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- Symbology

FUTURES and VOLATILITY: End-of-Day and Historical Data

Futures  "contract months" are represented by the standard exchange symbols:

Months
F = January
G = February
H = March
J = April
K = May
M = June
N = July
Q = August
U = September
V = October
X = November
Z = December
Y = Cash

Futures  "symbols" are represented by:
"Commodity_code + yyyy + Monthcode" = SYMBOL
Example: Live Cattle + 1993 + October = "LC1993V"

NOTE: The "year" for CASH markets is represented by"----". The Total Volume and Total Open Interest figures for each market are stored in a special "xxNFVOI" record which represents the Nearest Futures contract.


OPTIONS STRIKES: End-of-Day Data

Short Name: DataCenter .AS4 file

The Options Strike Price "symbols" are represented by:
"CommodityCode + Strike+ MonthCode_Put/Call + yy" = SYMBOL
Example: Live Cattle + 74 + December Call + 08 = "LC74L08"

The Options Strike Price "contract months" WITH put/call identification are represented by the following letter codes:

Months - Calls
A = January
B = February
C = March
D = April
E = May
F = June
G = July
H = August
I = September
J = October
K = November
L = December
Months - Puts
M = January
N = February
O = March
P = April
Q = May
R = June
S = July
T = August
U = September
V = October
W = November
X = December

NOTE: The Options Strike Price "year" is represented by a 2-digit year, i.e., 93, EXCEPT when a 4-digit strike is used in the "Symbol." Then, due to the DOS filename limitation, only a single digit year is used. Example: SP450X93 or ED9255C4

Long Name: Converted from .AS4 file using PowerDist

The Options Strike Price "symbols" are represented by:
"CommodityCode + Year + MonthCode + Strike + Put/Call" = SYMBOL
Example: Live Cattle + 2008 + December + 7400 + Call = "LC2008Z7400C"


OPTIONS STRIKES: Historical Data on DVD (Settlement Only)

Long Name:

The Options Strike Price "symbols" are represented by:
"CommodityCode + Year + MonthCode + Strike + Put/Call" = SYMBOL
Example: Live Cattle + 2008 + December + 7400 + Call = "LC2008Z7400C"

Months
F = January
G = February
H = March
J = April
K = May
M = June
N = July
Q = August
U = September
V = October
X = November
Z = December


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