├── futures_import
├── __init__.py
├── utils.py
├── contract_chains
│ ├── exchanges_to_mics.yml
│ └── root_symbols.csv
├── Introduction.ipynb
├── Part3-IBKR-Data-Collection.ipynb
├── Part4-Zipline-Bundle.ipynb
├── Part1-Load-Contract-Chains.ipynb
├── Part2-Load-Historical-Data.ipynb
└── historical_data
│ └── CME_sample_data.csv
├── .qrignore
├── README.md
└── LICENSE.txt
/futures_import/__init__.py:
--------------------------------------------------------------------------------
1 |
--------------------------------------------------------------------------------
/.qrignore:
--------------------------------------------------------------------------------
1 | README.md
2 | LICENSE.txt
3 |
--------------------------------------------------------------------------------
/futures_import/utils.py:
--------------------------------------------------------------------------------
1 | MONTH_CODES_TO_MONTH_NUMS = {
2 | "F": 1,
3 | "G": 2,
4 | "H": 3,
5 | "J": 4,
6 | "K": 5,
7 | "M": 6,
8 | "N": 7,
9 | "Q": 8,
10 | "U": 9,
11 | "V": 10,
12 | "X": 11,
13 | "Z": 12
14 | }
--------------------------------------------------------------------------------
/README.md:
--------------------------------------------------------------------------------
1 | # futures-import
2 |
3 | Tutorial for importing historical futures data from a third-party data provider and combining it with recent data from Interactive Brokers in a Zipline bundle.
4 |
5 | ## Clone in QuantRocket
6 |
7 | CLI:
8 |
9 | ```shell
10 | quantrocket codeload clone 'futures-import'
11 | ```
12 |
13 | Python:
14 |
15 | ```python
16 | from quantrocket.codeload import clone
17 | clone("futures-import")
18 | ```
19 |
20 | ## Browse in GitHub
21 |
22 | Start here: [futures_import/Introduction.ipynb](futures_import/Introduction.ipynb)
23 |
24 | ***
25 |
26 | Find more code in QuantRocket's [Code Library](https://www.quantrocket.com/code/)
27 |
--------------------------------------------------------------------------------
/futures_import/contract_chains/exchanges_to_mics.yml:
--------------------------------------------------------------------------------
1 | BELFOX: XBRD
2 | CBOT: XCBT
3 | CDE: XMOD
4 | CFE: XCBF
5 | CME: XCME
6 | COMEX: XCEC
7 | DTB: XEUR
8 | ENDEX: NDEX
9 | EUCH: EUCH
10 | EUREX: XEUR
11 | FTA: XEUE
12 | HKFE: XHKF
13 | ICECRYPTO: IFUS
14 | ICEEU: IFLL
15 | ICEEUSOFT: IFLX
16 | ICEUS: IFUS
17 | IDEM: XDMI
18 | IFEN: IFEN
19 | IFLL: IFLL
20 | IFLX: IFLX
21 | IFUS: IFUS
22 | IPE: IFEN
23 | KSE: XKRX
24 | LMEOTC: XLME
25 | MATIF: XMAT
26 | MEFFRV: XMRV
27 | MEXDER: XEMD
28 | MONEP: XMON
29 | NDEX: NDEX
30 | NSE: XNSE
31 | NYBOT: IFUS
32 | NYMEX: XNYM
33 | NYSELIFFE: XNLI
34 | OMS: XSTO
35 | OSE.JPN: XOSE
36 | SGX: XSES
37 | SMFE: SMFE
38 | SNFE: XSFE
39 | SOFFEX: EUCH
40 | XBRD: XBRD
41 | XCBF: XCBF
42 | XCBT: XCBT
43 | XCEC: XCEC
44 | XCME: XCME
45 | XDMI: XDMI
46 | XEMD: XEMD
47 | XEUE: XEUE
48 | XEUR: XEUR
49 | XHKF: XHKF
50 | XKRX: XKRX
51 | XLME: XLME
52 | XMAT: XMAT
53 | XMOD: XMOD
54 | XMON: XMON
55 | XMRV: XMRV
56 | XNLI: XNLI
57 | XNSE: XNSE
58 | XNYM: XNYM
59 | XOSE: XOSE
60 | XSES: XSES
61 | XSFE: XSFE
62 | XSTO: XSTO
63 |
--------------------------------------------------------------------------------
/futures_import/Introduction.ipynb:
--------------------------------------------------------------------------------
1 | {
2 | "cells": [
3 | {
4 | "cell_type": "markdown",
5 | "metadata": {},
6 | "source": [
7 | "![\"QuantRocket](\"https://www.quantrocket.com/assets/img/notebook-header-logo.png\")
\n",
8 | "Disclaimer"
9 | ]
10 | },
11 | {
12 | "cell_type": "markdown",
13 | "metadata": {},
14 | "source": [
15 | "# How to Import Historical Futures Data\n",
16 | "\n",
17 | "This tutorial demonstrates how to import historical futures data from a third-party data provider and combine it with recent data from Interactive Brokers in a Zipline bundle. \n",
18 | "\n",
19 | "Importing historical data is intended as a one-time manual process, with subsequent up-to-date futures data collected by API from Interactive Brokers. Interactive Brokers provides global futures coverage but only provides historical futures data for contracts that expired less than 2 years ago. Thus, users who want to run longer backtests must import data from another source. \n",
20 | "\n",
21 | "If you do not have an Interactive Brokers account, you can omit the Interactive Brokers steps and use the imported data by itself. You will need to repeat or automate this tutorial periodically if you wish to import updated data from your data provider. \n",
22 | "\n",
23 | "Note that the tutorial is intended for importing individual futures contracts rather than continuous contracts. \n",
24 | "\n",
25 | "**Load Third-Party Historical Data**\n",
26 | "\n",
27 | "* Part 1: [Load Contract Chains](Part1-Load-Contract-Chains.ipynb)\n",
28 | "* Part 2: [Load Historical Data](Part2-Load-Historical-Data.ipynb)\n",
29 | "\n",
30 | "**Combine with Recent Interactive Brokers Data** \n",
31 | "\n",
32 | "* Part 3: [Interactive Brokers Data Collection](Part3-IBKR-Data-Collection.ipynb)\n",
33 | "* Part 4: [Zipline Bundle](Part4-Zipline-Bundle.ipynb)\n"
34 | ]
35 | }
36 | ],
37 | "metadata": {
38 | "kernelspec": {
39 | "display_name": "Python 3.11",
40 | "language": "python",
41 | "name": "python3"
42 | },
43 | "language_info": {
44 | "codemirror_mode": {
45 | "name": "ipython",
46 | "version": 3
47 | },
48 | "file_extension": ".py",
49 | "mimetype": "text/x-python",
50 | "name": "python",
51 | "nbconvert_exporter": "python",
52 | "pygments_lexer": "ipython3",
53 | "version": "3.11.5"
54 | }
55 | },
56 | "nbformat": 4,
57 | "nbformat_minor": 4
58 | }
59 |
--------------------------------------------------------------------------------
/LICENSE.txt:
--------------------------------------------------------------------------------
1 | Apache License
2 | Version 2.0, January 2004
3 | http://www.apache.org/licenses/
4 |
5 | TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
6 |
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--------------------------------------------------------------------------------
/futures_import/Part3-IBKR-Data-Collection.ipynb:
--------------------------------------------------------------------------------
1 | {
2 | "cells": [
3 | {
4 | "cell_type": "markdown",
5 | "metadata": {},
6 | "source": [
7 | "
\n",
8 | "Disclaimer"
9 | ]
10 | },
11 | {
12 | "cell_type": "markdown",
13 | "metadata": {},
14 | "source": [
15 | "***\n",
16 | "[Import Futures](Introduction.ipynb) › Part 3: Interactive Brokers Data Collection\n",
17 | "***"
18 | ]
19 | },
20 | {
21 | "cell_type": "markdown",
22 | "metadata": {},
23 | "source": [
24 | "# Interactive Brokers Data Collection\n",
25 | "\n",
26 | "We will complement the imported futures data with recent historical data from Interactive Brokers. The two data sources will be combined in a Zipline bundle in the next notebook. "
27 | ]
28 | },
29 | {
30 | "cell_type": "markdown",
31 | "metadata": {},
32 | "source": [
33 | "First, start IB Gateway:"
34 | ]
35 | },
36 | {
37 | "cell_type": "code",
38 | "execution_count": 1,
39 | "metadata": {},
40 | "outputs": [
41 | {
42 | "data": {
43 | "text/plain": [
44 | "{'ibg1': {'status': 'running'}}"
45 | ]
46 | },
47 | "execution_count": 1,
48 | "metadata": {},
49 | "output_type": "execute_result"
50 | }
51 | ],
52 | "source": [
53 | "from quantrocket.ibg import start_gateways\n",
54 | "start_gateways(wait=True)"
55 | ]
56 | },
57 | {
58 | "cell_type": "markdown",
59 | "metadata": {},
60 | "source": [
61 | "## Collect futures chains\n",
62 | "\n",
63 | "Next, we need to collect contract details for the IBKR futures we are interested in. For the purpose of this tutorial, we are only collecting ES futures: "
64 | ]
65 | },
66 | {
67 | "cell_type": "code",
68 | "execution_count": 2,
69 | "metadata": {},
70 | "outputs": [
71 | {
72 | "data": {
73 | "text/plain": [
74 | "{'status': 'the IBKR listing details will be collected asynchronously'}"
75 | ]
76 | },
77 | "execution_count": 2,
78 | "metadata": {},
79 | "output_type": "execute_result"
80 | }
81 | ],
82 | "source": [
83 | "from quantrocket.master import collect_ibkr_listings\n",
84 | "collect_ibkr_listings(\n",
85 | " countries=\"US\",\n",
86 | " sec_types=\"FUT\",\n",
87 | " symbols=\"ES\"\n",
88 | ")"
89 | ]
90 | },
91 | {
92 | "cell_type": "markdown",
93 | "metadata": {},
94 | "source": [
95 | "Monitor flightlog for completion:\n",
96 | "\n",
97 | "```\n",
98 | "quantrocket.master: INFO Collecting US FUT listings from IBKR website (ES only)\n",
99 | "quantrocket.master: INFO Requesting details for 1 US FUT listings found on IBKR website\n",
100 | "quantrocket.master: INFO Generating rollover dates for all IBKR FUT contracts\n",
101 | "quantrocket.master: INFO Saved 29 US FUT listings to securities master database\n",
102 | "quantrocket.master: INFO Building consolidated securities master from active vendors: ibkr, usstock\n",
103 | "quantrocket.master: INFO Completed building consolidated securities master with 16217 records\n",
104 | "```"
105 | ]
106 | },
107 | {
108 | "cell_type": "markdown",
109 | "metadata": {},
110 | "source": [
111 | "## Define universe of futures\n",
112 | "\n",
113 | "Next we define a universe of futures for easy reference. We want to include the IBKR futures we just collected as well as the imported futures contracts. To do so, we query the futures from the securities master database:"
114 | ]
115 | },
116 | {
117 | "cell_type": "code",
118 | "execution_count": 3,
119 | "metadata": {},
120 | "outputs": [],
121 | "source": [
122 | "from quantrocket.master import get_securities\n",
123 | "contracts = get_securities(\n",
124 | " exchanges=\"CME\",\n",
125 | " sec_types=\"FUT\",\n",
126 | " symbols=\"ES\",\n",
127 | ")"
128 | ]
129 | },
130 | {
131 | "cell_type": "markdown",
132 | "metadata": {},
133 | "source": [
134 | "Then upload the sids to create the \"futures\" universe:"
135 | ]
136 | },
137 | {
138 | "cell_type": "code",
139 | "execution_count": 4,
140 | "metadata": {},
141 | "outputs": [
142 | {
143 | "data": {
144 | "text/plain": [
145 | "{'code': 'futures',\n",
146 | " 'provided': 125,\n",
147 | " 'inserted': 125,\n",
148 | " 'total_after_insert': 125}"
149 | ]
150 | },
151 | "execution_count": 4,
152 | "metadata": {},
153 | "output_type": "execute_result"
154 | }
155 | ],
156 | "source": [
157 | "from quantrocket.master import create_universe\n",
158 | "create_universe(\"futures\", sids=contracts.index.tolist())"
159 | ]
160 | },
161 | {
162 | "cell_type": "markdown",
163 | "metadata": {},
164 | "source": [
165 | "> NOTE: You should periodically collect new contracts from IBKR and append them to your universe, as explained in the [usage guide](https://www.quantrocket.com/docs/#futures-new-contracts). This step can be automated on your countdown crontab."
166 | ]
167 | },
168 | {
169 | "cell_type": "markdown",
170 | "metadata": {},
171 | "source": [
172 | "## Collect historical data\n",
173 | "\n",
174 | "Next we collect historical data for the universe we created. To do so, first create an IBKR history database tied to the 'futures' universe: "
175 | ]
176 | },
177 | {
178 | "cell_type": "code",
179 | "execution_count": 5,
180 | "metadata": {},
181 | "outputs": [
182 | {
183 | "data": {
184 | "text/plain": [
185 | "{'status': 'successfully created quantrocket.v2.history.ibkr-futures-1d.sqlite'}"
186 | ]
187 | },
188 | "execution_count": 5,
189 | "metadata": {},
190 | "output_type": "execute_result"
191 | }
192 | ],
193 | "source": [
194 | "from quantrocket.history import create_ibkr_db\n",
195 | "\n",
196 | "create_ibkr_db(\n",
197 | " \"ibkr-futures-1d\",\n",
198 | " universes=\"futures\",\n",
199 | " bar_size=\"1 day\",\n",
200 | ")"
201 | ]
202 | },
203 | {
204 | "cell_type": "markdown",
205 | "metadata": {},
206 | "source": [
207 | "Then collect the data:"
208 | ]
209 | },
210 | {
211 | "cell_type": "code",
212 | "execution_count": 6,
213 | "metadata": {},
214 | "outputs": [
215 | {
216 | "data": {
217 | "text/plain": [
218 | "{'status': 'the historical data will be collected asynchronously'}"
219 | ]
220 | },
221 | "execution_count": 6,
222 | "metadata": {},
223 | "output_type": "execute_result"
224 | }
225 | ],
226 | "source": [
227 | "from quantrocket.history import collect_history\n",
228 | "collect_history(\"ibkr-futures-1d\")"
229 | ]
230 | },
231 | {
232 | "cell_type": "markdown",
233 | "metadata": {},
234 | "source": [
235 | "Monitor flightlog for completion:\n",
236 | "\n",
237 | "```\n",
238 | "quantrocket.history: INFO [ibkr-futures-1d] Collecting history from IBKR for 48 securities in ibkr-futures-1d\n",
239 | "...\n",
240 | "quantrocket.history: INFO [ibkr-futures-1d] Saved 6031 total records for 16 total securities to quantrocket.v2.history.ibkr-futures-1d.sqlite\n",
241 | "```\n",
242 | "\n",
243 | "You may see a warning such as the following:\n",
244 | "\n",
245 | "```\n",
246 | "quantrocket.history: WARNING Ignoring 77 of 125 securities with no ibkr_ConId field: QF000000654904, QF000000654905, QF000000654906, QF000000654907, QF000000654908 and 72 more. You must collect securities master listings from IBKR before before you can collect historical data from IBKR, see http://qrok.it/h/ibhsid for help.\n",
247 | "```\n",
248 | "\n",
249 | "This is expected and harmless, as it simply reflects that the imported futures contracts do not have the `ibkr_ConId` field populated since they did not originate from Interactive Brokers. (`ConId` stands for \"contract ID\" and is Interactive Brokers' unique security identifier.)\n",
250 | "\n",
251 | "You will also see warnings like this:\n",
252 | "\n",
253 | "```\n",
254 | "WARNING [ibkr-futures-1d] IBKR reports ESU6 FUT (sid IB81037229) cannot be found in their system, this is commonly due to a stock delisting or switching exchanges or a derivative contract expiring, see http://qrok.it/h/err/200 for more help (error code 200: No security definition has been found for the request)\n",
255 | "```\n",
256 | "\n",
257 | "This is expected due to IBKR removing futures that expired more than 2 years ago from their system."
258 | ]
259 | },
260 | {
261 | "cell_type": "markdown",
262 | "metadata": {},
263 | "source": [
264 | "***\n",
265 | "\n",
266 | "## *Next Up*\n",
267 | "\n",
268 | "Part 4: [Zipline Bundle](Part4-Zipline-Bundle.ipynb)"
269 | ]
270 | }
271 | ],
272 | "metadata": {
273 | "kernelspec": {
274 | "display_name": "Python 3.11",
275 | "language": "python",
276 | "name": "python3"
277 | },
278 | "language_info": {
279 | "codemirror_mode": {
280 | "name": "ipython",
281 | "version": 3
282 | },
283 | "file_extension": ".py",
284 | "mimetype": "text/x-python",
285 | "name": "python",
286 | "nbconvert_exporter": "python",
287 | "pygments_lexer": "ipython3",
288 | "version": "3.11.5"
289 | }
290 | },
291 | "nbformat": 4,
292 | "nbformat_minor": 4
293 | }
294 |
--------------------------------------------------------------------------------
/futures_import/Part4-Zipline-Bundle.ipynb:
--------------------------------------------------------------------------------
1 | {
2 | "cells": [
3 | {
4 | "cell_type": "markdown",
5 | "metadata": {},
6 | "source": [
7 | "
\n",
8 | "Disclaimer"
9 | ]
10 | },
11 | {
12 | "cell_type": "markdown",
13 | "metadata": {},
14 | "source": [
15 | "***\n",
16 | "[Import Futures](Introduction.ipynb) › Part 4: Zipline Bundle\n",
17 | "***"
18 | ]
19 | },
20 | {
21 | "cell_type": "markdown",
22 | "metadata": {},
23 | "source": [
24 | "# Zipline Bundle\n",
25 | "\n",
26 | "In this notebook, we create a Zipline bundle that ingests data from two sources: the custom database containing our imported futures data, and the IBKR database containing recent futures data. Creating a bundle is a convenient way to combine the two data sources, even if you don't intend to use Zipline. We can keep the bundle up-to-date by updating the IBKR history database and re-running the ingestion, while the imported data provides deeper historical coverage.\n"
27 | ]
28 | },
29 | {
30 | "cell_type": "markdown",
31 | "metadata": {},
32 | "source": [
33 | "First, create an empty bundle using the `create_bundle_from_db` function, specifying both source databases in the `from_db` argument. Make sure to list the IBKR database first ('ibkr-futures-1d' in this example): if a SID is found in both databases, only the price history from the database listed first will be ingested. Since the IBKR database will be updated going forward, we want to give it priority.\n",
34 | "\n",
35 | "Choose a start date corresponding to the start date of your imported data. For a list of available calendars, see the [usage guide](https://www.quantrocket.com/docs/#schedule-trading-calendars)."
