiss-franc_contract_specifications.html",
"SIN","Nifty 50","NSEI ","USD",0.5,2,"Asia/Singapore","9:00","18:00",,,"future","F,G,H,J,K,M,N,Q,U,V,X,Z",0,,"http://www.sgx.com/wps/portal/marketplace/mp-en/products/derivatives_products/equity_index","n' nearest serial months and 'n' nearest quarterly months"
"SSG","MSCI Singapore","SGX","SGD",0.1,200,"Asia/Singapore","8:45","11:20",,,"future","F,G,H,J,K,M,N,Q,U,V,X,Z",0,,"http://www.sgx.com/wps/portal/marketplace/mp-en/products/derivatives_products/equity_index/sgx_msci_asia_apex_50_index_futures","n' nearest serial months and 'n' nearest quarterly months"
@@ -82,15 +82,15 @@
"WBBR","BrentTI","IPE","USD",0.01,1000,"Europe/London","14:00","17:00",,,"future","F,G,H,J,K,M,N,Q,U,V,X,Z",5,,"https://www.theice.com/productguide/ProductDetails.shtml?specId=219",
"YAP","SPI 200","SFE","AUD",1,25,"Australia/Sydney","2:10","14:00","18:50","1:30:00","future","H,U,M,Z",0,"AP","http://www.asx.com.au/documents/products/asx_spi_200_futures.pdf","During US daylight savings time the first session of trading listed in the open outcry column is extended by one hour "
"YM","Mini Dow ($5)","CBOT","USD",1,5,"America/Chicago","17:00","16:30",,,"future","H,M,U,Z",2,"ETH","http://www.cmegroup.com/trading/equity-index/us-index/e-mini-dow_contract_specifications.html","Market is closed from 15:15 to 15:30 Mon - Thur. No trading hours listed for Friday. All hours listed under CME Globex. "
-"YTC","Australian 10yr Commonwealth","SFE","AUD",0.00005,100000,"Australia/Sydney","2:12","16:00","17:32","1:30","future","H,U,M,Z",0,"XT","http://www.sfe.com.au/content/aboutsfe/brochures/009_3and10.pdf","Trading hours are divided into two sessions, the first session is listed in open outcry the second in electronic, from the second Sunday in March to
+"YTC","Australian 10yr Commonwealth","SFE","AUD",0.005,0,"Australia/Sydney","2:12","16:00","17:32","1:30","future","H,U,M,Z",0,"XT","http://www.sfe.com.au/content/aboutsfe/brochures/009_3and10.pdf","Quoted in Yield. Trading hours are divided into two sessions, the first session is listed in open outcry the second in electronic, from the second Sunday in March to
first Sunday in November. From the first Sunday in November to the second Sunday in March the first session is extended by one half hour. "
-"YTT","Australian 3yr Commonwealth","SFE","AUD",0.00005,100000,"Australia/Sydney","2:10","16:00","17:30","1:30","future","H,U,M,Z",0,"YT","http://www.sfe.com.au/content/aboutsfe/brochures/009_3and10.pdf","Trading hours are divided into two sessions, the first session is listed in open outcry the second in electronic, from the second Sunday in March to
+"YTT","Australian 3yr Commonwealth","SFE","AUD",0.005,0,"Australia/Sydney","2:10","16:00","17:30","1:30","future","H,U,M,Z",0,"YT","http://www.sfe.com.au/content/aboutsfe/brochures/009_3and10.pdf","Quoted in Yield. Trading hours are divided into two sessions, the first session is listed in open outcry the second in electronic, from the second Sunday in March to
first Sunday in November. From the first Sunday in November to the second Sunday in March the first session is extended by one half hour. "
-"ZB","Thirty Year","CBOT","USD",0.0003125,100000,"America/Chicago","7:20","12:45","17:30","16:00","future","H,M,U,Z",2,"ZB","http://www.cmegroup.com/trading/interest-rates/us-treasury/30-year-us-treasury-bond_contract_specifications.html",
