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Sample Layouts for Trading Hours Data |
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The main data file is available in three layouts, called Detailed, Compact and Extended. The three samples below contain identical data—they're just laid out differently. Your choice of layout doesn't affect the price. |
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The sample Detailed layout above shows one day of data for two markets, with the trading hours expressed in the local time of each market and in GMT. There is one row for each activity at each market for every valid trade date. The first column contains the trade date, while the second and third contain the Swaps Monitor-assigned four-letter code for the market and the full name of the market. In the fourth column, there is a marker to indicate whether the trading hours are regular (N) or irregular (Y). The fifth column shows whether this day has new trading generic trading hours (Y = new hours, N = same hours as last week). The sixth column contains a description of the trading session, while the seventh and eighth present the opening and closing times in the local time of the market. These times are converted into GMT in the two rightmost columns. Some markets randomize their open/close times such that the actual times cannot be known in advance with certainty. The four columns to right of the local open and close times contain information about the range of times (expressed in seconds) within which the trading will actually start/end. |
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In the first column is the four-letter code that represents the name of the market. The full name of the market is contained in one of the supporting lookup tables that we supply. The second column contains a three-letter code that represents a description of the trading activity, with the full meaning of the code contained in another supporting lookup table. The third column indicates whether the hours are regular (N) or irregular (Y), in the same fashion as the Detailed layout, and the fourth shows the trade date. The next two columns contain the date and time at which trading starts and ends, expressed in local time. The final two columns contain the same information, but converted into GMT. |
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In the first column is the name of the market, while the second column contains the Swaps Monitor-assigned code for the market, the third a description of the trading session, the fourth indicates whether the hours are regular (N) or irregular (Y) and the fifth shows the trade date. The next four columns contain the day and hour at which trading starts and ends, expressed in local time. The final four contain the same information, but converted into GMT. 4. Formats We can deliver each layout in one of three formats: As an Excel file, a tab-delimited file, or a comma-delimited file. Please note that the actual layout that is sent to a customer will differ from the above samples in three respects. First, because the customer may select a different group of markets. Second, because we deliver a longer window of data. And third, because the customer may select different destination cities for the time zone conversions. 5. Supporting files No matter which layout you select, you'll receive a number of supporting files, including several lookup tables and full technical specifications. The layout of the lookup tables is standardized and they will be formatted in the same fashion as the Detailed/Compact/Extended file. Copyright © Swaps Monitor Publications, Inc., 2008. |