36 | ]
37 | },
38 | {
39 | "cell_type": "code",
40 | "execution_count": 1,
41 | "metadata": {},
42 | "outputs": [
43 | {
44 | "data": {
45 | "text/plain": [
46 | "{'status': 'success', 'msg': 'successfully created futures-1d-bundle bundle'}"
47 | ]
48 | },
49 | "execution_count": 1,
50 | "metadata": {},
51 | "output_type": "execute_result"
52 | }
53 | ],
54 | "source": [
55 | "from quantrocket.zipline import create_bundle_from_db\n",
56 | "\n",
57 | "create_bundle_from_db(\n",
58 | " \"futures-1d-bundle\",\n",
59 | " from_db=[\n",
60 | " \"ibkr-futures-1d\",\n",
61 | " \"imported-futures-1d\",\n",
62 | " ],\n",
63 | " calendar=\"CME\",\n",
64 | " start_date=\"2000-01-02\",\n",
65 | "\n",
66 | ")"
67 | ]
68 | },
69 | {
70 | "cell_type": "markdown",
71 | "metadata": {},
72 | "source": [
73 | "Next, ingest the data:"
74 | ]
75 | },
76 | {
77 | "cell_type": "code",
78 | "execution_count": 2,
79 | "metadata": {},
80 | "outputs": [
81 | {
82 | "data": {
83 | "text/plain": [
84 | "{'status': 'the data will be ingested asynchronously'}"
85 | ]
86 | },
87 | "execution_count": 2,
88 | "metadata": {},
89 | "output_type": "execute_result"
90 | }
91 | ],
92 | "source": [
93 | "from quantrocket.zipline import ingest_bundle\n",
94 | "ingest_bundle(\"futures-1d-bundle\")"
95 | ]
96 | },
97 | {
98 | "cell_type": "markdown",
99 | "metadata": {},
100 | "source": [
101 | "Monitor flightlog for completion:\n",
102 | "\n",
103 | "```\n",
104 | "quantrocket.zipline: INFO [futures-1d-bundle] Ingesting futures-1d-bundle bundle\n",
105 | "quantrocket.zipline: INFO [futures-1d-bundle] Ingested 6658 total records for 18 total securities in futures-1d-bundle bundle\n",
106 | "```"
107 | ]
108 | },
109 | {
110 | "cell_type": "markdown",
111 | "metadata": {},
112 | "source": [
113 | "You can spot-check the bundle to make sure that early data from the imported history db is present: "
114 | ]
115 | },
116 | {
117 | "cell_type": "code",
118 | "execution_count": 4,
119 | "metadata": {},
120 | "outputs": [
121 | {
122 | "data": {
123 | "text/html": [
124 | "\n",
125 | "\n",
138 | "
\n",
139 | " \n",
140 | " \n",
141 | " | \n",
142 | " Sid | \n",
143 | " QF000000654947 | \n",
144 | " QF000000654948 | \n",
145 | "
\n",
146 | " \n",
147 | " | Field | \n",
148 | " Date | \n",
149 | " | \n",
150 | " | \n",
151 | "
\n",
152 | " \n",
153 | " \n",
154 | " \n",
155 | " | Close | \n",
156 | " 2008-09-02 | \n",
157 | " 1276.50 | \n",
158 | " 1278.00 | \n",
159 | "
\n",
160 | " \n",
161 | " | 2008-09-03 | \n",
162 | " 1275.25 | \n",
163 | " 1276.75 | \n",
164 | "
\n",
165 | " \n",
166 | " | 2008-09-04 | \n",
167 | " 1236.50 | \n",
168 | " 1238.00 | \n",
169 | "
\n",
170 | " \n",
171 | " | 2008-09-05 | \n",
172 | " 1241.00 | \n",
173 | " 1242.50 | \n",
174 | "
\n",
175 | " \n",
176 | " | 2008-09-08 | \n",
177 | " 1267.00 | \n",
178 | " 1268.50 | \n",
179 | "
\n",
180 | " \n",
181 | " | 2008-09-09 | \n",
182 | " 1226.50 | \n",
183 | " 1227.75 | \n",
184 | "
\n",
185 | " \n",
186 | " | 2008-09-10 | \n",
187 | " 1233.25 | \n",
188 | " 1234.50 | \n",
189 | "
\n",
190 | " \n",
191 | " | 2008-09-11 | \n",
192 | " 1251.00 | \n",
193 | " 1252.00 | \n",
194 | "
\n",
195 | " \n",
196 | " | 2008-09-12 | \n",
197 | " 1257.25 | \n",
198 | " 1258.50 | \n",
199 | "
\n",
200 | " \n",
201 | " | 2008-09-15 | \n",
202 | " 1195.00 | \n",
203 | " 1196.00 | \n",
204 | "
\n",
205 | " \n",
206 | "
\n",
207 | "
\n",
8 | "Disclaimer"
9 | ]
10 | },
11 | {
12 | "cell_type": "markdown",
13 | "metadata": {},
14 | "source": [
15 | "***\n",
16 | "[Import Futures](Introduction.ipynb) › Part 1: Load Contract Chains\n",
17 | "***"
18 | ]
19 | },
20 | {
21 | "cell_type": "markdown",
22 | "metadata": {},
23 | "source": [
24 | "# Load Contract Chains\n",
25 | "\n",
26 | "QuantRocket maintains historical lists of contract chains to facilitate mapping historical futures data to QuantRocket SIDs (security IDs). This notebook shows how to obtain the list of contracts and load it into your securities master database. In the next notebook, we will query these contracts from the securities master database to map our third-party data to SIDs.\n",
27 | "\n",
28 | "## Request Historical Contract Chains\n",
29 | "\n",
30 | "The list of historical contract specifications is currently not accessible by API and should be obtained by [contacting us](https://www.quantrocket.com/?modal=contactmodal) (subscribers only, please). Upload the `contract_chains.zip` file to the current directory (`/codeload/futures_imports`) and unzip it into a subdirectory called `contract_chains` by running the following command:\n"
31 | ]
32 | },
33 | {
34 | "cell_type": "code",
35 | "execution_count": 1,
36 | "metadata": {
37 | "scrolled": true
38 | },
39 | "outputs": [
40 | {
41 | "name": "stdout",
42 | "output_type": "stream",
43 | "text": [
44 | "Archive: contract_chains.zip\n",
45 | " inflating: contract_chains/XLME.csv \n",
46 | " inflating: contract_chains/XHKF.csv \n",
47 | " inflating: contract_chains/XEUE.csv \n",
48 | " inflating: contract_chains/XNYM.csv \n",
49 | " inflating: contract_chains/XCME.csv \n",
50 | " inflating: contract_chains/XEMD.csv \n",
51 | " inflating: contract_chains/XBRD.csv \n",
52 | " inflating: contract_chains/XMRV.csv \n",
53 | " inflating: contract_chains/XOSE.csv \n",
54 | " inflating: contract_chains/XSFE.csv \n",
55 | " inflating: contract_chains/XSES.csv \n",
56 | " inflating: contract_chains/XKRX.csv \n",
57 | " inflating: contract_chains/XNLI.csv \n",
58 | " inflating: contract_chains/XCEC.csv \n",
59 | " inflating: contract_chains/XMON.csv \n",
60 | " inflating: contract_chains/IFEN.csv \n",
61 | " inflating: contract_chains/NDEX.csv \n",
62 | " inflating: contract_chains/IFLL.csv \n",
63 | " inflating: contract_chains/IFLX.csv \n",
64 | " inflating: contract_chains/XNSE.csv \n",
65 | " inflating: contract_chains/XDMI.csv \n",
66 | " inflating: contract_chains/XMOD.csv \n",
67 | " inflating: contract_chains/root_symbols.csv \n",
68 | " inflating: contract_chains/XSTO.csv \n",
69 | " inflating: contract_chains/EUCH.csv \n",
70 | " inflating: contract_chains/XCBF.csv \n",
71 | " inflating: contract_chains/XEUR.csv \n",
72 | " inflating: contract_chains/XCBT.csv \n",
73 | " inflating: contract_chains/SMFE.csv \n",
74 | " inflating: contract_chains/XMAT.csv \n",
75 | " inflating: contract_chains/IFUS.csv \n",
76 | " inflating: contract_chains/exchanges_to_mics.yml \n"
77 | ]
78 | }
79 | ],
80 | "source": [
81 | "! unzip -o contract_chains.zip -d contract_chains"
82 | ]
83 | },
84 | {
85 | "cell_type": "markdown",
86 | "metadata": {},
87 | "source": [
88 | "The [root_symbols.csv](contract_chains/root_symbols.csv) file contains the list of available root symbols and contract specifications (but not the individual contracts with expiration dates). The `start_date` column indicates how far back the historical contract chains go (and thus how far back historical data can be imported).\n",
89 | "\n",
90 | "Lists of individual contracts with expiration dates are organized by MIC (Market Identifier Code). For example, `contract_chains/XCME.csv` contains contract chains for contracts traded on CME.\n",
91 | "\n",
92 | "The [exchanges_to_mics.yml](contract_chains/exchanges_to_mics.yml) file provides a (non-exhaustive) mapping of common exchange codes (e.g. NYMEX) to MICs (e.g. XNYM). This file is used in the next notebook to faciliate mapping the source data to SIDs and can also be used to help identify the MICs for the exchanges you're interested in.\n",
93 | "\n",
94 | "> If a contract you need is not available, or the contract chain history doesn't go back far enough, please [contact us](https://www.quantrocket.com/?modal=contactmodal) for assistance."
95 | ]
96 | },
97 | {
98 | "cell_type": "markdown",
99 | "metadata": {},
100 | "source": [
101 | "## Load into Securities Master\n",
102 | "\n",
103 | "For each exchange you're interested in, load the list of contract chains into the `SecurityIBKR` and `SecuritySid` tables of the securities master database. Below, we load XCME (CME).\n",
104 | "\n",
105 | "Other than editing the code to your desired list of MICs, this code block can be run as-is:"
106 | ]
107 | },
108 | {
109 | "cell_type": "code",
110 | "execution_count": 2,
111 | "metadata": {},
112 | "outputs": [
113 | {
114 | "name": "stdout",
115 | "output_type": "stream",
116 | "text": [
117 | "loading XCME contracts\n"
118 | ]
119 | }
120 | ],
121 | "source": [
122 | "import pandas as pd\n",
123 | "from quantrocket.db import connect_sqlite, insert_or_ignore\n",
124 | "\n",
125 | "master_db_conn = connect_sqlite(\"/var/lib/quantrocket/quantrocket.v2.master.main.sqlite\")\n",
126 | "\n",
127 | "# edit to your desired MICs, the rest of this code block can be run as-is\n",
128 | "desired_exchanges = [\n",
129 | " \"XCME\"\n",
130 | "]\n",
131 | "for exchange in desired_exchanges:\n",
132 | "\n",
133 | " print(f\"loading {exchange} contracts\")\n",
134 | " contracts = pd.read_csv(f\"contract_chains/{exchange}.csv\")\n",
135 | " insert_or_ignore(contracts, \"SecurityIBKR\", master_db_conn)\n",
136 | " insert_or_ignore(contracts[[\"Sid\"]], \"SecuritySid\", master_db_conn)\n"
137 | ]
138 | },
139 | {
140 | "cell_type": "markdown",
141 | "metadata": {},
142 | "source": [
143 | "## Restart the Securities Master Service\n",
144 | "\n",
145 | "After loading the contract chains into the `SecurityIBKR` table, restart the securities master container from the host machine:\n",
146 | "\n",
147 | "```\n",
148 | "docker compose restart master\n",
149 | "```\n",
150 | "\n",
151 | "This will rebuild the database and make the newly loaded contracts queryable. You can query the root symbol to make sure the historical contract chains have been successfully loaded:"
152 | ]
153 | },
154 | {
155 | "cell_type": "code",
156 | "execution_count": 3,
157 | "metadata": {},
158 | "outputs": [
159 | {
160 | "data": {
161 | "text/html": [
162 | "\n",
163 | "\n",
176 | "
\n",
177 | " \n",
178 | " \n",
179 | " | \n",
180 | " Symbol | \n",
181 | " Exchange | \n",
182 | " SecType | \n",
183 | " Name | \n",
184 | " LastTradeDate | \n",
185 | "
\n",
186 | " \n",
187 | " | Sid | \n",
188 | " | \n",
189 | " | \n",
190 | " | \n",
191 | " | \n",
192 | " | \n",
193 | "
\n",
194 | " \n",
195 | " \n",
196 | " \n",
197 | " | QF000000654904 | \n",
198 | " ESZ97 | \n",
199 | " XCME | \n",
200 | " FUT | \n",
201 | " E-mini S&P 500 | \n",
202 | " 1997-12-18 | \n",
203 | "
\n",
204 | " \n",
205 | " | QF000000654905 | \n",
206 | " ESH98 | \n",
207 | " XCME | \n",
208 | " FUT | \n",
209 | " E-mini S&P 500 | \n",
210 | " 1998-03-20 | \n",
211 | "
\n",
212 | " \n",
213 | " | QF000000654906 | \n",
214 | " ESM98 | \n",
215 | " XCME | \n",
216 | " FUT | \n",
217 | " E-mini S&P 500 | \n",
218 | " 1998-06-19 | \n",
219 | "
\n",
220 | " \n",
221 | " | QF000000654907 | \n",
222 | " ESU98 | \n",
223 | " XCME | \n",
224 | " FUT | \n",
225 | " E-mini S&P 500 | \n",
226 | " 1998-09-21 | \n",
227 | "
\n",
228 | " \n",
229 | " | QF000000654908 | \n",
230 | " ESZ98 | \n",
231 | " XCME | \n",
232 | " FUT | \n",
233 | " E-mini S&P 500 | \n",
234 | " 1998-12-18 | \n",
235 | "
\n",
236 | " \n",
237 | "
\n",
238 | "
\n",
8 | "Disclaimer"
9 | ]
10 | },
11 | {
12 | "cell_type": "markdown",
13 | "metadata": {},
14 | "source": [
15 | "***\n",
16 | "[Import Futures](Introduction.ipynb) › Part 2: Load Historical Data\n",
17 | "***"
18 | ]
19 | },
20 | {
21 | "cell_type": "markdown",
22 | "metadata": {},
23 | "source": [
24 | "# Load Historical Data\n",
25 | "\n",
26 | "Now that the securities master database contains records for the historical contracts, we can import historical futures data using the general guidelines outlined in the [Custom Data](https://www.quantrocket.com/docs/#custom-data) section of the Usage Guide. If you haven't read that section, it is recommended to do so now.\n",
27 | "\n",
28 | "Depending on the volume of data you are importing, you may need to import the data into multiple smaller databases instead of one large one. For best performance, try to limit each database to a few GB of data. If you are importing end-of-day data, creating one database per exchange is likely appropriate. If you are importing intraday data, one database per root symbol (or per small group of root symbols) is more appropriate. \n",
29 | "\n",
30 | "This notebook loads end-of-day simulated sample data for ES as an example but is designed to make it easy to modify the code for more complicated scenarios. The example data is in [CME_sample_data.csv](historical_data/CME_sample_data.csv)."
31 | ]
32 | },
33 | {
34 | "cell_type": "markdown",
35 | "metadata": {},
36 | "source": [
37 | "## Create custom database\n",
38 | "\n",
39 | "First, we create a custom database for the historical data. To facilitate ingestion into a Zipline bundle later, the database column names should be `Open`, `High`, `Low`, `Close`, and `Volume`. The field names in the sample CSV are different from this (they are all lowercase), but we will rename them later. Additional columns (like `OpenInterest` in this example) are optional depending on what's in your source data. "
40 | ]
41 | },
42 | {
43 | "cell_type": "code",
44 | "execution_count": 1,
45 | "metadata": {},
46 | "outputs": [
47 | {
48 | "data": {
49 | "text/plain": [
50 | "{'status': 'successfully created quantrocket.v2.history.imported-futures-1d.sqlite'}"
51 | ]
52 | },
53 | "execution_count": 1,
54 | "metadata": {},
55 | "output_type": "execute_result"
56 | }
57 | ],
58 | "source": [
59 | "from quantrocket.history import create_custom_db\n",
60 | "\n",
61 | "DB_NAME = \"imported-futures-1d\" # store for later in notebook\n",
62 | "\n",
63 | "create_custom_db(DB_NAME, bar_size=\"1d\", columns={\n",
64 | " \"Open\": \"float\",\n",
65 | " \"High\": \"float\",\n",
66 | " \"Low\": \"float\",\n",
67 | " \"Close\": \"float\",\n",
68 | " \"Volume\": \"int\",\n",
69 | " \"OpenInterest\": \"int\"\n",
70 | "})"
71 | ]
72 | },
73 | {
74 | "cell_type": "markdown",
75 | "metadata": {},
76 | "source": [
77 | "## Upload Historical Futures Data\n",
78 | "\n",
79 | "Next, upload your historical futures data into the `historical_data` subdirectory of this directory. This can be done through the JupyterLab interface for small amounts of data, or you can use `docker cp` from your host machine as shown below:\n",
80 | "\n",
81 | "```\n",
82 | "$ docker cp host/path/to/historical_data/. quantrocket-jupyter-1:/codeload/futures_import/historical_data/\n",
83 | "```\n",
84 | "\n",
85 | "See the [Usage Guide](https://www.quantrocket.com/docs/#custom-data-collect-custom-data) for additional notes about `docker cp`.\n"
86 | ]
87 | },
88 | {
89 | "cell_type": "markdown",
90 | "metadata": {},
91 | "source": [
92 | "## Map Symbols to Sids\n",
93 | "\n",
94 | "Next, we need to map the symbols in your historical data to QuantRocket SIDs. This is typically the most cumbersome step in the import process, and the exact steps will vary depending on the format of your data. \n",
95 | "\n",
96 | "The goal of this step is to generate a Python dictionary mapping symbols in the source data to QuantRocket SIDs. In a subsequent step, we will use this dictionary to append sids to the historical source data as we import it into the custom database created above.\n",
97 | "\n",
98 | "If you have a master list of individual contract specifications from your data provider, you can use it to create the mapping. In this example, we don't have a master list and will extract the futures symbols from the price data files.\n",
99 | "\n",
100 | "First, we initialize the mapping dictionary. The keys will be tuples of (MIC, symbol) and the values will be sids. Once we've populated the dictionary, it will look something like this:\n",
101 | "\n",
102 | "```python\n",
103 | "{\n",
104 | " ('XCME', 'ESU08'): 'QF000000654947', \n",
105 | " ('XCME', 'ESZ08'): 'QF000000654948',\n",
106 | " ...\n",
107 | "}\n",
108 | "```"
109 | ]
110 | },
111 | {
112 | "cell_type": "code",
113 | "execution_count": 2,
114 | "metadata": {},
115 | "outputs": [],
116 | "source": [
117 | "# map of (MIC, symbol): sid\n",
118 | "mic_and_symbol_to_sid = {\n",
119 | "}"
120 | ]
121 | },
122 | {
123 | "cell_type": "markdown",
124 | "metadata": {},
125 | "source": [
126 | "Next, we interactively match the symbols in the source data to contracts in the securities master database.\n",
127 | "\n",
128 | "Two utility files will help with the mapping process. The [`codeload.futures_import.utils`](utils.py) module provides a `MONTH_CODES_TO_MONTH_NUMS` dictionary that maps futures month codes to the corresponding month nums, for example U is mapped to 9 (September). The [exchanges_to_mics.yml](contract_chains/exchanges_to_mics.yml) YAML file contains a dictionary mapping common exchange codes to the corresponding MIC (for example, NYMEX -> XNYM). If any of the exchange codes used by your data provider are not in this YAML file, you should add them. (The `DataMapper` class, below, will raise an exception to remind you if this is the case.)"
129 | ]
130 | },
131 | {
132 | "cell_type": "code",
133 | "execution_count": 3,
134 | "metadata": {},
135 | "outputs": [],
136 | "source": [
137 | "from codeload.futures_import.utils import MONTH_CODES_TO_MONTH_NUMS\n",
138 | "import yaml\n",
139 | "\n",
140 | "with open(\"contract_chains/exchanges_to_mics.yml\") as f:\n",
141 | " EXCHANGES_TO_MICS = yaml.safe_load(f)"
142 | ]
143 | },
144 | {
145 | "cell_type": "markdown",
146 | "metadata": {},
147 | "source": [
148 | "The following `DataMapper` class can be used as a template for performing the interactive mapping. You would need to modify this class based on the format of your data.\n",
149 | "\n",
150 | "A description of the class's methods follows:\n",
151 | "\n",
152 | "**`run()`**\n",
153 | "\n",
154 | "This is the main entry point. It does the following:\n",
155 | "* calls `load_source_files()`, which returns a tuple of the MIC and DataFrame contents of each source file\n",
156 | "* calls `load_contracts_for_mic()`, which loads contracts from the securities master database for the current MIC\n",
157 | "* iterates through the unique symbols in the source data and calls `map_symbol()` for each. The `map_symbol()` method chooses the matching contract from the securities master database and associates its SID with the symbol.\n",
158 | "\n",
159 | "You may not need to modify this method.\n",
160 | "\n",
161 | "**`load_source_files()`**\n",
162 | "\n",
163 | "This method iterates through the source files, and for each one, returns the MIC and the DataFrame content from the source file. In this example, the exchange is extracted from the filename and the corresponding MIC is looked up in `EXCHANGES_TO_MICS`. You will likely need to modify this method to conform to your source data.\n",
164 | "\n",
165 | "**`load_contracts_for_mic()`**\n",
166 | "\n",
167 | "This methods load contracts from the securities master database for the specified MIC. You shouldn't need to modify this method.\n",
168 | "\n",
169 | "**`map_symbol()`**\n",
170 | "\n",
171 | "This method parses the symbol into a root symbol and contract month and selects the corresponding record from the contracts DataFrame that was loaded from the securities master database. You will likely need to modify this method to conform to your source data.\n",
172 | "\n",
173 | "### Potential Gotchas\n",
174 | "\n",
175 | "Note the following potential gotchas when importing futures data:\n",
176 | "\n",
177 | "* For some contracts, such as Crude Oil (CL), the last trade date (`ibkr_LastTradeDate`) occurs in the month preceding the contract month (`ibkr_ContractMonth`). Be aware of this when choosing which field to match on. When the contract symbol includes a month code and year (e.g. `ESU08`), this generally should be matched to `ibkr_ContractMonth`, not the month and year of `ibkr_LastTradeDate`. This is what the `DataMapper` class does.\n",
178 | "* `ibkr_Symbol` is the root symbol as stored in IBKR's system, which sometimes differs from the root symbol used by the exchange. The root symbol as used by the exchange can be found in the `ibkr_TradingClass` field. For this reason, it's generally better to match on `ibkr_TradingClass` rather than `ibkr_Symbol`. This is what the `DataMapper` class does."
