[Blotter-commits] r650 - pkg/FinancialInstrument/data
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Jun 29 18:53:41 CEST 2011
Author: braverock
Date: 2011-06-29 18:53:41 +0200 (Wed, 29 Jun 2011)
New Revision: 650
Modified:
pkg/FinancialInstrument/data/root_contracts.csv
Log:
minor updates to root contracts
Modified: pkg/FinancialInstrument/data/root_contracts.csv
===================================================================
--- pkg/FinancialInstrument/data/root_contracts.csv 2011-06-29 16:34:53 UTC (rev 649)
+++ pkg/FinancialInstrument/data/root_contracts.csv 2011-06-29 16:53:41 UTC (rev 650)
@@ -36,17 +36,17 @@
"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. "
-"JCO","Tokyo Crude","TOCOM","JPY",10,50,"Asia/Tokyo","19:00","1:30","2:00","15:00","future",,0,,"http://www.tocom.or.jp/guide/youkou/crude_oil/index.html","contract months listed as SIX CONSECUTIVE MONTHS . Trading hours are split into a day session and an evening session. Evening session is listed under electronic hours."
-"JEYc","EURO-YEN","TFE","JPY",0.01,250000,"Asia/Tokyo","8:45","10:15",,,"future",,0,,,"Not lIsted on the Thai Futures exchange "
+"JCO","Tokyo Crude","TOCOM","JPY",10,50,"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/crude_oil/index.html","contract months listed as SIX CONSECUTIVE MONTHS . Trading hours are split into a day session and an evening session. Evening session is listed under electronic hours."
+"JEYc","EURO-YEN","TFE","JPY",0.01,250000,"Asia/Tokyo","8:45","10:15",,,"future","F,G,H,J,K,M,N,Q,U,V,X,Z",0,,"http://www.tfx.co.jp/en/products/en.shtml","20 quarterly months and 2 serial months"
"JGB","JGB","TSX","JPY",0.01,1000000,"Asia/Tokyo","19:00","4:00",,,"future","H,U,M,Z",0,,"http://www.tse.or.jp/english/rules/derivatives/jgbf/spec.html",
-"JGL","Tokyo Gasoline","TOCOM","JPY",10,10,"Asia/Tokyo","19:00","1:30","2:00","15:00","future",,0,,"http://www.tocom.or.jp/guide/youkou/chukyo_gasoline/index.html","contract months listed as SIX CONSECUTIVE MONTHS . Trading hours are split into a day session and an evening session. Evening session is listed under electronic hours."
+"JGL","Tokyo Gasoline","TOCOM","JPY",10,10,"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/chukyo_gasoline/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."
"JNM","Nikkei 225","OSE","JPY",10,1000,"Asia/Tokyo","19:00",1.15,"2:30","9:30","future","H,U,M,Z",0,,"http://www.ose.or.jp/e/derivative/225futures","Listed as Nikkei 225 Long futures. Two trading sessions, evening hours are posted in the electronic hours column "
"JPA","Tokyo Palladium","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/palladium/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."
"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",,0,,"http://www.tocom.or.jp/guide/youkou/rubber/index.html","contract months listed as SIX CONSECUTIVE 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",
-"KC","Arabica Coffee","ICE-US","USD",0.05,375,"America/New_York","8:00","12:15",,,"future","H,K,N,U,Z",3,,,"Not Listed on the ICE website "
+"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",
"LCC","London Cocoa","LIFFE","GBP",1,10,"Europe/London","3:30","10:50",,,"future","H,K,N,U,Z",3,"C ","http://www.euronext.com/trader/contractspecifications/derivative/wide/contractspecifications-2864-EN.html?euronextCode=C-LON-FUT","No electronic trading hours listed "
@@ -55,10 +55,10 @@
"LH","Hogs","CME","USD",0.00025,40000,"America/Chicago","9:05","13:00","Mon 9:05:00 AM","Fri 13:55","future","N,Q,V,Z,G,J,K,M",3,"HE","http://www.cmegroup.com/trading/agricultural/livestock/lean-hogs_contract_specifications.html",
"LRC","Robusta Coffee","LIFFE","USD",1,10,"Europe/London","3:00","11:30",,,"future","F,H,K,N,X",3,"RC","http://www.euronext.com/trader/contractspecifications/derivative/wide/contractspecifications-2864-EN.html?euronextCode=RC-LON-FUT","No electronic trading hours listed "
"LSU","London Sugar","LIFFE","USD",0.1,50,"Europe/London","2:45","11:30",,,"future","H,K,Q,V,Z",3,"W","http://www.euronext.com/trader/contractspecifications/derivative/wide/contractspecifications-2864-EN.html?euronextCode=W-LON-FUT","No electronic trading hours listed "
-"MA","LME Aluminum","LME","USD",0.5,25,"Europe/London","11:55","15:45",,,"future",,0,,"http://www.lme.com/downloads/LME_Contract_Spec_V5_0511_web.pdf",
-"MC","LME Copper","LME","USD",0.25,25,"Europe/London","11:55","15:45",,,"future",,0,,"http://www.lme.com/downloads/LME_Contract_Spec_V5_0511_web.pdf",
+"MA","LME Aluminum","LME","USD",0.5,25,"Europe/London","11:55","15:45",,,"future","continuous",0,,"http://www.lme.com/downloads/LME_Contract_Spec_V5_0511_web.pdf",
+"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",,0,,"http://www.lme.com/downloads/LME_Contract_Spec_V5_0511_web.pdf",
+"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 "
"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",
@@ -71,15 +71,15 @@
"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",
"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",,0,,,"India "
-"SSG","MSCI Singapore","SGX","SGD",0.1,200,"Asia/Singapore","8:45","11:20",,,"future",,0,,,
-"STW","MSCI Taiwan","SGX","USD",0.1,100,"Asia/Singapore","8:45","15:35",,,"future",,0,,,
+"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"
+"STW","MSCI Taiwan","SGX","USD",0.1,100,"Asia/Singapore","8:45","15:35",,,"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"
"STXE","Stoxx 50","EUREX","EUR",1,10,"Europe/Paris","12:50","15:00",,,"future","H,M,U,Z",2,"FESX","http://www.eurexchange.com/trading/products/IDX/STX/BLC/FESX_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. "
"SXF","S&P Canada 60","ME","CAD",0.1,200,"America/Toronto","9:30","16:15",,,"future","H,M,U,Z",2,,"http://www.m-x.ca/produits_indices_sxf_en.php","Trading hours also include and early session from 6:0 to 9:15"
"TFS","Russel 2000","ICE-US","USD",0.1,100,"America/New_York","19:00","17:00",,,"future","H,M,U,Z",2,"TF ","https://www.theice.com/productguide/ProductDetails.shtml?specId=86",
"URO","Euro","CME","USD",0.0001,125000,"America/Chicago","7:20","14:00","17:00:00","16:00","future","H,M,U,Z",2,"6E","http://www.cmegroup.com/trading/fx/g10/euro-fx_contract_specifications.html",
"VX","VIX","CBOE","USD",0.05,100,"America/Chicago","8:30","15:15",,,"future","F,G,H,J,K,M,N,Q,U,V,X,Z",2,,,
-"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,,,"Not Listed on the ICE website "
+"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
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