To download a sample file in Excel, click here.
The sample file shows one day of data for three markets, with the trading hours expressed in the local time of each market and in GMT (Universal time). There is one row for each trading session at each market for each 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 its full name.
In the fourth column is a marker to indicate whether this day’s trading hours are regular (N) or irregular (Y). The fifth column identifies the session(s) that cause a day to have Irregular = Y.
The sixth column shows whether there has been a change in the generic trading hours (Y = new hours; N = same hours as last week).
The seventh column contains a description of the trading session, while the eights and ninth present the open and close 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 the right of the local open and close times contain information about the range (expressed in seconds) when trading may actually start/end.
We offer numerous variations on this layout. To discuss the available options, please contact us.
We can deliver the data as csv, txt or xls, or with customized delimiters. Please note that the actual layout that you receive will differ from the above sample: You may select a different set of markets; a longer window of time; or a different destination city for the time zone conversion.
You will receive a number of supporting files, including several lookup tables and full technical specifications.