179 | ]
180 | },
181 | {
182 | "cell_type": "code",
183 | "execution_count": 4,
184 | "metadata": {},
185 | "outputs": [],
186 | "source": [
187 | "import os\n",
188 | "import glob\n",
189 | "import pandas as pd\n",
190 | "from IPython.display import clear_output\n",
191 | "from quantrocket.master import get_securities\n",
192 | "\n",
193 | "# If a root symbol in the source file doesn't match the ibkr_TradingClass in\n",
194 | "# the securities master database, you can manually add the mapping here\n",
195 | "ROOT_SYMBOL_TO_IBKR_TRADING_CLASS = {\n",
196 | " # data file root symbol: securities master ibkr_TradingClass\n",
197 | " # for example:\n",
198 | " # \"E6\": \"6E\",\n",
199 | "}\n",
200 | "\n",
201 | "SYMBOL_FIELDNAME = \"symbol\" # the name of the field in the CSV files that contains the symbol\n",
202 | "\n",
203 | "class DataMapper:\n",
204 | "\n",
205 | " def run(self):\n",
206 | " \"\"\"\n",
207 | " This is the main method that calls all the other methods.\n",
208 | " \"\"\"\n",
209 | "\n",
210 | " for mic, data in self.load_source_files():\n",
211 | "\n",
212 | " contracts = self.load_contracts_for_mic(mic)\n",
213 | "\n",
214 | " symbols = data[SYMBOL_FIELDNAME].unique()\n",
215 | "\n",
216 | " for symbol in symbols:\n",
217 | "\n",
218 | " # Skip if already mapped\n",
219 | " if (mic, symbol) in mic_and_symbol_to_sid:\n",
220 | " continue\n",
221 | "\n",
222 | " self.map_symbol(mic, symbol, contracts)\n",
223 | "\n",
224 | " def load_source_files(self):\n",
225 | " \"\"\"\n",
226 | " Load source files and return a generator of tuples of\n",
227 | " the form (mic, data).\n",
228 | "\n",
229 | " Returns\n",
230 | " -------\n",
231 | " tuple of str and DataFrame\n",
232 | " The MIC and DataFrame content of each source file.\n",
233 | " \"\"\"\n",
234 | " # Get a list of all CSV files in the historical_data directory\n",
235 | " filepaths = glob.glob(\"historical_data/*.csv\")\n",
236 | "\n",
237 | " for filepath in filepaths:\n",
238 | "\n",
239 | " filename = os.path.basename(filepath)\n",
240 | "\n",
241 | " # In the example files, the exchange is the first part of\n",
242 | " # the filename; extract it\n",
243 | " exchange = filename.split(\"_\")[0]\n",
244 | "\n",
245 | " if exchange not in EXCHANGES_TO_MICS:\n",
246 | " raise ValueError(\n",
247 | " f\"Exchange {exchange} not found in EXCHANGES_TO_MICS, please add it\")\n",
248 | "\n",
249 | " mic = EXCHANGES_TO_MICS[exchange]\n",
250 | "\n",
251 | " # Load the CSV file into a DataFrame\n",
252 | " data = pd.read_csv(filepath)\n",
253 | "\n",
254 | " yield mic, data\n",
255 | "\n",
256 | " def load_contracts_for_mic(self, mic):\n",
257 | " \"\"\"\n",
258 | " Return a DataFrame of contracts from the securities master database\n",
259 | " for the specified MIC.\n",
260 | "\n",
261 | " Parameters\n",
262 | " ----------\n",
263 | " mic : str\n",
264 | " The MIC to load contracts for.\n",
265 | "\n",
266 | " Returns\n",
267 | " -------\n",
268 | " DataFrame\n",
269 | " The contracts.\n",
270 | " \"\"\"\n",
271 | " contracts = get_securities(\n",
272 | " exchanges=mic,\n",
273 | " sec_types=\"FUT\",\n",
274 | " fields=[\n",
275 | " \"ibkr_LocalSymbol\", # e.g. ESU8 or ESU08 (year may be 1 digit or 2 digits)\n",
276 | " \"ibkr_TradingClass\", # e.g. ES\n",
277 | " \"ibkr_ContractMonth\", # e.g. 200809\n",
278 | " \"ibkr_LastTradeDate\", # e.g. 2008-09-16\n",
279 | " \"ibkr_LongName\", # e.g. E-mini S&P 500\n",
280 | " ]\n",
281 | " ).sort_values(\"ibkr_LastTradeDate\")\n",
282 | " return contracts\n",
283 | "\n",
284 | " def map_symbol(self, mic, symbol, contracts):\n",
285 | " \"\"\"\n",
286 | " Map the symbol from the source files to the QuantRocket SID and\n",
287 | " store the mapping in the mic_and_symbol_to_sid dictionary. Obtain\n",
288 | " user confirmation of the mapping.\n",
289 | "\n",
290 | " Parameters\n",
291 | " ----------\n",
292 | " mic : str\n",
293 | " The MIC of the symbol.\n",
294 | "\n",
295 | " symbol : str\n",
296 | " The symbol from the source file. E.g. ESU08.\n",
297 | "\n",
298 | " contracts : DataFrame\n",
299 | " The contracts from the securities master database for this MIC.\n",
300 | "\n",
301 | " Returns\n",
302 | " -------\n",
303 | " None\n",
304 | " \"\"\"\n",
305 | " # Extract the root symbol from contract symbol (= everything but\n",
306 | " # last 3 characters)\n",
307 | " root_symbol = symbol[:-3]\n",
308 | "\n",
309 | " # respect manual mappings\n",
310 | " if root_symbol in ROOT_SYMBOL_TO_IBKR_TRADING_CLASS:\n",
311 | " root_symbol = ROOT_SYMBOL_TO_IBKR_TRADING_CLASS[root_symbol]\n",
312 | "\n",
313 | " # Extract the month code from the contract symbol (= 3rd to last\n",
314 | " # character)\n",
315 | " month_code = symbol[-3]\n",
316 | " # look up month num from month code\n",
317 | " month_num = MONTH_CODES_TO_MONTH_NUMS[month_code]\n",
318 | " # pad month_num: 1 -> 01\n",
319 | " month = str(month_num).zfill(2)\n",
320 | "\n",
321 | " # Extract the 2-digit year from the contract symbol (= last 2\n",
322 | " # characters)\n",
323 | " two_digit_year = symbol[-2:]\n",
324 | " # prefix two_digit_year with century 19 or 20\n",
325 | " if int(two_digit_year) < 50:\n",
326 | " year = \"20\" + two_digit_year\n",
327 | " else:\n",
328 | " year = \"19\" + two_digit_year\n",
329 | "\n",
330 | " contract_month = int(year + month)\n",
331 | "\n",
332 | " # Match on root symbol and contract month\n",
333 | " matching_contracts = contracts[\n",
334 | " (contracts.ibkr_TradingClass == root_symbol)\n",
335 | " &\n",
336 | " (contracts.ibkr_ContractMonth == contract_month)\n",
337 | " ]\n",
338 | "\n",
339 | " if matching_contracts.empty:\n",
340 | " raise ValueError(\n",
341 | " f\"No matching contracts found for {mic} symbol {symbol}, you can run \"\n",
342 | " f\"DataMapper().load_contracts_for_mic('{mic}') to see the available contracts \"\n",
343 | " \"for this mic\")\n",
344 | "\n",
345 | " # if there is exactly one match, show it and ask for confirmation\n",
346 | " if len(matching_contracts) == 1:\n",
347 | " match = matching_contracts.reset_index().iloc[0]\n",
348 | " print(f\"found 1 matching sid for {mic} symbol {symbol}\\n\")\n",
349 | " print(match.to_string())\n",
350 | " answer = input(f\"assign this sid to this symbol? y/n\")\n",
351 | " if answer != \"y\":\n",
352 | " raise KeyboardInterrupt(\"You entered something other than y\")\n",
353 | " sid = match.Sid\n",
354 | "\n",
355 | " # if there are multiple matches, show them and ask user to select\n",
356 | " else:\n",
357 | " print(f\"found {len(matching_contracts)} matching sids for {mic} symbol {symbol}\\n\")\n",
358 | " print(matching_contracts.to_string())\n",
359 | " sid = input(f\"enter the sid to assign to this symbol\")\n",
360 | " if sid not in matching_contracts.index:\n",
361 | " raise KeyboardInterrupt(f\"{sid} is not one of the matching sids\")\n",
362 | "\n",
363 | " mic_and_symbol_to_sid[(mic, symbol)] = sid\n",
364 | "\n",
365 | " clear_output()"
366 | ]
367 | },
368 | {
369 | "cell_type": "markdown",
370 | "metadata": {},
371 | "source": [
372 | "The `DataMapper` class can now be run. Since the class doesn't modify any files or databases but simply populates the `mic_and_symbol_to_sid` dictionary, it is safe to run the class over and over while working through issues. The `run()` method will skip any symbols that you have already mapped. To completely start over, re-run the cell that instantiates the `mic_and_symbol_to_sid` dictionary to clear its contents. "
373 | ]
374 | },
375 | {
376 | "cell_type": "code",
377 | "execution_count": 5,
378 | "metadata": {},
379 | "outputs": [],
380 | "source": [
381 | "DataMapper().run()"
382 | ]
383 | },
384 | {
385 | "cell_type": "markdown",
386 | "metadata": {},
387 | "source": [
388 | "The `mic_and_symbol_to_sid` dictionary should now be populated:"
389 | ]
390 | },
391 | {
392 | "cell_type": "code",
393 | "execution_count": 6,
394 | "metadata": {},
395 | "outputs": [
396 | {
397 | "data": {
398 | "text/plain": [
399 | "{('XCME', 'ESU08'): 'QF000000654947', ('XCME', 'ESZ08'): 'QF000000654948'}"
400 | ]
401 | },
402 | "execution_count": 6,
403 | "metadata": {},
404 | "output_type": "execute_result"
405 | }
406 | ],
407 | "source": [
408 | "mic_and_symbol_to_sid"
409 | ]
410 | },
411 | {
412 | "cell_type": "markdown",
413 | "metadata": {},
414 | "source": [
415 | "## Load Data into Custom Database\n",
416 | "\n",
417 | "Now that we have created the mapping of symbols to SIDs, we are ready to load the data into the database.\n",
418 | "\n",
419 | "The following `DataLoader` class provides a template for performing the loading.\n",
420 | "\n",
421 | "A description of the class's methods follows:\n",
422 | "\n",
423 | "**`run()`**\n",
424 | "\n",
425 | "This is the main entry point. It does the following:\n",
426 | "* calls `load_source_files()`, which returns the MIC and the DataFrame contents from each source file. (`DataLoader` inherits from `DataMapper` to be able to re-use this method from the parent class.)\n",
427 | "* adds a `Sid` column to the DataFrame and assigns the correct SID for each symbol, as defined in the `mic_and_symbol_to_sid` dictionary from earlier.\n",
428 | "* further prepares the DataFrame by renaming columns, parsing the date column, and dropping unneeded columns\n",
429 | "* inserts the DataFrame into the database\n",
430 | "\n",
431 | "You may not need to modify this method.\n",
432 | " \n",
433 | "**`prepare_data()`**\n",
434 | "\n",
435 | "This method renames source columns to match the expected column names in the custom database, parses the date column, and drops unneeded columns. You will likely need to modify this method to conform to your source data."
436 | ]
437 | },
438 | {
439 | "cell_type": "code",
440 | "execution_count": 7,
441 | "metadata": {},
442 | "outputs": [],
443 | "source": [
444 | "from quantrocket.db import connect_sqlite, insert_or_replace, list_databases\n",
445 | "\n",
446 | "# look up the custom database path and open a SQLite connection to it\n",
447 | "db_path = list_databases(\n",
448 | " services=\"history\",\n",
449 | " codes=DB_NAME,\n",
450 | " detail=True)[\"sqlite\"][0][\"path\"]\n",
451 | "\n",
452 | "db_conn = connect_sqlite(db_path)\n",
453 | "\n",
454 | "class DataLoader(DataMapper):\n",
455 | "\n",
456 | " def run(self):\n",
457 | " \"\"\"\n",
458 | " Load each source file, append the sids from mic_and_symbol_to_sid,\n",
459 | " and insert the data into the custom database.\n",
460 | " \"\"\"\n",
461 | " for mic, data in self.load_source_files():\n",
462 | "\n",
463 | " symbols = data[SYMBOL_FIELDNAME].unique()\n",
464 | " data[\"Sid\"] = None\n",
465 | "\n",
466 | " for symbol in symbols:\n",
467 | " # lookup sid for symbol and set it in DataFrame\n",
468 | " sid = mic_and_symbol_to_sid[(mic, symbol)]\n",
469 | " data.loc[data[SYMBOL_FIELDNAME] == symbol, \"Sid\"] = sid\n",
470 | "\n",
471 | " # further data prep\n",
472 | " data = self.prepare_data(data)\n",
473 | "\n",
474 | " # get user confirmation that everything looks okay\n",
475 | " print(data.head().to_string())\n",
476 | " answer = input(f\"look okay to insert {len(data)} records? y/n\")\n",
477 | " if answer != \"y\":\n",
478 | " raise KeyboardInterrupt(\"You entered something other than y\")\n",
479 | "\n",
480 | " insert_or_replace(data, \"Price\", db_conn)\n",
481 | "\n",
482 | " clear_output()\n",
483 | "\n",
484 | " def prepare_data(self, data):\n",
485 | " \"\"\"\n",
486 | " Perform data prep as discussed in the 'Prepare custom data' section of the\n",
487 | " usage guide: https://www.quantrocket.com/docs/#custom-data-prepare-custom-data\n",
488 | "\n",
489 | " Specifically:\n",
490 | "\n",
491 | " - rename columns\n",
492 | " - parse date column\n",
493 | " - drop extraneous columns\n",
494 | "\n",
495 | " Parameters\n",
496 | " ----------\n",
497 | " data : DataFrame\n",
498 | " The data to prepare.\n",
499 | "\n",
500 | " Returns\n",
501 | " -------\n",
502 | " DataFrame\n",
503 | " The prepared data.\n",
504 | " \"\"\"\n",
505 | "\n",
506 | " # rename columns\n",
507 | " data = data.rename(columns={\n",
508 | " # source file column name: custom database column name\n",
509 | " \"date\": \"Date\",\n",
510 | " \"open\": \"Open\",\n",
511 | " \"high\": \"High\",\n",
512 | " \"low\": \"Low\",\n",
513 | " \"close\": \"Close\",\n",
514 | " \"volume\": \"Volume\",\n",
515 | " \"open_interest\": \"OpenInterest\",\n",
516 | " })\n",
517 | "\n",
518 | " # parse date column (if intraday, include a timezone as shown in the\n",
519 | " # usage guide)\n",
520 | " data[\"Date\"] = pd.to_datetime(data[\"Date\"])\n",
521 | "\n",
522 | " # the symbol column is no longer needed\n",
523 | " data = data.drop(SYMBOL_FIELDNAME, axis=1)\n",
524 | "\n",
525 | " return data"
526 | ]
527 | },
528 | {
529 | "cell_type": "markdown",
530 | "metadata": {},
531 | "source": [
532 | "We can now run the `DataLoader` and insert the data into the database:"
533 | ]
534 | },
535 | {
536 | "cell_type": "code",
537 | "execution_count": 8,
538 | "metadata": {},
539 | "outputs": [
540 | {
541 | "name": "stdout",
542 | "output_type": "stream",
543 | "text": [
544 | " Date Open High Low Close Volume OpenInterest Sid\n",
545 | "0 2008-09-18 1163.75 1213.25 1133.00 1198.25 6013113 2380251 QF000000654947\n",
546 | "1 2008-09-17 1215.50 1227.75 1154.50 1160.75 5915836 3490395 QF000000654947\n",
547 | "2 2008-09-16 1196.75 1219.00 1161.75 1214.25 6078506 3205598 QF000000654947\n",
548 | "3 2008-09-15 1230.25 1237.75 1194.50 1195.00 5191192 3050694 QF000000654947\n",
549 | "4 2008-09-12 1251.00 1257.75 1233.50 1257.25 3648404 2809352 QF000000654947\n"
550 | ]
551 | },
552 | {
553 | "name": "stdout",
554 | "output_type": "stream",
555 | "text": [
556 | "look okay to insert 627 records? y/n y\n"
557 | ]
558 | }
559 | ],
560 | "source": [
561 | "DataLoader().run()"
562 | ]
563 | },
564 | {
565 | "cell_type": "markdown",
566 | "metadata": {},
567 | "source": [
568 | "***\n",
569 | "\n",