+"ZB","Thirty Year","CBOT","USD",0.03125,1000,"America/Chicago","7:20","12:45","17:30","16:00","future","H,M,U,Z",2,"ZB","http://www.cmegroup.com/trading/interest-rates/us-treasury/30-year-us-treasury-bond_contract_specifications.html",
"ZF","Five Year","CBOT","USD",0.0078125,1000,"America/Chicago","7:20","14:00","17:30","16:00","future","H,M,U,Z",2,"FV","http://www.cmegroup.com/trading/interest-rates/us-treasury/5-year-us-treasury-note_contract_specifications.html",
-"ZL","Soybean Oil","CBOT","USD",0.0001,60000,"America/Chicago","9:30","13:15","18:00","7:15","future","F,H,K,N,Q,U,V,Z",5,"BO","http://www.cmegroup.com/trading/agricultural/grain-and-oilseed/soybean-oil_contract_specifications.html","Electronic hours are also inclusive of open outcry hours. "
+"ZL","Soybean Oil","CBOT","USD",0.01,600,"America/Chicago","9:30","13:15","18:00","7:15","future","F,H,K,N,Q,U,V,Z",5,"BO","http://www.cmegroup.com/trading/agricultural/grain-and-oilseed/soybean-oil_contract_specifications.html","Electronic hours are also inclusive of open outcry hours. "
"ZM","Soybean Meal","CBOT","USD",0.1,100,"America/Chicago","9:30","13:15","18:00","7:15","future","F,H,K,N,Q,U,V,Z",5,"SM","http://www.cmegroup.com/trading/agricultural/grain-and-oilseed/soybean-meal_contract_specifications.html",
-"ZN","Ten Year","CBOT","USD",0.0015625,100000,"America/Chicago","7:20","14:00","17:30","16:00","future","H,M,U,Z",2,"ZN","http://www.cmegroup.com/trading/interest-rates/us-treasury/10-year-us-treasury-note_contract_specifications.html",
-"ZS","Soybeans","CBOT","USD",0.0025,5000,"America/Chicago","9:30","13:15","6:00:00 PM","7:15:00 AM","future","F,H,K,N,Q,U,X",5,"S","http://www.cmegroup.com/trading/agricultural/grain-and-oilseed/soybean_contract_specifications.html",
-"ZT","Two Year","CBOT","USD",0.000078125,200000,"America/Chicago","7:20","14:00","17:30","16:00","future","H,M,U,Z",2,"TU","http://www.cmegroup.com/trading/interest-rates/us-treasury/2-year-us-treasury-note_contract_specifications.html",
-"ZW","Wheat","CBOT","USD",0.0025,500,"America/Chicago","9:30","13:15","6:00:00 PM","7:15:00 AM","future","H,K,N,U,Z",5,"ZW","http://www.cmegroup.com/trading/agricultural/grain-and-oilseed/wheat_contract_specifications.html",
+"ZN","Ten Year","CBOT","USD",0.015625,1000,"America/Chicago","7:20","14:00","17:30","16:00","future","H,M,U,Z",2,"ZN","http://www.cmegroup.com/trading/interest-rates/us-treasury/10-year-us-treasury-note_contract_specifications.html",
+"ZS","Soybeans","CBOT","USD",0.25,5000,"America/Chicago","9:30","13:15","6:00:00 PM","7:15:00 AM","future","F,H,K,N,Q,U,X",5,"S","http://www.cmegroup.com/trading/agricultural/grain-and-oilseed/soybean_contract_specifications.html",
+"ZT","Two Year","CBOT","USD",0.0078125,2000,"America/Chicago","7:20","14:00","17:30","16:00","future","H,M,U,Z",2,"TU","http://www.cmegroup.com/trading/interest-rates/us-treasury/2-year-us-treasury-note_contract_specifications.html",
+"ZW","Wheat","CBOT","USD",0.25,500,"America/Chicago","9:30","13:15","6:00:00 PM","7:15:00 AM","future","H,K,N,U,Z",5,"ZW","http://www.cmegroup.com/trading/agricultural/grain-and-oilseed/wheat_contract_specifications.html",
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