570 | "## *Next Up*\n",
571 | "\n",
572 | "Part 3: [Interactive Brokers Data Collection](Part3-IBKR-Data-Collection.ipynb)"
573 | ]
574 | }
575 | ],
576 | "metadata": {
577 | "kernelspec": {
578 | "display_name": "Python 3.11",
579 | "language": "python",
580 | "name": "python3"
581 | },
582 | "language_info": {
583 | "codemirror_mode": {
584 | "name": "ipython",
585 | "version": 3
586 | },
587 | "file_extension": ".py",
588 | "mimetype": "text/x-python",
589 | "name": "python",
590 | "nbconvert_exporter": "python",
591 | "pygments_lexer": "ipython3",
592 | "version": "3.11.5"
593 | }
594 | },
595 | "nbformat": 4,
596 | "nbformat_minor": 4
597 | }
598 |
--------------------------------------------------------------------------------
/futures_import/historical_data/CME_sample_data.csv:
--------------------------------------------------------------------------------
1 | symbol,date,open,high,low,close,volume,open_interest
2 | ESU08,09/18/2008,1273.75,1323.25,1243.0,1308.25,6013223,2380361
3 | ESU08,09/17/2008,1325.5,1337.75,1264.5,1270.75,5915946,3490505
4 | ESU08,09/16/2008,1306.75,1329.0,1271.75,1324.25,6078616,3205708
5 | ESU08,09/15/2008,1340.25,1347.75,1304.5,1305.0,5191302,3050804
6 | ESU08,09/12/2008,1361.0,1367.75,1343.5,1367.25,3648514,2809462
7 | ESU08,09/11/2008,1342.25,1362.75,1321.25,1361.0,4145205,2739328
8 | ESU08,09/10/2008,1338.0,1354.75,1330.25,1343.25,3267955,2573257
9 | ESU08,09/09/2008,1377.0,1385.0,1333.5,1336.5,3511803,2584490
10 | ESU08,09/08/2008,1373.5,1392.0,1356.75,1377.0,3333353,2533550
11 | ESU08,09/05/2008,1346.5,1355.25,1326.5,1351.0,3016691,2461589
12 | ESU08,09/04/2008,1385.5,1387.0,1345.0,1346.5,2879958,2461572
13 | ESU08,09/03/2008,1386.25,1391.0,1375.25,1385.25,2191428,2451668
14 | ESU08,09/02/2008,1392.0,1413.5,1381.5,1386.5,2307061,2459927
15 | ESU08,08/29/2008,1407.0,1408.0,1391.5,1392.5,1363496,2431595
16 | ESU08,08/28/2008,1391.75,1410.0,1385.5,1408.0,1529544,2457631
17 | ESU08,08/27/2008,1381.5,1395.25,1375.5,1392.0,1467894,2431112
18 | ESU08,08/26/2008,1376.75,1385.75,1372.5,1381.75,1494188,2445030
19 | ESU08,08/25/2008,1401.0,1402.25,1374.25,1376.5,1643724,2458453
20 | ESU08,08/22/2008,1385.25,1404.0,1381.5,1402.25,1386150,2444890
21 | ESU08,08/21/2008,1383.75,1391.75,1373.25,1385.5,1605250,2471572
22 | ESU08,08/20/2008,1378.0,1386.75,1370.5,1383.75,1776403,2450449
23 | ESU08,08/19/2008,1392.0,1393.0,1372.75,1378.5,1719522,2480227
24 | ESU08,08/18/2008,1409.5,1416.0,1384.0,1392.0,1704377,2436259
25 | ESU08,08/15/2008,1403.5,1412.5,1400.5,1409.75,1477150,2417382
26 | ESU08,08/14/2008,1394.75,1410.75,1385.25,1403.75,1887551,2452654
27 | ESU08,08/13/2008,1401.25,1404.5,1384.5,1394.5,2187873,2462142
28 | ESU08,08/12/2008,1413.75,1417.75,1395.25,1401.5,1747395,2464302
29 | ESU08,08/11/2008,1401.5,1423.5,1398.0,1415.0,2101714,2497873
30 | ESU08,08/08/2008,1378.0,1408.0,1372.0,1402.25,2181712,2548147
31 | ESU08,08/07/2008,1398.25,1399.0,1373.5,1378.0,1999790,2517197
32 | ESU08,08/06/2008,1392.75,1401.75,1385.25,1397.75,1734213,2485848
33 | ESU08,08/05/2008,1359.25,1394.5,1357.25,1393.0,2004869,2493001
34 | ESU08,08/04/2008,1371.25,1373.25,1356.25,1358.75,1523855,2500896
35 | ESU08,08/01/2008,1376.5,1385.0,1363.0,1370.25,1865967,2466548
36 | ESU08,07/31/2008,1394.5,1400.0,1375.0,1377.0,2334436,2488909
37 | ESU08,07/30/2008,1371.5,1395.0,1369.75,1394.75,2351700,2475353
38 | ESU08,07/29/2008,1344.75,1373.25,1341.5,1371.75,2098918,2488168
39 | ESU08,07/28/2008,1365.25,1370.0,1343.0,1345.0,1622137,2469176
40 | ESU08,07/25/2008,1363.25,1372.75,1359.25,1363.75,1616780,2401416
41 | ESU08,07/24/2008,1391.25,1395.0,1361.0,1363.75,1992799,2429047
42 | ESU08,07/23/2008,1385.0,1401.25,1382.75,1392.5,2131947,2400744
43 | ESU08,07/22/2008,1368.0,1388.0,1357.25,1384.25,2108089,2435374
44 | ESU08,07/21/2008,1369.25,1379.0,1365.0,1371.5,1537090,2429736
45 | ESU08,07/18/2008,1360.25,1373.0,1351.0,1370.5,1926102,2449494
46 | ESU08,07/17/2008,1350.0,1373.0,1348.0,1363.5,2897897,2530778
47 | ESU08,07/16/2008,1322.75,1356.25,1312.5,1351.0,2896617,2512078
48 | ESU08,07/15/2008,1339.0,1345.75,1310.75,1321.5,3670359,2551249
49 | ESU08,07/14/2008,1350.0,1370.5,1334.75,1338.25,2666736,2484352
50 | ESU08,07/11/2008,1364.75,1371.75,1335.5,1349.75,3254369,2455027
51 | ESU08,07/10/2008,1359.0,1369.25,1347.0,1364.5,3040155,2392694
52 | ESU08,07/09/2008,1384.5,1388.75,1354.75,1358.0,2407210,2350923
53 | ESU08,07/08/2008,1362.0,1385.75,1346.5,1383.75,2753156,2305736
54 | ESU08,07/07/2008,1368.5,1385.0,1350.75,1361.75,2582813,2295501
55 | ESU08,07/03/2008,1373.5,1383.75,1361.75,1375.0,1848651,2256649
56 | ESU08,07/02/2008,1396.25,1404.75,1371.0,1372.75,2434191,2181596
57 | ESU08,07/01/2008,1393.0,1396.75,1371.0,1396.25,3205711,2128233
58 | ESU08,06/30/2008,1391.75,1402.0,1385.25,1391.0,2170134,2063096
59 | ESU08,06/27/2008,1395.0,1401.75,1382.75,1390.0,2340463,2034347
60 | ESU08,06/26/2008,1432.25,1432.25,1393.0,1394.5,2651560,1999401
61 | ESU08,06/25/2008,1425.0,1447.75,1424.5,1432.5,2072798,1912010
62 | ESU08,06/24/2008,1427.75,1438.0,1415.25,1425.5,2122744,1945750
63 | ESU08,06/23/2008,1430.75,1437.75,1426.25,1428.25,1453910,1900083
64 | ESU08,06/20/2008,1452.5,1453.5,1425.25,1429.0,2323464,1878725
65 | ESU08,06/19/2008,1448.75,1459.75,1442.25,1451.5,2356396,1868410
66 | ESU08,06/18/2008,1462.75,1465.5,1444.5,1448.75,2732084,2812193
67 | ESU08,06/17/2008,1470.25,1482.0,1461.25,1463.0,2542668,2863046
68 | ESU08,06/16/2008,1469.0,1477.5,1461.5,1470.0,2260083,2619908
69 | ESU08,06/13/2008,1453.0,1473.5,1449.0,1469.75,2780594,2655239
70 | ESU08,06/12/2008,1447.0,1465.5,1443.25,1453.25,3090255,2681065
71 | ESU08,06/11/2008,1467.75,1475.25,1447.25,1448.0,2942579,2570800
72 | ESU08,06/10/2008,1474.0,1479.5,1459.5,1468.5,2361515,2459095
73 | ESU08,06/09/2008,1471.0,1483.25,1462.5,1475.5,2217468,2450450
74 | ESU08,06/06/2008,1517.75,1524.0,1470.25,1471.25,2844636,2464350
75 | ESU08,06/05/2008,1488.5,1517.75,1487.75,1517.25,2018540,2365904
76 | ESU08,06/04/2008,1489.5,1500.25,1483.0,1489.25,2110071,2361462
77 | ESU08,06/03/2008,1496.5,1505.0,1481.25,1490.25,2207987,2348971
78 | ESU08,06/02/2008,1512.25,1512.25,1489.25,1497.0,1736592,2290519
79 | ESU08,05/30/2008,1511.25,1516.5,1506.75,1512.25,1188784,2254910
80 | ESU08,05/29/2008,1502.0,1518.5,1499.0,1509.5,1735946,2295267
81 | ESU08,05/28/2008,1496.5,1504.75,1489.75,1503.25,1714136,2295098
82 | ESU08,05/27/2008,1486.75,1499.25,1482.5,1496.5,1582900,2290378
83 | ESU08,05/23/2008,1504.75,1506.25,1484.25,1485.0,1529219,2283559
84 | ESU08,05/22/2008,1504.5,1510.75,1502.25,1504.75,1735426,2258129
85 | ESU08,05/21/2008,1527.75,1532.5,1499.75,1504.5,2387075,2270953
86 | ESU08,05/20/2008,1540.5,1540.5,1520.75,1529.0,1879644,2225332
87 | ESU08,05/19/2008,1535.5,1552.25,1533.5,1541.5,1799879,2206872
88 | ESU08,05/16/2008,1537.0,1540.75,1526.5,1537.5,1794362,2176270
89 | ESU08,05/15/2008,1519.0,1537.0,1518.75,1536.5,1749145,2159629
90 | ESU08,05/14/2008,1517.25,1533.0,1511.25,1519.75,1750454,2130662
91 | ESU08,05/13/2008,1516.0,1521.75,1508.5,1516.5,1530794,2129314
92 | ESU08,05/12/2008,1501.75,1516.25,1498.0,1516.25,1573953,2122129
93 | ESU08,05/09/2008,1502.25,1504.25,1493.75,1500.5,1628514,2103063
94 | ESU08,05/08/2008,1506.25,1514.0,1501.0,1503.5,1706898,2084738
95 | ESU08,05/07/2008,1533.5,1535.25,1502.0,1507.0,1948192,2127574
96 | ESU08,05/06/2008,1520.5,1533.5,1509.0,1532.5,1893445,2117708
97 | ESU08,05/05/2008,1524.0,1527.25,1512.5,1520.0,1258088,2088459
98 | ESU08,05/02/2008,1523.75,1538.25,1518.25,1527.5,1925749,2089664
99 | ESU08,05/01/2008,1494.0,1524.0,1494.0,1523.5,1906910,2089310
100 | ESU08,04/30/2008,1500.5,1518.25,1495.5,1497.75,1919005,2090317
101 | ESU08,04/29/2008,1509.5,1510.5,1499.25,1503.25,1454112,2070628
102 | ESU08,04/28/2008,1511.0,1516.5,1506.5,1509.75,1157027,2075574
103 | ESU08,04/25/2008,1496.25,1512.5,1493.0,1509.25,1570309,2085293
104 | ESU08,04/24/2008,1495.25,1511.0,1481.0,1498.0,2149422,2076142
105 | ESU08,04/23/2008,1493.0,1501.25,1485.25,1490.5,1839075,2060563
106 | ESU08,04/22/2008,1498.0,1501.75,1482.75,1492.75,1756254,2042218
107 | ESU08,04/21/2008,1500.5,1505.75,1493.25,1500.5,1258840,2055732
108 | ESU08,04/18/2008,1486.0,1510.5,1482.5,1500.0,1996626,2061100
109 | ESU08,04/17/2008,1482.25,1486.5,1470.75,1484.25,1808842,2038094
110 | ESU08,04/16/2008,1452.25,1482.75,1448.5,1482.25,2093667,2055498
111 | ESU08,04/15/2008,1442.25,1449.5,1436.0,1446.75,1755835,2040220
112 | ESU08,04/14/2008,1443.25,1447.75,1436.5,1442.0,1459564,2042897
113 | ESU08,04/11/2008,1475.0,1479.0,1442.75,1446.0,2027623,2018813
114 | ESU08,04/10/2008,1471.0,1479.75,1462.25,1473.5,1788606,2051338
115 | ESU08,04/09/2008,1481.5,1494.0,1462.25,1471.0,1834761,2093872
116 | ESU08,04/08/2008,1480.0,1482.5,1473.25,1481.75,1419106,2098631
117 | ESU08,04/07/2008,1483.75,1499.5,1481.0,1483.0,1477506,2149309
118 | ESU08,04/04/2008,1483.5,1500.25,1475.25,1482.5,1922449,2113604
119 | ESU08,04/03/2008,1479.25,1488.25,1470.75,1484.25,1597888,2131081
120 | ESU08,04/02/2008,1480.0,1490.75,1474.0,1482.0,1853621,2123047
121 | ESU08,04/01/2008,1433.0,1483.0,1426.5,1481.25,2333986,2112298
122 | ESU08,03/31/2008,1431.75,1440.25,1419.75,1434.25,1623922,2024518
123 | ESU08,03/28/2008,1440.0,1450.25,1424.25,1429.0,1528420,2050418
124 | ESU08,03/27/2008,1443.75,1458.0,1437.0,1440.0,2025472,2054046
125 | ESU08,03/26/2008,1460.25,1461.5,1444.75,1445.75,1603720,2042038
126 | ESU08,03/25/2008,1466.25,1469.5,1452.5,1462.0,1737415,2083791
127 | ESU08,03/24/2008,1438.75,1471.75,1436.75,1462.25,1431866,2053640
128 | ESU08,03/20/2008,1413.0,1442.0,1406.0,1435.0,2163348,2082990
129 | ESU08,03/19/2008,1439.0,1448.0,1407.0,1409.0,3785351,3212808
130 | ESU08,03/18/2008,1405.0,1444.0,1393.75,1444.0,3883215,3089772
131 | ESU08,03/17/2008,1396.25,1417.0,1368.75,1388.5,4667997,3038059
132 | ESU08,03/14/2008,1416.75,1433.25,1384.5,1403.0,5225696,2864236
133 | ESU08,03/13/2008,1405.0,1430.5,1396.25,1426.0,4595392,2694180
134 | ESU08,03/12/2008,1430.5,1447.5,1422.0,1422.0,2848485,2494073
135 | ESU08,03/11/2008,1378.75,1437.0,1378.75,1437.0,3362621,2494185
136 | ESU08,03/10/2008,1387.5,1387.5,1387.5,1387.5,2495322,2505200
137 | ESU08,03/07/2008,1421.0,1421.0,1405.0,1405.25,3179188,2501529
138 | ESU08,03/06/2008,1445.0,1445.0,1420.75,1420.75,2600577,2426760
139 | ESU08,03/05/2008,1450.0,1450.0,1449.0,1449.0,2523207,2397778
140 | ESU08,03/04/2008,1440.0,1440.0,1440.0,1440.0,2809197,2402419
141 | ESU08,03/03/2008,1445.0,1445.0,1445.0,1445.0,1970657,2342000
142 | ESU08,02/29/2008,1444.25,1444.25,1444.25,1444.25,2328041,2350919
143 | ESU08,02/28/2008,1480.5,1480.5,1480.5,1480.5,1813434,2332597
144 | ESU08,02/27/2008,1495.25,1495.25,1495.25,1495.25,1844789,2351230
145 | ESU08,02/26/2008,1497.75,1497.75,1497.75,1497.75,2116632,2358306
146 | ESU08,02/25/2008,1487.0,1487.0,1487.0,1487.0,2046471,2386593
147 | ESU08,02/22/2008,1470.5,1470.5,1470.5,1470.5,2035026,2375793
148 | ESU08,02/21/2008,1462.0,1462.0,1462.0,1462.0,2043429,2392517
149 | ESU08,02/20/2008,1474.0,1474.0,1474.0,1474.0,2225646,2401924
150 | ESU08,02/19/2008,1470.0,1470.0,1470.0,1470.0,1721942,2372053
151 | ESU08,02/15/2008,1465.5,1465.5,1465.5,1465.5,1472594,2360032
152 | ESU08,02/14/2008,1465.5,1465.5,1465.5,1465.5,1908576,2386255
153 | ESU08,02/13/2008,1478.0,1478.0,1478.0,1478.0,1841856,2467055
154 | ESU08,02/12/2008,1463.75,1463.75,1463.75,1463.75,2257074,2474074
155 | ESU08,02/11/2008,1452.25,1452.25,1452.25,1452.25,1845867,2499196
156 | ESU08,02/08/2008,1444.25,1444.25,1444.25,1444.25,1710593,2505057
157 | ESU08,02/07/2008,1455.0,1455.0,1455.0,1455.0,2935833,2530353
158 | ESU08,02/06/2008,1444.5,1444.5,1444.5,1444.5,2165914,2508827
159 | ESU08,02/05/2008,1458.0,1458.0,1458.0,1458.0,2528050,2490834
160 | ESU08,02/04/2008,1494.5,1494.5,1494.5,1494.5,1219801,2397345
161 | ESU08,02/01/2008,1513.0,1513.0,1513.0,1513.0,2309047,2438053
162 | ESU08,01/31/2008,1494.5,1494.5,1494.5,1494.5,3199574,2508054
163 | ESU08,01/30/2008,1466.25,1466.25,1466.25,1466.25,2619514,2503578
164 | ESU08,01/29/2008,1479.0,1479.0,1479.0,1479.0,1584161,2389599
165 | ESU08,01/28/2008,1471.25,1471.25,1441.0,1471.25,2024030,2486780
166 | ESU08,01/25/2008,1450.5,1450.5,1450.5,1450.5,2546898,2488355
167 | ESU08,01/24/2008,1469.25,1469.25,1469.25,1469.25,2444829,2497979
168 | ESU08,01/23/2008,1458.0,1458.0,1458.0,1458.0,4131486,2527702
169 | ESU08,01/22/2008,1425.0,1425.0,1425.0,1425.0,4752915,2509793
170 | ESU08,01/18/2008,1443.75,1443.75,1443.75,1443.75,3233359,2316647
171 | ESU08,01/17/2008,1458.5,1458.5,1458.5,1458.5,3406837,2333762
172 | ESU08,01/16/2008,1496.0,1496.0,1496.0,1496.0,3224483,2222058
173 | ESU08,01/15/2008,1508.25,1508.25,1508.25,1508.25,2439706,2139689
174 | ESU08,01/14/2008,1540.75,1540.75,1540.75,1540.75,1457262,2059649
175 | ESU08,01/11/2008,1528.5,1528.5,1528.5,1528.5,2192693,2039950
176 | ESU08,01/10/2008,1543.0,1543.0,1543.0,1543.0,2742660,2020473
177 | ESU08,01/09/2008,1534.0,1534.0,1534.0,1534.0,2815570,2005216
178 | ESU08,01/08/2008,1519.5,1519.5,1519.5,1519.5,2903799,1993318
179 | ESU08,01/07/2008,1544.5,1544.5,1544.5,1544.5,2441751,1897952
180 | ESU08,01/04/2008,1545.75,1573.0,1545.75,1545.75,2202272,1892926
181 | ESU08,01/03/2008,1582.75,1590.0,1582.75,1582.75,1267849,1768115
182 | ESU08,01/02/2008,1583.25,1583.25,1583.25,1583.25,1626737,1772271
183 | ESU08,12/31/2007,1603.5,1603.5,1603.5,1603.5,672421,1725693
184 | ESU08,12/28/2007,1612.0,1612.0,1612.0,1612.0,795008,1756840
185 | ESU08,12/27/2007,1616.5,1616.5,1616.5,1616.5,902859,1758619
186 | ESU08,12/26/2007,1636.5,1636.5,1636.5,1636.5,365809,1746379
187 | ESU08,12/24/2007,1633.5,1633.5,1633.5,1633.5,253987,1747149
188 | ESU08,12/21/2007,1624.75,1624.75,1610.5,1624.75,1195581,1756258
189 | ESU08,12/20/2007,1601.5,1601.5,1601.5,1601.5,1606679,1757437
190 | ESU08,12/19/2007,1592.0,1592.0,1592.0,1592.0,2407451,2835417
191 | ESU08,12/18/2007,1594.0,1594.0,1594.0,1594.0,2693695,2757509
192 | ESU08,12/17/2007,1584.25,1584.25,1584.25,1584.25,2389318,2647947
193 | ESU08,12/14/2007,1606.25,1606.25,1606.25,1606.25,2156106,2491091
194 | ESU08,12/13/2007,1620.0,1632.0,1620.0,1625.0,2820348,2512021
195 | ESU08,12/12/2007,1627.0,1627.0,1627.0,1627.0,3292255,2340040
196 | ESU08,12/11/2007,1615.5,1615.5,1615.5,1615.5,2557249,2343093
197 | ESU08,12/10/2007,1657.0,1657.0,1657.0,1657.0,1252051,2283862
198 | ESU08,12/07/2007,1645.0,1645.0,1645.0,1645.0,1359579,2234668
199 | ESU08,12/06/2007,1644.5,1644.5,1644.5,1644.5,1757222,2217554
200 | ESU08,12/05/2007,1622.75,1622.75,1622.75,1622.75,1762221,2182253
201 | ESU08,12/04/2007,1599.75,1599.75,1599.75,1599.75,1413767,2164121
202 | ESU08,12/03/2007,1611.5,1611.5,1611.5,1611.5,1479702,2193889
203 | ESU08,11/30/2007,1620.75,1620.75,1620.75,1620.75,2032677,2235933
204 | ESU08,11/29/2007,1608.0,1608.0,1608.0,1608.0,1841485,2186612
205 | ESU08,11/28/2007,1608.0,1608.0,1565.0,1608.0,2431980,2195374
206 | ESU08,11/27/2007,1562.5,1562.5,1562.5,1562.5,2578117,2150645
207 | ESU08,11/26/2007,1544.25,1544.25,1544.25,1544.25,2338876,2138658
208 | ESU08,11/23/2007,1578.5,1578.5,1578.5,1578.5,695843,2123272
209 | ESU08,11/21/2007,1553.0,1553.0,1553.0,1553.0,2000840,2163830
210 | ESU08,11/20/2007,1583.25,1583.25,1583.25,1583.25,2983394,2149484
211 | ESU08,11/19/2007,1573.75,1573.75,1573.75,1573.75,2109419,2079379
212 | ESU08,11/16/2007,1597.5,1597.5,1597.5,1597.5,2140683,2032843
213 | ESU08,11/15/2007,1595.25,1595.25,1595.25,1595.25,2266960,2045024
214 | ESU08,11/14/2007,1616.25,1616.25,1616.25,1616.25,1896429,2047669
215 | ESU08,11/13/2007,1621.25,1621.25,1621.25,1621.25,2070377,2055493
216 | ESU08,11/12/2007,1577.25,1577.25,1577.25,1577.25,1947270,2081276
217 | ESU08,11/09/2007,1592.5,1592.5,1592.5,1592.5,2537594,2074444
218 | ESU08,11/08/2007,1613.5,1613.5,1613.5,1613.5,3103852,2047055
219 | ESU08,11/07/2007,1620.75,1620.75,1620.75,1620.75,2629264,2067515
220 | ESU08,11/06/2007,1664.25,1664.25,1664.25,1664.25,1725127,2036729
221 | ESU08,11/05/2007,1643.75,1643.75,1643.75,1643.75,2092651,2030751
222 | ESU08,11/02/2007,1656.5,1656.5,1656.5,1656.5,2781535,2027368
223 | ESU08,11/01/2007,1654.75,1654.75,1654.75,1654.75,2524955,2037069
224 | ESU08,10/31/2007,1695.25,1695.25,1695.25,1695.25,1962134,2066115
225 | ESU08,10/30/2007,1675.25,1675.25,1675.25,1675.25,1025858,2026704
226 | ESU08,10/29/2007,1686.5,1686.5,1686.5,1686.5,1019754,2022649
227 | ESU08,10/26/2007,1681.25,1681.25,1681.25,1681.25,1552353,2040260
228 | ESU08,10/25/2007,1663.75,1663.75,1663.75,1663.75,1955662,2032087
229 | ESU08,10/24/2007,1661.25,1661.25,1661.25,1661.25,2693969,2013997
230 | ESU08,10/23/2007,1665.0,1665.0,1665.0,1665.0,1747320,1977889
231 | ESU08,10/22/2007,1653.5,1653.5,1653.5,1653.5,2402154,1992653
232 | ESU08,10/19/2007,1645.25,1645.25,1645.25,1645.25,2691104,2009884
233 | ESU08,10/18/2007,1688.75,1688.75,1688.75,1688.75,1557939,2012176
234 | ESU08,10/17/2007,1695.0,1695.0,1695.0,1695.0,2241811,2014874
235 | ESU08,10/16/2007,1690.5,1690.5,1690.5,1690.5,1845905,2000282
236 | ESU08,10/15/2007,1703.5,1703.5,1703.5,1703.5,1956393,2019805
237 | ESU08,10/12/2007,1718.25,1718.25,1718.25,1718.25,1413225,1987037
238 | ESU08,10/11/2007,1709.0,1709.0,1709.0,1709.0,2281335,1971943
239 | ESU08,10/10/2007,1717.25,1717.25,1717.25,1717.25,1309726,1951890
240 | ESU08,10/09/2007,1720.0,1720.0,1720.0,1720.0,1285323,1951052
241 | ESU08,10/08/2007,1706.0,1706.0,1706.0,1706.0,718560,1908674
242 | ESU08,10/05/2007,1714.0,1714.0,1714.0,1714.0,1701140,1917966
243 | ESU08,10/04/2007,1694.0,1694.0,1694.0,1694.0,926203,1876648
244 | ESU08,10/03/2007,1692.5,1692.5,1692.5,1692.5,1386273,1867074
245 | ESU08,10/02/2007,1695.75,1695.75,1695.75,1695.75,1275266,1866091
246 | ESU08,10/01/2007,1698.0,1698.0,1698.0,1698.0,1702041,1838869
247 | ESU08,09/28/2007,1678.75,1678.75,1678.75,1678.75,1456796,1781512
248 | ESU08,09/27/2007,1685.25,1685.25,1685.25,1685.25,1312255,1776944
249 | ESU08,09/26/2007,1677.0,1677.0,1677.0,1677.0,1690284,1817252
250 | ESU08,09/25/2007,1669.75,1669.75,1669.75,1669.75,1582876,1747573
251 | ESU08,09/24/2007,1672.5,1672.5,1672.5,1672.5,1497021,1731709
252 | ESU08,09/21/2007,1675.25,1675.25,1675.25,1675.25,1346844,1685734
253 | ESU08,09/20/2007,1672.5,1672.5,1672.5,1672.5,2201594,1662786
254 | ESU08,09/19/2007,1682.0,1683.0,1682.0,1682.0,3232115,2664456
255 | ESU08,09/18/2007,1674.0,1674.0,1674.0,1674.0,3274385,2852003
256 | ESU08,09/17/2007,1631.5,1631.5,1631.5,1631.5,1751784,2624966
257 | ESU08,09/14/2007,1639.75,1639.75,1639.75,1639.75,1958626,2558690
258 | ESU08,09/13/2007,1639.5,1639.5,1639.5,1639.5,2013016,2457932
259 | ESU08,09/12/2007,1631.0,1631.0,1631.0,1631.0,2001000,2355554
260 | ESU08,09/11/2007,1627.75,1627.75,1627.75,1627.75,1949248,2264974
261 | ESU08,09/10/2007,1609.25,1609.25,1609.25,1609.25,2194052,2289812
262 | ESU08,09/07/2007,1613.75,1613.75,1613.75,1613.75,2530315,2255100
263 | ESU08,09/06/2007,1634.75,1634.75,1634.75,1634.75,1560140,2152345
264 | ESU08,09/05/2007,1632.0,1632.0,1632.0,1632.0,1974802,2115211
265 | ESU08,09/04/2007,1645.5,1645.5,1645.5,1645.5,1643863,2086545
266 | ESU08,08/31/2007,1631.75,1631.75,1631.75,1631.75,1736371,2107252
267 | ESU08,08/30/2007,1615.5,1615.5,1615.5,1615.5,1906549,2164671
268 | ESU08,08/29/2007,1618.5,1618.5,1618.5,1618.5,2034435,2154157
269 | ESU08,08/28/2007,1590.75,1590.75,1590.75,1590.75,1986621,2115550
270 | ESU08,08/27/2007,1623.75,1623.75,1623.75,1623.75,922834,2087345
271 | ESU08,08/24/2007,1638.0,1638.0,1638.0,1638.0,1215681,2071197
272 | ESU08,08/23/2007,1619.75,1619.75,1619.75,1619.75,1662948,2056868
273 | ESU08,08/22/2007,1621.25,1621.25,1621.25,1621.25,1589368,2073805
274 | ESU08,08/21/2007,1601.5,1601.5,1601.5,1601.5,1802239,2085691
275 | ESU08,08/20/2007,1600.25,1600.25,1600.25,1600.25,1757851,2141390
276 | ESU08,08/17/2007,1601.25,1601.25,1601.25,1601.25,3329110,2117952
277 | ESU08,08/16/2007,1575.75,1575.75,1575.75,1575.75,4833384,2231480
278 | ESU08,08/15/2007,1568.5,1568.5,1568.5,1568.5,2980028,2137431
279 | ESU08,08/14/2007,1589.25,1589.25,1589.25,1589.25,2624633,2122079
280 | ESU08,08/13/2007,1611.0,1611.0,1611.0,1611.0,1808266,2080198
281 | ESU08,08/10/2007,1607.0,1607.0,1607.0,1607.0,3639844,2113839
282 | ESU08,08/09/2007,1614.0,1614.0,1614.0,1614.0,3215245,2097576
283 | ESU08,08/08/2007,1623.0,1660.75,1623.0,1660.75,2718473,2113699
284 | ESU08,08/07/2007,1639.75,1639.75,1623.0,1639.75,2614488,2112090
285 | ESU08,08/06/2007,1623.5,1623.5,1623.5,1623.5,2868445,2079001
286 | ESU08,08/03/2007,1597.75,1597.75,1597.75,1597.75,2675039,2066738
287 | ESU08,08/02/2007,1638.0,1638.0,1638.0,1638.0,2211130,2051275
288 | ESU08,08/01/2007,1626.0,1626.0,1626.0,1626.0,3416340,2046567
289 | ESU08,07/31/2007,1618.0,1618.0,1618.0,1618.0,2592449,1981283
290 | ESU08,07/30/2007,1637.5,1637.5,1637.5,1637.5,2216738,1907409
291 | ESU08,07/27/2007,1614.0,1614.0,1614.0,1614.0,3046901,1929045
292 | ESU08,07/26/2007,1646.5,1646.5,1646.5,1646.5,3653900,1860482
293 | ESU08,07/25/2007,1686.0,1686.0,1686.0,1686.0,2389214,1783819
294 | ESU08,07/24/2007,1684.0,1684.0,1684.0,1684.0,2106628,1787385
295 | ESU08,07/23/2007,1711.25,1711.25,1711.25,1711.25,1148765,1747283
296 | ESU08,07/20/2007,1707.5,1707.5,1707.5,1707.5,2193394,1744880
297 | ESU08,07/19/2007,1722.5,1722.5,1722.5,1722.5,1338711,1712856
298 | ESU08,07/18/2007,1717.5,1717.5,1717.5,1717.5,2114815,1727101
299 | ESU08,07/17/2007,1721.5,1721.5,1721.5,1721.5,1268079,1702161
300 | ESU08,07/16/2007,1722.5,1722.5,1722.5,1722.5,1084141,1701865
301 | ESU08,07/13/2007,1722.75,1722.75,1722.75,1722.75,1138188,1691141
302 | ESU08,07/12/2007,1718.25,1718.25,1718.25,1718.25,1654659,1685612
303 | ESU08,07/11/2007,1692.0,1692.0,1692.0,1692.0,1607314,1668094
304 | ESU08,07/10/2007,1681.0,1681.0,1681.0,1681.0,1737383,1682790
305 | ESU08,07/09/2007,1704.0,1704.0,1704.0,1704.0,799181,1637274
306 | ESU08,07/06/2007,1703.25,1703.25,1703.25,1703.25,884045,1614407
307 | ESU08,07/05/2007,1695.25,1695.25,1695.25,1695.25,862015,1629967
308 | ESU08,07/03/2007,1697.0,1697.0,1697.0,1697.0,546806,1620034
309 | ESU08,07/02/2007,1691.5,1691.5,1691.5,1691.5,913745,1635840
310 | ESU08,06/29/2007,1675.75,1675.75,1675.75,1675.75,1774484,1646509
311 | ESU08,06/28/2007,1678.75,1678.75,1678.75,1678.75,1379331,1618821
312 | ESU08,06/27/2007,1680.5,1680.5,1680.5,1680.5,1789152,1609291
313 | ESU08,06/26/2007,1659.25,1659.25,1659.25,1659.25,1923307,1643054
314 | ESU08,06/25/2007,1675.0,1675.0,1675.0,1675.0,1906249,1634151
315 | ESZ08,12/18/2008,1018.0,1022.75,986.25,1005.5,2088236,2298787
316 | ESZ08,12/17/2008,1023.75,1029.25,997.5,1014.25,2931134,3922695
317 | ESZ08,12/16/2008,983.5,1026.0,979.5,1023.5,3394355,3813985
318 | ESZ08,12/15/2008,993.5,1004.0,967.25,983.25,3092294,3648649
319 | ESZ08,12/12/2008,983.0,997.25,939.0,996.0,4097708,3518214
320 | ESZ08,12/11/2008,1008.25,1015.0,978.25,985.0,3754528,3481708
321 | ESZ08,12/10/2008,1000.5,1018.75,994.5,1005.75,2955801,3218193
322 | ESZ08,12/09/2008,1016.25,1026.25,994.5,999.5,2799463,3144744
323 | ESZ08,12/08/2008,982.25,1029.25,977.5,1014.75,2739676,3146724
324 | ESZ08,12/05/2008,957.5,989.5,927.0,982.5,3278125,3189435
325 | ESZ08,12/04/2008,979.0,985.5,942.0,957.5,2883729,3199840
326 | ESZ08,12/03/2008,958.5,983.75,936.0,978.5,3370833,3241657
327 | ESZ08,12/02/2008,926.0,960.75,923.0,959.0,3278584,3219905
328 | ESZ08,12/01/2008,1007.5,1007.5,923.0,925.75,2647150,3251452
329 | ESZ08,11/28/2008,987.25,1007.0,985.0,1005.25,890571,3244212
330 | ESZ08,11/26/2008,963.0,997.75,939.5,996.25,2183922,3224297
331 | ESZ08,11/25/2008,957.25,984.0,943.5,963.25,3128875,3253844
332 | ESZ08,11/24/2008,911.0,976.25,893.25,958.0,3437690,3262323
333 | ESZ08,11/21/2008,859.75,912.25,849.0,902.0,4289539,3303397
334 | ESZ08,11/20/2008,920.5,930.75,855.0,858.25,4487833,3298401
335 | ESZ08,11/19/2008,975.25,976.0,914.25,922.5,3436843,3218206
336 | ESZ08,11/18/2008,960.75,979.0,934.75,976.5,3285137,3178242
337 | ESZ08,11/17/2008,972.0,991.75,957.0,961.0,2807633,3124068
338 | ESZ08,11/14/2008,1017.5,1028.0,970.25,971.5,3380763,3189714
339 | ESZ08,11/13/2008,964.0,1023.75,926.75,1017.75,4458594,3132936
340 | ESZ08,11/12/2008,1003.5,1021.0,958.5,963.5,3005718,3092054
341 | ESZ08,11/11/2008,1029.5,1037.25,992.75,1003.0,2684203,3031125
342 | ESZ08,11/10/2008,1051.0,1072.5,1015.5,1031.5,2133642,2977871
343 | ESZ08,11/07/2008,1013.5,1047.5,1011.0,1046.25,2703538,2961860
344 | ESZ08,11/06/2008,1067.5,1068.0,1007.0,1014.5,3516546,2983194
345 | ESZ08,11/05/2008,1112.5,1118.5,1057.0,1068.0,2740245,2907890
346 | ESZ08,11/04/2008,1079.5,1116.75,1074.0,1113.25,2330244,2889959
347 | ESZ08,11/03/2008,1075.75,1089.75,1067.0,1079.5,1526918,2896766
348 | ESZ08,10/31/2008,1069.75,1094.0,1050.0,1077.25,2760018,2927326
349 | ESZ08,10/30/2008,1037.75,1078.5,1036.75,1071.5,2932752,2940487
350 | ESZ08,10/29/2008,1048.75,1081.25,1024.25,1037.0,3241929,2950694
351 | ESZ08,10/28/2008,946.5,1052.75,937.25,1048.75,3772789,3034561
352 | ESZ08,10/27/2008,974.25,1004.0,935.0,944.75,2928467,3089792
353 | ESZ08,10/24/2008,1024.5,1027.25,950.25,976.0,3317679,3077361
354 | ESZ08,10/23/2008,1014.5,1033.25,966.0,1025.25,4065682,3041597
355 | ESZ08,10/22/2008,1068.5,1079.25,982.5,1012.75,3294987,3041776
356 | ESZ08,10/21/2008,1102.75,1102.75,1061.0,1069.25,2641317,3023803
357 | ESZ08,10/20/2008,1047.5,1102.75,1035.5,1100.5,2438616,3025455
358 | ESZ08,10/17/2008,1051.0,1097.75,1018.0,1043.5,3822772,2980661
359 | ESZ08,10/16/2008,1013.5,1060.0,975.25,1051.0,5082816,3130108
360 | ESZ08,10/15/2008,1114.0,1118.5,1007.25,1013.25,3840158,3204275
361 | ESZ08,10/14/2008,1122.0,1177.0,1084.25,1112.25,4100451,3185319
362 | ESZ08,10/13/2008,1019.5,1127.5,1019.25,1126.75,3362719,3136185
363 | ESZ08,10/10/2008,1023.5,1053.0,947.0,1001.0,5906213,3286156
364 | ESZ08,10/09/2008,1091.25,1120.0,1015.5,1022.5,4178884,3146292
365 | ESZ08,10/08/2008,1114.0,1155.0,1073.0,1091.0,5319039,3082193
366 | ESZ08,10/07/2008,1164.0,1188.0,1109.5,1115.75,4304997,2892076
367 | ESZ08,10/06/2008,1213.75,1214.0,1119.0,1163.25,4484541,2771707
368 | ESZ08,10/03/2008,1234.75,1271.0,1212.5,1218.25,3198201,2670153
369 | ESZ08,10/02/2008,1278.25,1284.0,1225.25,1234.5,2758246,2574177
370 | ESZ08,10/01/2008,1277.5,1283.0,1253.75,1278.5,2507955,2504827
371 | ESZ08,09/30/2008,1228.25,1285.75,1222.0,1279.0,2936999,2562842
372 | ESZ08,09/29/2008,1330.0,1331.25,1223.5,1228.75,3950446,2426904
373 | ESZ08,09/26/2008,1322.25,1331.25,1294.75,1324.5,2237975,2282102
374 | ESZ08,09/25/2008,1302.25,1334.75,1296.0,1323.5,2748750,2294675
375 | ESZ08,09/24/2008,1298.0,1320.25,1290.25,1303.0,2404039,2258078
376 | ESZ08,09/23/2008,1323.0,1332.75,1295.5,1297.0,3100379,2251047
377 | ESZ08,09/22/2008,1354.0,1360.25,1315.25,1323.75,2760042,2274273
378 | ESZ08,09/19/2008,1313.25,1401.25,1312.5,1356.0,4010576,2338739
379 | ESZ08,09/18/2008,1277.0,1328.75,1246.25,1313.25,6013223,2380361
380 | ESZ08,09/17/2008,1327.75,1339.5,1267.0,1273.0,5915946,3490505
381 | ESZ08,09/16/2008,1305.5,1331.0,1273.0,1326.25,6078616,3205708
382 | ESZ08,09/15/2008,1345.0,1349.25,1305.5,1306.0,5191302,3050804
383 | ESZ08,09/12/2008,1362.0,1369.25,1344.5,1368.5,3648514,2809462
384 | ESZ08,09/11/2008,1344.0,1364.0,1322.25,1362.0,4145205,2739328
385 | ESZ08,09/10/2008,1338.5,1355.5,1331.5,1344.5,3267955,2573257
386 | ESZ08,09/09/2008,1378.0,1386.25,1334.5,1337.75,3511803,2584490
387 | ESZ08,09/08/2008,1368.5,1393.75,1358.5,1378.5,3333353,2533550
388 | ESZ08,09/05/2008,1348.25,1356.75,1327.75,1352.5,3016691,2461589
389 | ESZ08,09/04/2008,1387.0,1388.75,1346.5,1348.0,2879958,2461572
390 | ESZ08,09/03/2008,1388.0,1392.5,1377.25,1386.75,2191428,2451668
391 | ESZ08,09/02/2008,1392.5,1415.25,1383.5,1388.0,2307061,2459927
392 | ESZ08,08/29/2008,1408.25,1409.25,1393.5,1394.25,1363496,2431595
393 | ESZ08,08/28/2008,1392.75,1411.75,1387.5,1409.75,1529544,2457631
394 | ESZ08,08/27/2008,1382.25,1396.5,1377.5,1393.5,1467894,2431112
395 | ESZ08,08/26/2008,1379.25,1387.0,1374.0,1383.25,1494188,2445030
396 | ESZ08,08/25/2008,1404.0,1404.0,1376.0,1377.75,1643724,2458453
397 | ESZ08,08/22/2008,1387.0,1405.0,1382.75,1403.75,1386150,2444890
398 | ESZ08,08/21/2008,1385.5,1392.75,1375.0,1387.0,1605250,2471572
399 | ESZ08,08/20/2008,1378.75,1388.0,1372.25,1385.25,1776403,2450449
400 | ESZ08,08/19/2008,1393.75,1394.0,1374.25,1379.75,1719522,2480227
401 | ESZ08,08/18/2008,1410.5,1417.25,1385.75,1393.5,1704377,2436259
402 | ESZ08,08/15/2008,1405.5,1413.75,1402.5,1411.5,1477150,2417382
403 | ESZ08,08/14/2008,1397.0,1412.0,1387.25,1405.5,1887551,2452654
404 | ESZ08,08/13/2008,1404.0,1405.75,1386.5,1396.25,2187873,2462142
405 | ESZ08,08/12/2008,1414.25,1419.0,1397.25,1403.0,1747395,2464302
406 | ESZ08,08/11/2008,1403.25,1425.25,1400.25,1417.0,2101714,2497873
407 | ESZ08,08/08/2008,1380.0,1409.25,1373.5,1404.0,2181712,2548147
408 | ESZ08,08/07/2008,1399.0,1400.25,1375.25,1379.5,1999790,2517197
409 | ESZ08,08/06/2008,1394.5,1403.25,1387.5,1399.5,1734213,2485848
410 | ESZ08,08/05/2008,1362.0,1396.0,1359.5,1394.5,2004869,2493001
411 | ESZ08,08/04/2008,1370.5,1374.0,1358.0,1360.25,1523855,2500896
412 | ESZ08,08/01/2008,1378.25,1385.25,1365.0,1372.0,1865967,2466548
413 | ESZ08,07/31/2008,1393.5,1401.0,1376.75,1378.5,2334436,2488909
414 | ESZ08,07/30/2008,1374.5,1396.5,1372.0,1396.5,2351700,2475353
415 | ESZ08,07/29/2008,1345.5,1374.5,1344.0,1373.5,2098918,2488168
416 | ESZ08,07/28/2008,1365.0,1371.25,1345.0,1346.75,1622137,2469176
417 | ESZ08,07/25/2008,1364.75,1374.0,1361.5,1365.75,1616780,2401416
418 | ESZ08,07/24/2008,1392.75,1396.5,1362.75,1365.5,1992799,2429047
419 | ESZ08,07/23/2008,1387.25,1403.0,1386.0,1394.5,2131947,2400744
420 | ESZ08,07/22/2008,1367.0,1389.75,1359.5,1386.25,2108089,2435374
421 | ESZ08,07/21/2008,1372.25,1380.25,1367.25,1373.5,1537090,2429736
422 | ESZ08,07/18/2008,1360.25,1374.5,1352.5,1372.25,1926102,2449494
423 | ESZ08,07/17/2008,1352.75,1374.25,1349.0,1365.0,2897897,2530778
424 | ESZ08,07/16/2008,1325.0,1357.75,1314.25,1352.5,2896617,2512078
425 | ESZ08,07/15/2008,1339.0,1346.75,1312.0,1322.75,3670359,2551249
426 | ESZ08,07/14/2008,1364.5,1371.25,1336.75,1339.75,2666736,2484352
427 | ESZ08,07/11/2008,1368.0,1373.0,1337.5,1351.5,3254369,2455027
428 | ESZ08,07/10/2008,1359.5,1370.25,1349.0,1366.25,3040155,2392694
429 | ESZ08,07/09/2008,1386.0,1390.25,1356.75,1359.5,2407210,2350923
430 | ESZ08,07/08/2008,1363.75,1387.25,1349.0,1385.5,2753156,2305736
431 | ESZ08,07/07/2008,1371.0,1386.5,1352.0,1363.5,2582813,2295501
432 | ESZ08,07/03/2008,1373.25,1388.25,1364.0,1376.75,1848651,2256649
433 | ESZ08,07/02/2008,1398.5,1406.0,1373.25,1374.75,2434191,2181596
434 | ESZ08,07/01/2008,1395.0,1398.25,1373.25,1398.25,3205711,2128233
435 | ESZ08,06/30/2008,1392.75,1403.75,1388.0,1393.25,2170134,2063096
436 | ESZ08,06/27/2008,1398.5,1403.5,1385.25,1392.0,2340463,2034347
437 | ESZ08,06/26/2008,1431.0,1432.75,1395.5,1396.75,2651560,1999401
438 | ESZ08,06/25/2008,1428.75,1450.25,1428.25,1435.25,2072798,1912010
439 | ESZ08,06/24/2008,1430.25,1440.5,1418.5,1428.5,2122744,1945750
440 | ESZ08,06/23/2008,1432.0,1439.75,1429.5,1431.25,1453910,1900083
441 | ESZ08,06/20/2008,1445.0,1448.5,1428.0,1432.0,2323464,1878725
442 | ESZ08,06/19/2008,1451.0,1461.75,1443.5,1454.5,2356396,1868410
443 | ESZ08,06/18/2008,1458.5,1461.0,1448.75,1451.5,2732084,2812193
444 | ESZ08,06/17/2008,1480.75,1481.75,1465.5,1466.25,2542668,2863046
445 | ESZ08,06/16/2008,1469.0,1480.0,1468.5,1473.75,2260083,2619908
446 | ESZ08,06/13/2008,1461.25,1475.75,1451.0,1473.25,2780594,2655239
447 | ESZ08,06/12/2008,1465.0,1467.75,1447.0,1456.75,3090255,2681065
448 | ESZ08,06/11/2008,1469.75,1473.5,1450.75,1451.0,2942579,2570800
449 | ESZ08,06/10/2008,1466.75,1481.0,1465.25,1471.5,2361515,2459095
450 | ESZ08,06/09/2008,1476.0,1484.0,1467.0,1478.5,2217468,2450450
451 | ESZ08,06/06/2008,1507.25,1520.25,1472.0,1473.5,2844636,2464350
452 | ESZ08,06/05/2008,1505.75,1519.5,1493.0,1519.5,2018540,2365904
453 | ESZ08,06/04/2008,1500.0,1501.25,1486.75,1491.25,2110071,2361462
454 | ESZ08,06/03/2008,1503.0,1506.0,1485.0,1492.25,2207987,2348971
455 | ESZ08,06/02/2008,1491.25,1514.25,1491.25,1499.0,1736592,2290519
456 | ESZ08,05/30/2008,1515.0,1518.0,1513.25,1514.75,1188784,2254910
457 | ESZ08,05/29/2008,1512.0,1520.25,1512.0,1512.0,1735946,2295267
458 | ESZ08,05/28/2008,1505.5,1505.5,1493.0,1505.5,1714136,2295098
459 | ESZ08,05/27/2008,1486.0,1500.75,1486.0,1498.5,1582900,2290378
460 | ESZ08,05/23/2008,1502.25,1504.25,1486.75,1486.75,1529219,2283559
461 | ESZ08,05/22/2008,1506.75,1511.75,1505.5,1506.75,1735426,2258129
462 | ESZ08,05/21/2008,1502.75,1534.75,1502.75,1506.0,2387075,2270953
463 | ESZ08,05/20/2008,1541.5,1543.0,1524.5,1530.75,1879644,2225332
464 | ESZ08,05/19/2008,1540.25,1553.5,1537.0,1543.5,1799879,2206872
465 | ESZ08,05/16/2008,1539.5,1540.0,1533.75,1539.5,1794362,2176270
466 | ESZ08,05/15/2008,1538.5,1538.5,1522.75,1538.5,1749145,2159629
467 | ESZ08,05/14/2008,1522.0,1534.25,1516.75,1522.0,1750454,2130662
468 | ESZ08,05/13/2008,1509.75,1521.25,1509.75,1518.75,1530794,2129314
469 | ESZ08,05/12/2008,1518.0,1518.0,1501.25,1518.0,1573953,2122129
470 | ESZ08,05/09/2008,1498.75,1504.75,1497.5,1502.0,1628514,2103063
471 | ESZ08,05/08/2008,1511.5,1513.75,1505.0,1505.0,1706898,2084738
472 | ESZ08,05/07/2008,1508.75,1533.75,1507.5,1508.75,1948192,2127574
473 | ESZ08,05/06/2008,1534.5,1534.5,1513.0,1534.5,1893445,2117708
474 | ESZ08,05/05/2008,1524.75,1527.25,1519.75,1522.0,1258088,2088459
475 | ESZ08,05/02/2008,1529.5,1536.25,1522.0,1529.5,1925749,2089664
476 | ESZ08,05/01/2008,1525.5,1525.5,1504.75,1525.5,1906910,2089310
477 | ESZ08,04/30/2008,1499.5,1513.25,1499.5,1499.5,1919005,2090317
478 | ESZ08,04/29/2008,1505.75,1511.5,1503.5,1505.75,1454112,2070628
479 | ESZ08,04/28/2008,1512.5,1517.25,1512.0,1512.5,1157027,2075574
480 | ESZ08,04/25/2008,1512.25,1512.25,1507.25,1512.25,1570309,2085293
481 | ESZ08,04/24/2008,1500.75,1512.5,1488.75,1500.75,2149422,2076142
482 | ESZ08,04/23/2008,1493.0,1500.75,1488.75,1493.0,1839075,2060563
483 | ESZ08,04/22/2008,1495.0,1501.25,1488.5,1495.25,1756254,2042218
484 | ESZ08,04/21/2008,1499.25,1504.75,1498.0,1503.0,1258840,2055732
485 | ESZ08,04/18/2008,1502.5,1510.5,1499.25,1502.5,1996626,2061100
486 | ESZ08,04/17/2008,1486.5,1486.5,1474.25,1486.5,1808842,2038094
487 | ESZ08,04/16/2008,1466.75,1483.75,1449.75,1483.75,2093667,2055498
488 | ESZ08,04/15/2008,1447.5,1448.75,1437.75,1447.75,1755835,2040220
489 | ESZ08,04/14/2008,1442.25,1447.0,1439.75,1442.25,1459564,2042897
490 | ESZ08,04/11/2008,1446.25,1446.25,1446.25,1446.25,2027623,2018813
491 | ESZ08,04/10/2008,1477.75,1477.75,1466.5,1474.25,1788606,2051338
492 | ESZ08,04/09/2008,1469.5,1481.75,1465.75,1471.5,1834761,2093872
493 | ESZ08,04/08/2008,1475.75,1482.5,1475.75,1482.5,1419106,2098631
494 | ESZ08,04/07/2008,1483.5,1493.25,1483.25,1483.5,1477506,2149309
495 | ESZ08,04/04/2008,1483.0,1483.0,1482.0,1483.0,1922449,2113604
496 | ESZ08,04/03/2008,1484.0,1485.0,1484.0,1485.0,1597888,2131081
497 | ESZ08,04/02/2008,1482.75,1482.75,1482.75,1482.75,1853621,2123047
498 | ESZ08,04/01/2008,1481.75,1481.75,1435.25,1481.75,2333986,2112298
499 | ESZ08,03/31/2008,1424.5,1434.25,1424.5,1434.25,1623922,2024518
500 | ESZ08,03/28/2008,1429.0,1441.25,1429.0,1429.0,1528420,2050418
501 | ESZ08,03/27/2008,1439.75,1455.5,1439.75,1439.75,2025472,2054046
502 | ESZ08,03/26/2008,1448.75,1460.25,1445.75,1445.75,1603720,2042038
503 | ESZ08,03/25/2008,1458.0,1463.0,1457.75,1462.0,1737415,2083791
504 | ESZ08,03/24/2008,1462.0,1467.25,1440.75,1462.5,1431866,2053640
505 | ESZ08,03/20/2008,1430.0,1435.0,1430.0,1435.0,2163348,2082990
506 | ESZ08,03/19/2008,1408.0,1443.0,1408.0,1408.0,3785351,3212808
507 | ESZ08,03/18/2008,1443.5,1443.5,1443.5,1443.5,3883215,3089772
508 | ESZ08,03/17/2008,1387.0,1387.0,1387.0,1387.0,4667997,3038059
509 | ESZ08,03/14/2008,1402.5,1402.5,1402.5,1402.5,5225696,2864236
510 | ESZ08,03/13/2008,1426.0,1426.0,1426.0,1426.0,4595392,2694180
511 | ESZ08,03/12/2008,1435.0,1435.0,1422.0,1422.0,2848485,2494073
512 | ESZ08,03/11/2008,1437.5,1437.5,1437.5,1437.5,3362621,2494185
513 | ESZ08,03/10/2008,1387.25,1387.25,1387.25,1387.25,2495322,2505200
514 | ESZ08,03/07/2008,1405.25,1405.25,1405.25,1405.25,3179188,2501529
515 | ESZ08,03/06/2008,1420.75,1420.75,1420.75,1420.75,2600577,2426760
516 | ESZ08,03/05/2008,1449.5,1449.5,1449.5,1449.5,2523207,2397778
517 | ESZ08,03/04/2008,1440.25,1440.25,1440.25,1440.25,2809197,2402419
518 | ESZ08,03/03/2008,1445.25,1445.25,1445.25,1445.25,1970657,2342000
519 | ESZ08,02/29/2008,1444.5,1444.5,1444.5,1444.5,2328041,2350919
520 | ESZ08,02/28/2008,1481.5,1481.5,1481.5,1481.5,1813434,2332597
521 | ESZ08,02/27/2008,1496.25,1496.25,1496.25,1496.25,1844789,2351230
522 | ESZ08,02/26/2008,1498.75,1498.75,1498.75,1498.75,2116632,2358306
523 | ESZ08,02/25/2008,1488.25,1488.25,1488.25,1488.25,2046471,2386593
524 | ESZ08,02/22/2008,1471.5,1471.5,1471.5,1471.5,2035026,2375793
525 | ESZ08,02/21/2008,1463.0,1463.0,1463.0,1463.0,2043429,2392517
526 | ESZ08,02/20/2008,1475.25,1475.25,1475.25,1475.25,2225646,2401924
527 | ESZ08,02/19/2008,1471.0,1471.0,1465.0,1471.0,1721942,2372053
528 | ESZ08,02/15/2008,1466.5,1466.5,1466.5,1466.5,1472594,2360032
529 | ESZ08,02/14/2008,1466.5,1466.5,1466.5,1466.5,1908576,2386255
530 | ESZ08,02/13/2008,1478.75,1478.75,1478.75,1478.75,1841856,2467055
531 | ESZ08,02/12/2008,1464.5,1464.5,1464.5,1464.5,2257074,2474074
532 | ESZ08,02/11/2008,1453.25,1453.25,1453.25,1453.25,1845867,2499196
533 | ESZ08,02/08/2008,1445.25,1445.25,1445.25,1445.25,1710593,2505057
534 | ESZ08,02/07/2008,1456.0,1456.0,1456.0,1456.0,2935833,2530353
535 | ESZ08,02/06/2008,1445.5,1445.5,1445.5,1445.5,2165914,2508827
536 | ESZ08,02/05/2008,1459.25,1466.5,1459.25,1459.25,2528050,2490834
537 | ESZ08,02/04/2008,1496.25,1496.25,1496.25,1496.25,1219801,2397345
538 | ESZ08,02/01/2008,1514.5,1514.5,1503.5,1514.5,2309047,2438053
539 | ESZ08,01/31/2008,1496.0,1496.0,1496.0,1496.0,3199574,2508054
540 | ESZ08,01/30/2008,1467.75,1467.75,1467.75,1467.75,2619514,2503578
541 | ESZ08,01/29/2008,1481.0,1481.0,1472.5,1481.0,1584161,2389599
542 | ESZ08,01/28/2008,1473.0,1473.0,1473.0,1473.0,2024030,2486780
543 | ESZ08,01/25/2008,1452.0,1452.0,1452.0,1452.0,2546898,2488355
544 | ESZ08,01/24/2008,1465.0,1471.25,1463.0,1471.25,2444829,2497979
545 | ESZ08,01/23/2008,1400.0,1459.75,1395.0,1459.75,4131486,2527702
546 | ESZ08,01/22/2008,1426.5,1426.5,1387.0,1426.5,4752915,2509793
547 | ESZ08,01/18/2008,1446.25,1462.0,1441.5,1446.25,3233359,2316647
548 | ESZ08,01/17/2008,1461.0,1495.0,1461.0,1461.0,3406837,2333762
549 | ESZ08,01/16/2008,1502.0,1505.0,1499.25,1499.25,3224483,2222058
550 | ESZ08,01/15/2008,1549.0,1553.0,1511.5,1511.5,2439706,2139689
551 | ESZ08,01/14/2008,1544.0,1544.0,1544.0,1544.0,1457262,2059649
552 | ESZ08,01/11/2008,1532.0,1532.0,1532.0,1532.0,2192693,2039950
553 | ESZ08,01/10/2008,1547.5,1547.5,1547.5,1547.5,2742660,2020473
554 | ESZ08,01/09/2008,1539.0,1539.0,1539.0,1539.0,2815570,2005216
555 | ESZ08,01/08/2008,1523.5,1523.5,1523.5,1523.5,2903799,1993318
556 | ESZ08,01/07/2008,1549.0,1549.0,1549.0,1549.0,2441751,1897952
557 | ESZ08,01/04/2008,1550.25,1550.25,1550.25,1550.25,2202272,1892926
558 | ESZ08,01/03/2008,1587.75,1587.75,1587.75,1587.75,1267849,1768115
559 | ESZ08,01/02/2008,1588.5,1588.5,1588.5,1588.5,1626737,1772271
560 | ESZ08,12/31/2007,1609.25,1609.25,1609.25,1609.25,672421,1725693
561 | ESZ08,12/28/2007,1618.0,1618.0,1618.0,1618.0,795008,1756840
562 | ESZ08,12/27/2007,1623.0,1623.0,1623.0,1623.0,902859,1758619
563 | ESZ08,12/26/2007,1643.5,1643.5,1643.5,1643.5,365809,1746379
564 | ESZ08,12/24/2007,1640.5,1640.5,1640.5,1640.5,253987,1747149
565 | ESZ08,12/21/2007,1631.75,1631.75,1614.0,1631.75,1195581,1756258
566 | ESZ08,12/20/2007,1607.5,1607.5,1585.75,1607.5,1606679,1757437
567 | ESZ08,12/19/2007,1597.75,1597.75,1597.75,1597.75,2407451,2835417
568 | ESZ08,12/18/2007,1600.0,1600.0,1600.0,1600.0,2693695,2757509
569 | ESZ08,12/17/2007,1590.5,1590.75,1590.5,1590.5,2389318,2647947
570 | ESZ08,12/14/2007,1613.25,1613.25,1613.25,1613.25,2156106,2491091
571 | ESZ08,12/13/2007,1631.5,1631.5,1631.5,1631.5,2820348,2512021
572 | ESZ08,12/12/2007,1630.0,1633.5,1618.0,1633.5,3292255,2340040
573 | ESZ08,12/11/2007,1663.0,1663.0,1622.0,1622.0,2557249,2343093
574 | ESZ08,12/10/2007,1664.0,1664.0,1664.0,1664.0,1252051,2283862
575 | ESZ08,12/07/2007,1652.0,1652.0,1652.0,1652.0,1359579,2234668
576 | ESZ08,12/06/2007,1651.0,1651.0,1651.0,1651.0,1757222,2217554
577 | ESZ08,12/05/2007,1628.75,1628.75,1628.75,1628.75,1762221,2182253
578 | ESZ08,12/04/2007,1604.75,1604.75,1604.75,1604.75,1413767,2164121
579 | ESZ08,12/03/2007,1617.5,1624.5,1617.5,1617.5,1479702,2193889
580 | ESZ08,11/30/2007,1626.5,1626.5,1623.5,1626.5,2032677,2235933
581 | ESZ08,11/29/2007,1614.0,1614.0,1614.0,1614.0,1841485,2186612
582 | ESZ08,11/28/2007,1568.0,1614.0,1562.0,1614.0,2431980,2195374
583 | ESZ08,11/27/2007,1567.5,1567.5,1567.5,1567.5,2578117,2150645
584 | ESZ08,11/26/2007,1549.25,1549.25,1549.25,1549.25,2338876,2138658
585 | ESZ08,11/23/2007,1584.5,1584.5,1584.5,1584.5,695843,2123272
586 | ESZ08,11/21/2007,1558.25,1558.25,1558.25,1558.25,2000840,2163830
587 | ESZ08,11/20/2007,1589.5,1589.5,1589.5,1589.5,2983394,2149484
588 | ESZ08,11/19/2007,1580.0,1580.0,1580.0,1580.0,2109419,2079379
589 | ESZ08,11/16/2007,1604.5,1604.5,1604.5,1604.5,2140683,2032843
590 | ESZ08,11/15/2007,1602.25,1602.25,1602.25,1602.25,2266960,2045024
591 | ESZ08,11/14/2007,1623.5,1623.5,1623.5,1623.5,1896429,2047669
592 | ESZ08,11/13/2007,1628.75,1628.75,1628.75,1628.75,2070377,2055493
593 | ESZ08,11/12/2007,1584.75,1584.75,1584.75,1584.75,1947270,2081276
594 | ESZ08,11/09/2007,1600.0,1600.0,1600.0,1600.0,2537594,2074444
595 | ESZ08,11/08/2007,1620.5,1620.5,1620.5,1620.5,3103852,2047055
596 | ESZ08,11/07/2007,1628.25,1628.25,1628.25,1628.25,2629264,2067515
597 | ESZ08,11/06/2007,1673.25,1673.25,1673.25,1673.25,1725127,2036729
598 | ESZ08,11/05/2007,1652.75,1652.75,1652.75,1652.75,2092651,2030751
599 | ESZ08,11/02/2007,1665.0,1665.0,1665.0,1665.0,2781535,2027368
600 | ESZ08,11/01/2007,1663.25,1663.25,1663.25,1663.25,2524955,2037069
601 | ESZ08,10/31/2007,1704.0,1704.0,1704.0,1704.0,1962134,2066115
602 | ESZ08,10/30/2007,1683.5,1683.5,1683.5,1683.5,1025858,2026704
603 | ESZ08,10/29/2007,1694.75,1694.75,1694.75,1694.75,1019754,2022649
604 | ESZ08,10/26/2007,1689.5,1689.5,1689.5,1689.5,1552353,2040260
605 | ESZ08,10/25/2007,1671.5,1671.5,1671.5,1671.5,1955662,2032087
606 | ESZ08,10/24/2007,1670.25,1670.25,1670.25,1670.25,2693969,2013997
607 | ESZ08,10/23/2007,1673.5,1673.5,1673.5,1673.5,1747320,1977889
608 | ESZ08,10/22/2007,1663.0,1663.0,1663.0,1663.0,2402154,1992653
609 | ESZ08,10/19/2007,1653.75,1653.75,1653.75,1653.75,2691104,2009884
610 | ESZ08,10/18/2007,1698.25,1698.25,1698.25,1698.25,1557939,2012176
611 | ESZ08,10/17/2007,1704.5,1704.5,1704.5,1704.5,2241811,2014874
612 | ESZ08,10/16/2007,1700.0,1700.0,1700.0,1700.0,1845905,2000282
613 | ESZ08,10/15/2007,1713.5,1713.5,1713.5,1713.5,1956393,2019805
614 | ESZ08,10/12/2007,1728.25,1728.25,1728.25,1728.25,1413225,1987037
615 | ESZ08,10/11/2007,1719.0,1719.0,1719.0,1719.0,2281335,1971943
616 | ESZ08,10/10/2007,1727.25,1727.25,1727.25,1727.25,1309726,1951890
617 | ESZ08,10/09/2007,1730.0,1730.0,1730.0,1730.0,1285323,1951052
618 | ESZ08,10/08/2007,1716.0,1716.0,1716.0,1716.0,718560,1908674
619 | ESZ08,10/05/2007,1724.0,1724.0,1724.0,1724.0,1701140,1917966
620 | ESZ08,10/04/2007,1703.5,1703.5,1703.5,1703.5,926203,1876648
621 | ESZ08,10/03/2007,1702.0,1702.0,1702.0,1702.0,1386273,1867074
622 | ESZ08,10/02/2007,1704.5,1704.5,1704.5,1704.5,1275266,1866091
623 | ESZ08,10/01/2007,1707.0,1707.0,1707.0,1707.0,1702041,1838869
624 | ESZ08,09/28/2007,1687.75,1687.75,1687.75,1687.75,1456796,1781512
625 | ESZ08,09/27/2007,1694.25,1694.25,1694.25,1694.25,1312255,1776944
626 | ESZ08,09/26/2007,1686.0,1686.0,1686.0,1686.0,1690284,1817252
627 | ESZ08,09/25/2007,1678.75,1678.75,1678.75,1678.75,1582876,1747573
628 | ESZ08,09/24/2007,1681.5,1681.5,1681.5,1681.5,1497021,1731709
629 |
--------------------------------------------------------------------------------
/futures_import/contract_chains/root_symbols.csv:
--------------------------------------------------------------------------------
1 | Mic,PrimaryExchange,Symbol,TradingClass,LongName,Currency,Multiplier,UnderSymbol,UnderSecType,StartDate
2 | EUCH,SOFFEX,CONF,CONF,"Swiss Federal Long-Term Bonds",CHF,1000,CONF,IND,2017-12-07
3 | EUCH,SOFFEX,SLI,FSLI,"Swiss Leader Index (PREIS_INDEX)",CHF,10,SLI,IND,2017-12-14
4 | EUCH,SOFFEX,SMI,FSMI,"Swiss Market Index",CHF,10,SMI,IND,2017-12-15
5 | EUCH,SOFFEX,SMIDP,FSMD,"SMI Dividend Points Index",CHF,100,SMIDP,IND,2017-12-15
6 | EUCH,SOFFEX,SMIM,FSMM,"Swiss Mid-cap Index",CHF,10,SMIM,IND,2017-12-14
7 | IFEN,IPE,ATW,ATW,"ICE Rotterdam Coal",USD,1000,ATW,IND,2017-10-27
8 | IFEN,IPE,COIL,COIL,"ICE Brent Crude",USD,1000,COIL,IND,2017-10-31
9 | IFEN,IPE,GOIL,GOIL,"ICE Gasoil",USD,100,GOIL,IND,2017-10-12
10 | IFEN,IPE,HOIL,HOIL,"ICE Heating Oil",USD,42000,HOIL,IND,2017-10-30
11 | IFEN,IPE,NCF,NCF,"Newcastle Coal Futures",USD,1000,NCF,IND,2017-10-27
12 | IFEN,IPE,NGF,NGF,"ICE UK Natural Gas",GBP,28000,NGF,IND,2018-01-30
13 | IFEN,IPE,NGF,NGF,"ICE UK Natural Gas",GBP,29000,NGF,IND,2020-01-30
14 | IFEN,IPE,NGF,NGF,"ICE UK Natural Gas",GBP,30000,NGF,IND,2017-10-30
15 | IFEN,IPE,NGF,NGF,"ICE UK Natural Gas",GBP,31000,NGF,IND,2017-11-29
16 | IFEN,IPE,RBOB,RBOB,"ICE NYH RBOB Gasoline",USD,42000,RBOB,IND,2017-10-30
17 | IFEN,IPE,UCX,UCX,"CSX Coal Futures",USD,1000,UCX,IND,2017-10-25
18 | IFEN,IPE,WTI,WTI,"West Texas Intermediate Light Sweet Crude Oil",USD,1000,WTI,IND,2017-10-19
19 | IFLL,ICEEU,F1DV,XZ,"FTSE 100 Dividend Index",GBP,10,F1DV,IND,2017-12-14
20 | IFLL,ICEEU,H,H,"Medium Gilt",GBP,1000,H,IND,2010-03-29
21 | IFLL,ICEEU,I,I,"3 Month EURIBOR Interest Rate",EUR,2500,I,IND,2017-10-16
22 | IFLL,ICEEU,L,L,"3 Month Sterling Interest Rate FUT",GBP,1250,L,IND,2017-10-18
23 | IFLL,ICEEU,NDUEBRAF,MCG,"The MSCI Brazil Net Total Return",USD,100,NDUEBRAF,IND,2021-12-17
24 | IFLL,ICEEU,O,O,"5 Year Euro Swapnote",EUR,1000,O,IND,2017-12-18
25 | IFLL,ICEEU,P,P,"10 Year Euro Swapnote",EUR,1000,P,IND,2017-12-18
26 | IFLL,ICEEU,R,R,"Long Gilt",GBP,1000,R,IND,1983-03-29
27 | IFLL,ICEEU,S,S,"Three Month Euro Swiss Franc Interest Rate",CHF,2500,S,IND,2017-12-18
28 | IFLL,ICEEU,SG,G,"Short Gilt",GBP,1000,SG,IND,2010-03-29
29 | IFLL,ICEEU,SONIA.N,SO3,"Three Month SONIA",GBP,2500,SONIA.N,IND,2021-12-14
30 | IFLL,ICEEU,SONIO.N,SOA,"One Month SONIA",GBP,2500,SONIO.N,IND,2021-10-29
31 | IFLL,ICEEU,SRFXON3,SA3,"Three Month SaronA",CHF,2500,SRFXON3,IND,2021-12-14
32 | IFLL,ICEEU,TWS,TWS,"2 Year Euro Swapnote",EUR,1000,TWS,IND,2017-12-18
33 | IFLL,ICEEU,USO,USO,"Five Year $ Swapnote",USD,1000,USO,IND,2017-12-18
34 | IFLL,ICEEU,USP,USP,"Ten Year $ Swapnote",USD,1000,USP,IND,2017-12-18
35 | IFLL,ICEEU,USW,USW,"Two Year Dollar Swapnote",USD,2000,USW,IND,2017-12-18
36 | IFLL,ICEEU,Y,Y2,"FTSE 250 Index",GBP,2,Y,IND,1994-03-18
37 | IFLL,ICEEU,Z,Z,"FTSE 100 Index",GBP,1000,Z,IND,1984-06-29
38 | IFLX,ICEEUSOFT,C,C,Cocoa,GBP,10,C,IND,2017-12-12
39 | IFLX,ICEEUSOFT,D,RC,"Robusta Coffee",USD,10,D,IND,2017-11-30
40 | IFLX,ICEEUSOFT,T,T,Wheat,GBP,100,T,IND,2017-11-23
41 | IFLX,ICEEUSOFT,W,W,"White Sugar",USD,50,W,IND,2017-11-15
42 | IFUS,ICEUS,AUD,KAU,"Australian dollar",USD,100000,AUD.USD,CASH,2017-12-18
43 | IFUS,ICECRYPTO,BAKKT,BTM,"Bakkt Bitcoin",USD,1,BAKKT,IND,2019-10-16
44 | IFUS,NYBOT,CC,CC,"Cocoa NYBOT",USD,10,CC,IND,1980-03-20
45 | IFUS,NYBOT,CT,CT,"Cotton No. 2",USD,50000,CT,IND,1980-03-07
46 | IFUS,NYBOT,DX,DX,"NYBOT US Dollar FX",USD,1000,DX,IND,1986-03-19
47 | IFUS,ICEUS,EAD,KRA,"European Monetary Union Euro",AUD,125000,EUR.AUD,CASH,2017-12-18
48 | IFUS,ICEUS,ECD,KEP,"European Monetary Union Euro",CAD,125000,EUR.CAD,CASH,2017-12-18
49 | IFUS,ICEUS,EJ,KEJ,"NYBOT Euro in Japanese Yen",JPY,125000,EJ,IND,1999-03-15
50 | IFUS,ICEUS,EO,KEO,"European Monetary Union Euro",USD,125000,EUR.USD,CASH,2017-12-18
51 | IFUS,ICEUS,GB,KGB,"Euro in British Pound",GBP,125000,GB,CASH,2019-12-16
52 | IFUS,ICEUS,GB,KGB,"Euro in British Pound",GBP,125000,GB,IND,1999-03-15
53 | IFUS,ICEUS,GB,KGB,"European Monetary Union Euro",GBP,125000,EUR.GBP,CASH,2021-12-13
54 | IFUS,NYBOT,KC,KC,"Coffee ""C""",USD,37500,KC,IND,1980-03-24
55 | IFUS,NYBOT,LRC30APR,30C,"ICE U.S. Conforming 30-yr Fixed Mortgage Rate Lock Weighted APR",USD,5000,LRC30APR,IND,2022-07-15
56 | IFUS,ICEUS,MP,MP,"British pound",USD,62500,GBP.USD,CASH,2017-12-18
57 | IFUS,NYBOT,NYFANG,FNG,"NYSE FANG+ Index",USD,5,NYFANG,IND,2020-12-18
58 | IFUS,NYBOT,NYFANG,FNG,"NYSE FANG+ Index",USD,50,NYFANG,IND,2017-12-15
59 | IFUS,NYBOT,OJ,OJ,"FC Orange Juice ""A""",USD,15000,OJ,IND,1980-01-18
60 | IFUS,NYBOT,RS,RS,Canola,CAD,20,RS,IND,2005-11-14
61 | IFUS,ICEUS,RZ,KRZ,"NYBOT Euro in Swiss Franc",CHF,125000,RZ,IND,1999-03-26
62 | IFUS,NYBOT,SB,SB,"Sugar No. 11",USD,112000,SB,IND,1982-04-30
63 | IFUS,NYBOT,SF,SF,"Sugar #16 112000 lbs",USD,112000,SF,IND,2008-12-08
64 | IFUS,ICEUS,SS,SS,"British Pound in Swiss Franc",CHF,125000,SS,IND,1997-06-16
65 | IFUS,ICEUS,SY,SY,"British Pound in Japanese Yen",JPY,125000,SY,IND,1997-06-16
66 | IFUS,ICEUS,ZY,KZY,"Swiss Franc in Japanese Yen",JPY,250000,ZY,IND,1999-03-15
67 | NDEX,ENDEX,ECF,ECF,"ICE ECX EUA Futures",EUR,1000,ECF,IND,2021-06-28
68 | NDEX,ENDEX,TFM,TFM,"Dutch TTF Natural Gas Futures",EUR,1,TFM,IND,2022-11-29
69 | NDEX,ENDEX,TFM,TFM,"Dutch TTF Natural Gas Futures",EUR,696,TFM,IND,2024-01-30
70 | NDEX,ENDEX,TFM,TFM,"Dutch TTF Natural Gas Futures",EUR,720,TFM,IND,2023-08-30
71 | NDEX,ENDEX,TFM,TFM,"Dutch TTF Natural Gas Futures",EUR,743,TFM,IND,2024-02-28
72 | NDEX,ENDEX,TFM,TFM,"Dutch TTF Natural Gas Futures",EUR,744,TFM,IND,2023-06-29
73 | NDEX,ENDEX,TFM,TFM,"Dutch TTF Natural Gas Futures",EUR,745,TFM,IND,2023-09-28
74 | SMFE,SMFE,10YSME,S10Y,"Small 10YR US Treasury Yield",USD,100,10YSME,IND,2020-10-16
75 | SMFE,SMFE,2YSME,S2Y,"Small 2YR US Treasury Yield",USD,100,2YSME,IND,2021-03-19
76 | SMFE,SMFE,30YSME,S30Y,"Small 30YR US Treasury Yield",USD,100,30YSME,IND,2021-03-19
77 | SMFE,SMFE,75SME,SM75,"Small Stocks 75",USD,100,75SME,IND,2020-06-19
78 | SMFE,SMFE,FXSME,SFX,"Small US Dollar",USD,100,FXSME,IND,2020-06-19
79 | SMFE,SMFE,PRESME,SPRE,"Small Precious Metals",USD,100,PRESME,IND,2020-06-19
80 | SMFE,SMFE,S420,S420,"Small Cannabis",USD,100,S420,IND,2021-07-16
81 | SMFE,SMFE,SCCX,SCCX,"Small Cryptocurrency",USD,100,CCXSME,IND,2021-10-15
82 | SMFE,SMFE,SMO,SMO,"Small US Crude Oil",USD,100,SMO,IND,2021-05-13
83 | SMFE,SMFE,STXSME,STIX,"Small Technology 60",USD,100,STXSME,IND,2020-09-18
84 | XBRD,BELFOX,BFX,BXF,"BEL 20 Index",EUR,10,BEL20,IND,2017-10-20
85 | XCBF,CFE,AMB07,AMW1,"CBOE 7-Day AMERIBOR Average Rate Index",USD,3500,AMERIBOR,IND,2019-09-04
86 | XCBF,CFE,AMB07,AMW2,"CBOE 7-Day AMERIBOR Average Rate Index",USD,3500,AMERIBOR,IND,2019-09-11
87 | XCBF,CFE,AMB07,AMW3,"CBOE 7-Day AMERIBOR Average Rate Index",USD,3500,AMERIBOR,IND,2019-09-18
88 | XCBF,CFE,AMB07,AMW3,"CBOE 7-Day AMERIBOR Average Rate Index",USD,180000,AMERIBOR,IND,2019-08-21
89 | XCBF,CFE,AMB07,AMW4,"CBOE 7-Day AMERIBOR Average Rate Index",USD,3500,AMERIBOR,IND,2019-08-28
90 | XCBF,CFE,AMB07,AMW5,"CBOE 7-Day AMERIBOR Average Rate Index",USD,3500,AMB07,IND,2019-10-30
91 | XCBF,CFE,AMB07,AMW5,"CBOE 7-Day AMERIBOR Average Rate Index",USD,3500,AMERIBOR,IND,2020-07-29
92 | XCBF,CFE,AMB90,AMB3,"CBOE Three-Month AMERIBOR Compound Average Rate Index",USD,2500,AMB90,IND,2019-12-17
93 | XCBF,CFE,AMB90,AMB3,"CBOE Three-Month AMERIBOR Compound Average Rate Index",USD,2500,AMBTX,IND,2019-09-17
94 | XCBF,CFE,IBXXIBHY,IBHY,"iBoxx iShares $ High Yield Corporate Bond Index TR",USD,1000,IBXXIBHY,IND,2018-10-01
95 | XCBF,CFE,IBXXIBIG,IBIG,"iBoxx iShares $ Investment Grade Corporate Bond Index TR",USD,1000,IBXXIBIG,IND,2018-11-01
96 | XCBF,CFE,VIX,VX,"CBOE Volatility Index",USD,1000,VIX,IND,2017-10-18
97 | XCBF,CFE,VIX,VX01,"CBOE Volatility Index",USD,1000,VIX,IND,2018-01-03
98 | XCBF,CFE,VIX,VX02,"CBOE Volatility Index",USD,1000,VIX,IND,2018-01-10
99 | XCBF,CFE,VIX,VX04,"CBOE Volatility Index",USD,1000,VIX,IND,2018-01-24
100 | XCBF,CFE,VIX,VX05,"CBOE Volatility Index",USD,1000,VIX,IND,2018-01-31
101 | XCBF,CFE,VIX,VX06,"CBOE Volatility Index",USD,1000,VIX,IND,2018-02-07
102 | XCBF,CFE,VIX,VX08,"CBOE Volatility Index",USD,1000,VIX,IND,2018-02-21
103 | XCBF,CFE,VIX,VX09,"CBOE Volatility Index",USD,1000,VIX,IND,2018-02-27
104 | XCBF,CFE,VIX,VX10,"CBOE Volatility Index",USD,1000,VIX,IND,2018-03-07
105 | XCBF,CFE,VIX,VX11,"CBOE Volatility Index",USD,1000,VIX,IND,2018-03-14
106 | XCBF,CFE,VIX,VX12,"CBOE Volatility Index",USD,1000,VIX,IND,2020-03-25
107 | XCBF,CFE,VIX,VX13,"CBOE Volatility Index",USD,1000,VIX,IND,2018-03-28
108 | XCBF,CFE,VIX,VX14,"CBOE Volatility Index",USD,1000,VIX,IND,2018-04-04
109 | XCBF,CFE,VIX,VX15,"CBOE Volatility Index",USD,1000,VIX,IND,2018-04-11
110 | XCBF,CFE,VIX,VX16,"CBOE Volatility Index",USD,1000,VIX,IND,2020-04-22
111 | XCBF,CFE,VIX,VX17,"CBOE Volatility Index",USD,1000,VIX,IND,2018-04-25
112 | XCBF,CFE,VIX,VX18,"CBOE Volatility Index",USD,1000,VIX,IND,2018-05-02
113 | XCBF,CFE,VIX,VX19,"CBOE Volatility Index",USD,1000,VIX,IND,2018-05-09
114 | XCBF,CFE,VIX,VX20,"CBOE Volatility Index",USD,1000,VIX,IND,2019-05-15
115 | XCBF,CFE,VIX,VX21,"CBOE Volatility Index",USD,1000,VIX,IND,2018-05-23
116 | XCBF,CFE,VIX,VX22,"CBOE Volatility Index",USD,1000,VIX,IND,2018-05-30
117 | XCBF,CFE,VIX,VX23,"CBOE Volatility Index",USD,1000,VIX,IND,2018-06-06
118 | XCBF,CFE,VIX,VX24,"CBOE Volatility Index",USD,1000,VIX,IND,2018-06-13
119 | XCBF,CFE,VIX,VX25,"CBOE Volatility Index",USD,1000,VIX,IND,2020-06-24
120 | XCBF,CFE,VIX,VX26,"CBOE Volatility Index",USD,1000,VIX,IND,2018-06-27
121 | XCBF,CFE,VIX,VX27,"CBOE Volatility Index",USD,1000,VIX,IND,2018-07-03
122 | XCBF,CFE,VIX,VX28,"CBOE Volatility Index",USD,1000,VIX,IND,2018-07-11
123 | XCBF,CFE,VIX,VX30,"CBOE Volatility Index",USD,1000,VIX,IND,2018-07-25
124 | XCBF,CFE,VIX,VX31,"CBOE Volatility Index",USD,1000,VIX,IND,2018-08-01
125 | XCBF,CFE,VIX,VX32,"CBOE Volatility Index",USD,1000,VIX,IND,2018-08-08
126 | XCBF,CFE,VIX,VX33,"CBOE Volatility Index",USD,1000,VIX,IND,2018-08-15
127 | XCBF,CFE,VIX,VX34,"CBOE Volatility Index",USD,1000,VIX,IND,2020-08-26
128 | XCBF,CFE,VIX,VX35,"CBOE Volatility Index",USD,1000,VIX,IND,2018-08-29
129 | XCBF,CFE,VIX,VX36,"CBOE Volatility Index",USD,1000,VIX,IND,2018-09-05
130 | XCBF,CFE,VIX,VX37,"CBOE Volatility Index",USD,1000,VIX,IND,2018-09-12
131 | XCBF,CFE,VIX,VX38,"CBOE Volatility Index",USD,1000,VIX,IND,2020-09-23
132 | XCBF,CFE,VIX,VX39,"CBOE Volatility Index",USD,1000,VIX,IND,2018-09-26
133 | XCBF,CFE,VIX,VX40,"CBOE Volatility Index",USD,1000,VIX,IND,2018-10-03
134 | XCBF,CFE,VIX,VX41,"CBOE Volatility Index",USD,1000,VIX,IND,2005-10-19
135 | XCBF,CFE,VIX,VX43,"CBOE Volatility Index",USD,1000,VIX,IND,2017-10-25
136 | XCBF,CFE,VIX,VX44,"CBOE Volatility Index",USD,1000,VIX,IND,2017-11-01
137 | XCBF,CFE,VIX,VX45,"CBOE Volatility Index",USD,1000,VIX,IND,2017-11-08
138 | XCBF,CFE,VIX,VX46,"CBOE Volatility Index",USD,1000,VIX,IND,2018-11-14
139 | XCBF,CFE,VIX,VX47,"CBOE Volatility Index",USD,1000,VIX,IND,2017-11-22
140 | XCBF,CFE,VIX,VX48,"CBOE Volatility Index",USD,1000,VIX,IND,2017-11-29
141 | XCBF,CFE,VIX,VX49,"CBOE Volatility Index",USD,1000,VIX,IND,2017-12-06
142 | XCBF,CFE,VIX,VX50,"CBOE Volatility Index",USD,1000,VIX,IND,2017-12-13
143 | XCBF,CFE,VIX,VX51,"CBOE Volatility Index",USD,1000,VIX,IND,2020-12-23
144 | XCBF,CFE,VIX,VX52,"CBOE Volatility Index",USD,1000,VIX,IND,2017-12-27
145 | XCBF,CFE,VIX,VX53,"CBOE Volatility Index",USD,1000,VIX,IND,2019-12-31
146 | XCBF,CFE,VXM,VXM,"Mini Cboe Volatility Index Futures",USD,100,VXM,IND,2020-09-16
147 | XCBT,CBOT,10Y,10Y,"10 Year Micro Treasury Yield",USD,1000,10Y,IND,2021-08-31
148 | XCBT,CBOT,2YY,2YY,"2 Year Micro Treasury Yield",USD,1000,2YY,IND,2021-08-31
149 | XCBT,CBOT,30Y,30Y,"30 Year Micro Treasury Yield",USD,1000,30Y,IND,2021-08-31
150 | XCBT,CBOT,5YY,5YY,"5 Year Micro Treasury Yield",USD,1000,5YY,IND,2021-08-31
151 | XCBT,CBOT,AC,EH,"Ethanol -CME",USD,29000,AC,IND,2017-11-03
152 | XCBT,CBOT,AIGCI,AW,"Bloomberg Commodity Index",USD,100,AIGCI,IND,2017-12-20
153 | XCBT,CBOT,B1U,B1U,"30-Year Deliverable Interest Rate Swap Futures",USD,1000,B1U,IND,2017-12-18
154 | XCBT,CBOT,DJUSRE,RX,"Dow Jones US Real Estate Index",USD,100,DJUSRE,IND,2017-12-15
155 | XCBT,CBOT,F1U,F1U,"5-Year Deliverable Interest Rate Swap Futures",USD,1000,F1U,IND,2017-12-18
156 | XCBT,CBOT,KE,KE,"Hard Red Winter Wheat -KCBOT-",USD,5000,KE,IND,1995-07-20
157 | XCBT,CBOT,LIT,LIT,"2-Year Eris Swap Futures",USD,1000,LIT,IND,2018-12-20
158 | XCBT,CBOT,LIW,LIW,"5-Year Eris Swap Futures",USD,1000,LIW,IND,2018-12-17
159 | XCBT,CBOT,MYM,MYM,"Micro E-Mini Dow Jones Industrial Average Index",USD,0.5,MYM,IND,2019-06-21
160 | XCBT,CBOT,N1U,N1U,"10-Year Deliverable Interest Rate Swap Futures",USD,1000,N1U,IND,2017-12-18
161 | XCBT,CBOT,T1U,T1U,"2-Year Deliverable Interest Rate Swap Futures",USD,1000,T1U,IND,2017-12-18
162 | XCBT,CBOT,TN,TN,"Ultra 10-Year US Treasury Note",USD,1000,TN,IND,2017-12-19
163 | XCBT,CBOT,TWE,TWE,"20-Year U.S. Treasury Bond",USD,1000,TWE,IND,2022-06-21
164 | XCBT,CBOT,UB,UB,"Ultra Treasury Bond",USD,1000,UB,IND,2010-03-22
165 | XCBT,CBOT,YC,XC,"Mini Sized Corn Futures",USD,1000,YC,IND,2017-12-14
166 | XCBT,CBOT,YIW,YIW,"5-Year Eris SOFR Swap Futures",USD,1000,YIW,IND,2023-06-20
167 | XCBT,CBOT,YK,XK,"Mini Sized Soybean Futures",USD,1000,YK,IND,2003-05-14
168 | XCBT,CBOT,YM,YM,"E-mini Dow Jones Industrial Average",USD,5,YM,IND,2020-12-18
169 | XCBT,CBOT,YM,YM,"Mini Sized Dow Jones Industrial Average $5",USD,5,YM,IND,2002-06-21
170 | XCBT,CBOT,YW,XW,"Mini Sized Wheat Futures",USD,1000,YW,IND,2003-05-14
171 | XCBT,CBOT,Z3N,Z3N,"3 YEAR US TREASURY NOTE",USD,2000,Z3N,IND,2017-12-29
172 | XCBT,CBOT,ZB,ZB,"30 Year US Treasury Bond",USD,1000,ZB,IND,1980-03-20
173 | XCBT,CBOT,ZC,ZC,"Corn Futures",USD,5000,ZC,IND,1980-03-20
174 | XCBT,CBOT,ZF,ZF,"5 Year US Treasury Note",USD,1000,ZF,IND,1988-06-21
175 | XCBT,CBOT,ZL,ZL,"Soybean Oil Futures",USD,60000,ZL,IND,1980-01-22
176 | XCBT,CBOT,ZM,ZM,"Soybean Meal Futures",USD,100,ZM,IND,1980-01-22
177 | XCBT,CBOT,ZN,ZN,"10 Year US Treasury Note",USD,1000,ZN,IND,1982-06-21
178 | XCBT,CBOT,ZO,ZO,"Oat Futures",USD,5000,ZO,IND,1980-03-20
179 | XCBT,CBOT,ZQ,ZQ,"30 Day Fed Funds",USD,4167,FF,IND,1988-10-31
180 | XCBT,CBOT,ZR,ZR,"Rough Rice Futures",USD,2000,ZR,IND,1988-09-21
181 | XCBT,CBOT,ZS,ZS,"Soybean Futures",USD,5000,ZS,IND,1980-01-22
182 | XCBT,CBOT,ZT,ZT,"2 Year US Treasury Note",USD,2000,ZT,IND,1990-09-19
183 | XCBT,CBOT,ZW,ZW,"Wheat Futures",USD,5000,ZW,IND,1980-03-20
184 | XCEC,COMEX,ALI,ALI,"Aluminum Index",USD,25,ALI,IND,2014-07-29
185 | XCEC,COMEX,GC,GC,Gold,USD,100,GC,IND,1980-01-28
186 | XCEC,COMEX,HG,HG,"Copper Index",USD,25000,HG,IND,1980-01-28
187 | XCEC,COMEX,HRC,HRC,"Hot-Rolled Coil Steel Index",USD,20,HRC,IND,2019-07-30
188 | XCEC,COMEX,MGC,MGC,"E-Micro Gold ",USD,10,MGC,IND,2020-12-29
189 | XCEC,COMEX,MHG,MHG,"Micro Copper",USD,2500,MHG,IND,2022-05-26
190 | XCEC,COMEX,QC,QC,"COMEX MINY Copper",USD,12500,QC,IND,2006-12-27
191 | XCEC,COMEX,QI,QI,"COMEX MINY Silver",USD,2500,QI,IND,2006-12-27
192 | XCEC,COMEX,QO,QO,"COMEX MINY Gold",USD,50,QO,IND,2007-01-29
193 | XCEC,COMEX,SGC,SGC,"Shanghai Gold Exchange Gold Benchmark PM Price Index - CNH Futures",CNH,1000,SGC,IND,2020-12-29
194 | XCEC,COMEX,SGUF,SGU,"Shanghai Gold Exchange Gold Benchmark PM Price Index - USD Futures",USD,32.15,SGUF,IND,2020-12-29
195 | XCEC,COMEX,SI,SI,"Silver Index",USD,5000,SI,IND,1980-01-28
196 | XCEC,COMEX,SI,SIL,"Silver Index",USD,1000,SI,IND,1980-01-28
197 | XCEC,COMEX,UX,UX,"Uranium Index",USD,250,UX,IND,2007-06-25
198 | XCME,CME,ACD,ACD,"Australian dollar",CAD,200000,AUD.CAD,CASH,2017-12-18
199 | XCME,CME,AJY,AJY,"Australian dollar",JPY,200000,AUD.JPY,CASH,2017-12-18
200 | XCME,CME,AUD,6A,"Australian dollar",USD,100000,AUD.USD,CASH,1987-03-16
201 | XCME,CME,BOS,BOS,"Boston Housing Index",USD,250,BOS,IND,2017-11-27
202 | XCME,CME,BQX,BIO,"CME E-Mini NASDAQ Biotechnology",USD,25,BQX,IND,2021-09-17
203 | XCME,CME,BQX,BIO,"CME E-Mini NASDAQ Biotechnology",USD,50,BQX,IND,2017-12-15
204 | XCME,CME,BRE,6L,"Brazilian Real in US Dollars",USD,100000,BRE,IND,2011-07-29
205 | XCME,CME,BRR,BTC,"CME CF Bitcoin Reference Rate",USD,5,BRR,IND,2018-01-26
206 | XCME,CME,BSBY,BSB,"Three-Month Bloomberg Short-Term Bank Yield",USD,2500,BSBY,IND,2022-03-14
207 | XCME,CME,BTCEURRR,BTE,"CME CF Bitcoin-Euro Reference Rate",EUR,5,BTCEUR_RR,IND,2022-09-30
208 | XCME,CME,CAD,6C,"CAD.USD Forex",USD,100000,CAD.USD,CASH,1980-03-18
209 | XCME,CME,CAD,6C,"Canadian dollar",USD,100000,CAD.USD,CASH,2019-03-19
210 | XCME,CME,CB,CB,"CME Cash-Settled Butter Futures",USD,20000,CB,IND,2017-11-28
211 | XCME,CME,CHF,6S,"Swiss franc",USD,125000,CHF.USD,CASH,1980-03-17
212 | XCME,CME,CHI,CHI,"Chicago Housing Index",USD,250,CHI,IND,2017-11-27
213 | XCME,CME,CJY,CJY,"Canadian dollar",JPY,200000,CAD.JPY,CASH,2017-12-18
214 | XCME,CME,CLP,CHP,"CLP.USD Forex",USD,50000000,CLP.USD,CASH,2017-10-31
215 | XCME,CME,CNH,CNH,"United States dollar",CNH,100000,USD.CNH,CASH,2018-08-12
216 | XCME,CME,CSC,CSC,Cheese,USD,20000,CSC,IND,2017-11-28
217 | XCME,CME,CUS,CUS,"Housing Index Composite",USD,250,CUS,IND,2017-11-27
218 | XCME,CME,CZK,CZK,"CZK.USD Forex",USD,4000000,CZK.USD,CASH,2017-12-18
219 | XCME,CME,DA,DC,"MILK CLASS III INDEX",USD,2000,DA,IND,2017-11-28
220 | XCME,CME,DEN,DEN,"Denver Housing Index",USD,250,DEN,IND,2017-11-27
221 | XCME,CME,DY,DY,"CME DRY WHEY INDEX",USD,44000,DY,IND,2017-11-28
222 | XCME,CME,E7,E7,"European Monetary Union Euro",USD,62500,EUR.USD,CASH,2000-03-13
223 | XCME,CME,EAD,EAD,"European Monetary Union Euro",AUD,125000,EUR.AUD,CASH,2017-12-18
224 | XCME,CME,ECD,ECD,"European Monetary Union Euro",CAD,125000,EUR.CAD,CASH,2017-12-18
225 | XCME,CME,ECK,ECK,"ECK.EUR Forex",EUR,4000000,CZK.EUR,CASH,2017-12-18
226 | XCME,CME,EHF,EHF,"EHF.EUR Forex",EUR,30000000,HUF.EUR,CASH,2017-12-18
227 | XCME,CME,EM,GLB,"1 Month LIBOR (Int. Rate)",USD,2500,EM,IND,2017-10-16
228 | XCME,CME,EMD,EMD,"E-mini S&P Midcap 400 Futures",USD,100,EMD,IND,2002-03-15
229 | XCME,CME,EPZ,EPZ,"EPZ.EUR Forex",EUR,500000,PLN.EUR,CASH,2017-12-18
230 | XCME,CME,ES,ES,"E-mini S&P 500",USD,50,ES,IND,1997-12-18
231 | XCME,CME,ESTR,ESR,"Euro Short-Term Rate",EUR,2500,ESTR,IND,2023-09-19
232 | XCME,CME,ETHEURRR,ETE,"CME CF Ether-Euro Reference Rate",EUR,50,ETHEUR_RR,IND,2022-09-30
233 | XCME,CME,ETHUSDRR,ETH,"CME CF Ether-Dollar Reference Rate",USD,50,ETHUSD_RTI,IND,2021-03-26
234 | XCME,CME,EUR,6E,"European Monetary Union Euro",USD,125000,EUR.USD,CASH,1999-03-15
235 | XCME,CME,GBP,6B,"British pound",USD,62500,GBP.USD,CASH,1980-03-17
236 | XCME,CME,GDK,GDK,"Class IV Milk - 200k lbs",USD,2000,GDK,IND,2017-11-28
237 | XCME,CME,GE,GE,Euro-Dollar,USD,2500,GE,IND,2020-10-19
238 | XCME,CME,GE,GE,"GLOBEX Euro-Dollar",USD,2500,GE,IND,2017-10-16
239 | XCME,CME,GF,GF,"Feeder Cattle",USD,50000,GF,IND,1980-01-18
240 | XCME,CME,GSCI,GD,"S&P-GSCI Index",USD,250,GSCI,IND,1996-06-06
241 | XCME,CME,HE,HE,"Lean Hogs",USD,40000,HE,IND,1980-02-20
242 | XCME,CME,HUF,HUF,"HUF.USD Forex",USD,30000000,HUF.USD,CASH,2017-12-18
243 | XCME,CME,IBAA,IBV,"Bovespa Index - USD",USD,1,IBAA,IND,2017-10-18
244 | XCME,CME,ILS,ILS,"Israeli Shekel in US Dollar",USD,1000000,ILS,IND,2017-12-18
245 | XCME,CME,IXB,XAB,"Materials Select Sector Index",USD,100,IXB,IND,2017-12-15
246 | XCME,CME,IXE,XAE,"Energy Select Sector Index",USD,100,IXE,IND,2017-12-15
247 | XCME,CME,IXI,XAI,"Industrial Select Sector Index",USD,100,IXI,IND,2017-12-15
248 | XCME,CME,IXM,XAF,"Financial Select Sector Index",USD,250,IXM,IND,2017-12-15
249 | XCME,CME,IXR,XAP,"Consumer Staples Select Sector Index",USD,100,IXR,IND,2017-12-15
250 | XCME,CME,IXRE,XAR,"Real Estate Select Sector Index",USD,250,IXRE,IND,2017-12-15
251 | XCME,CME,IXT,XAK,"Technology Select Sector Index -",USD,100,IXT,IND,2017-12-15
252 | XCME,CME,IXU,XAU,"Utilities Select Sector Index",USD,100,IXU,IND,2017-12-15
253 | XCME,CME,IXV,XAV,"Health Care Select Sector Index",USD,100,IXV,IND,2017-12-15
254 | XCME,CME,IXY,XAY,"Consumer Discretionary Select Sector Index",USD,100,IXY,IND,2017-12-15
255 | XCME,CME,J7,J7,"J7.USD Forex",USD,6250000,JPY.USD,CASH,1999-12-13
256 | XCME,CME,JPY,6J,"JPY.USD Forex",USD,12500000,JPY.USD,CASH,1980-03-17
257 | XCME,CME,JPY,6J,"Japanese yen",USD,12500000,JPY.USD,CASH,2019-04-15
258 | XCME,CME,KRW,KRW,"Korean Won",USD,125000000,KRW,IND,2017-10-16
259 | XCME,CME,LAV,LAV,"Las Vegas Housing Index",USD,250,LAV,IND,2017-11-27
260 | XCME,CME,LAX,LAX,"Los Angeles Housing Index",USD,250,LAX,IND,2017-11-27
261 | XCME,CME,LB,LBS,"Random Length Lumber",USD,110,LB,IND,2017-11-15
262 | XCME,CME,LBR,LBR,"Lumber Futures",USD,27.5,LBR,IND,2022-09-15
263 | XCME,CME,LE,LE,"Live Cattle",USD,40000,LE,IND,1980-02-20
264 | XCME,CME,M2K,M2K,"Micro E-Mini Russell 2000 Index",USD,5,M2K,IND,2019-06-21
265 | XCME,CME,M6A,M6A,"Australian dollar",USD,10000,AUD.USD,CASH,2017-12-18
266 | XCME,CME,M6B,M6B,"British pound",USD,6250,GBP.USD,CASH,2017-12-18
267 | XCME,CME,M6C,M6C,"United States dollar",CAD,10000,USD.CAD,CASH,2021-09-14
268 | XCME,CME,M6E,M6E,"European Monetary Union Euro",USD,12500,EUR.USD,CASH,2017-12-18
269 | XCME,CME,M6J,M6J,"United States dollar",JPY,10000,USD.JPY,CASH,2021-09-13
270 | XCME,CME,M6S,M6S,"United States dollar",CHF,10000,USD.CHF,CASH,2021-09-13
271 | XCME,CME,MBT,MBT,"Micro Bitcoin",USD,0.1,MBT,IND,2021-06-25
272 | XCME,CME,MCD,MCD,"MCD.USD Forex",USD,10000,CAD.USD,CASH,2017-12-19
273 | XCME,CME,MES,MES,"Micro E-Mini S&P 500 Stock Price Index",USD,5,MES,IND,2019-06-21
274 | XCME,CME,MET,MET,"Micro Ether",USD,0.1,MET,IND,2021-12-31
275 | XCME,CME,MIA,MIA,"Miami Housing Index",USD,250,MIA,IND,2017-11-27
276 | XCME,CME,MIR,MIR,"MIR.USD Forex",USD,1000000,INR.USD,CASH,2017-10-27
277 | XCME,CME,MJY,MJY,"MJY.USD Forex",USD,1250000,JPY.USD,CASH,2017-12-18
278 | XCME,CME,MNH,MNH,"United States dollar",CNH,10000,USD.CNH,CASH,2018-08-12
279 | XCME,CME,MNQ,MNQ,"Micro E-Mini Nasdaq-100 Index",USD,2,MNQ,IND,2019-06-21
280 | XCME,CME,MSF,MSF,"Swiss franc",USD,12500,CHF.USD,CASH,2017-12-18
281 | XCME,CME,MXP,6M,"MXP.USD Forex",USD,500000,MXN.USD,CASH,2000-11-13
282 | XCME,CME,MXP,6M,"Mexican Peso",USD,500000,MXN.USD,CASH,2019-03-18
283 | XCME,CME,NF,GNF,"NON FAT DRY MILK INDEX",USD,44000,NF,IND,2017-11-28
284 | XCME,CME,NIY,ENY,"Yen Denominated Nikkei 225 Index",JPY,100,NIY,IND,2017-12-07
285 | XCME,CME,NIY,NIY,"Yen Denominated Nikkei 225 Index",JPY,500,NIY,IND,2017-10-12
286 | XCME,CME,NKD,NKD,"Dollar Denominated Nikkei 225 Index",USD,5,NKD,IND,2017-12-07
287 | XCME,CME,NOK,NOK,"NOK.USD Forex",USD,2000000,NOK.USD,CASH,2017-12-18
288 | XCME,CME,NQ,NQ,"E-mini NASDAQ 100 ",USD,20,NQ,IND,2020-12-18
289 | XCME,CME,NQ,NQ,"E-mini NASDAQ 100 Futures",USD,20,NQ,IND,1999-09-17
290 | XCME,CME,NYM,NYM,"New York Housing Index",USD,250,NYM,IND,2017-11-27
291 | XCME,CME,NZD,6N,"New Zealand dollar",USD,100000,NZD.USD,CASH,1997-06-16
292 | XCME,CME,PJY,PJY,"British pound",JPY,125000,GBP.JPY,CASH,2017-12-18
293 | XCME,CME,PLN,PLN,"PLN.USD Forex",USD,500000,PLN.USD,CASH,2017-12-18
294 | XCME,CME,PSF,PSF,"British pound",CHF,125000,GBP.CHF,CASH,2017-12-18
295 | XCME,CME,RF,RF,"European Monetary Union Euro",CHF,125000,EUR.CHF,CASH,1999-03-15
296 | XCME,CME,RMB,RMB,"CME Chinese Renminbi in US Dollar Cross Rate",USD,1000000,RMB,IND,2017-10-15
297 | XCME,CME,RME,RME,"CME Chinese Renminbi in Euro Cross Rate",EUR,1000000,RME,IND,2017-10-15
298 | XCME,CME,RP,RP,"European Monetary Union Euro",GBP,125000,EUR.GBP,CASH,1999-03-15
299 | XCME,CME,RS1,RS1,"E-mini Russell 1000 Index Futures",USD,50,RS1,IND,2018-09-21
300 | XCME,CME,RSG,RSG,"E-mini Russell 1000 Growth Index Futures",USD,50,RSG,IND,2018-09-21
301 | XCME,CME,RSV,RSV,"E-Mini Russell 1000 Value Index Futures",USD,50,RSV,IND,2018-09-21
302 | XCME,CME,RTY,RTY,"E-Mini Russell 2000 Index",USD,50,RTY,IND,2001-09-21
303 | XCME,CME,RTY,RTY,"E-mini Russell 2000 Index",USD,50,RTY,IND,2020-12-18
304 | XCME,CME,RUR,6R,"Russian Ruble in US Dollars",USD,2500000,RUR,IND,2017-10-16
305 | XCME,CME,RY,RY,"European Monetary Union Euro",JPY,125000,EUR.JPY,CASH,1999-03-24
306 | XCME,CME,SDG,SDG,"San Diego Housing Index",USD,250,SDG,IND,2017-11-27
307 | XCME,CME,SEK,SEK,"SEK.USD Forex",USD,2000000,SEK.USD,CASH,2017-12-18
308 | XCME,CME,SFR,SFR,"San Francisco Housing Index",USD,250,SFR,IND,2017-11-27
309 | XCME,CME,SGX,SG,"S&P 500 / Citigroup Growth Index",USD,250,SGX,IND,1995-12-14
310 | XCME,CME,SIR,SIR,"SIR.USD Forex",USD,5000000,INR.USD,CASH,2017-10-27
311 | XCME,CME,SJY,SJY,"Swiss franc",JPY,250000,CHF.JPY,CASH,2017-12-18
312 | XCME,CME,SMC,SMC,"E-Mini S&P SmallCap 600 Futures",USD,100,SMC,IND,2017-12-15
313 | XCME,CME,SOFR1,SR1,"Secured Overnight Financing Rate 1-month average of rates",USD,4167,SOFR1,IND,2018-10-31
314 | XCME,CME,SOFR3,SR3,"Secured Overnight Financing Rate 3-month average of rates",USD,2500,SOFR3,IND,2018-12-18
315 | XCME,CME,SONIA,SON,"Sterling Overnight Index Average",GBP,2500,SONIA,IND,2019-03-20
316 | XCME,CME,SPX,SP,"S&P 500 Stock Index",USD,250,SPX,IND,2017-12-14
317 | XCME,CME,SPXDIVAN,SDA,"S&P 500 Dividend Points (Annual) Index",USD,250,SPXDIVAN,IND,2020-12-18
318 | XCME,CME,SPXESUP,ESG,"E-mini S&P 500 ESG",USD,500,SPXESUP,IND,2020-12-18
319 | XCME,CME,SVX,SU,"S&P 500 / Citigroup Value Index",USD,250,SVX,IND,1995-12-14
320 | XCME,CME,TBF3,TBF3,"13-Week US Treasury Bill",USD,2500,TBF3,IND,2023-10-16
321 | XCME,CME,VOLQ,VLQ,"NASDAQ-100 Volatility Index",USD,100,VOLQ,IND,2022-02-16
322 | XCME,CME,WDC,WDC,"Washington DC Housing Index",USD,250,WDC,IND,2017-11-27
323 | XCME,CME,ZAR,6Z,"South African Rand",USD,500000,ZAR.USD,CASH,2020-11-16
324 | XCME,CME,ZAR,6Z,"ZAR.USD Forex",USD,500000,ZAR.USD,CASH,1997-08-18
325 | XDMI,IDEM,FTMIB,FTMIB,"FTSE MIB Index",EUR,5,FTMIB,IND,2017-12-15
326 | XDMI,IDEM,FTMIB,MICRO,"FTSE MIB Index",EUR,0.2,FTMIB,IND,2020-12-18
327 | XDMI,IDEM,FTMIB,MINI,"FTSE MIB Index",EUR,1,FTMIB,IND,2017-12-15
328 | XDMI,IDEM,MIBDIV,FDIV,"FTSE MIB Dividend Index",EUR,5,MIBDIV,IND,2017-12-15
329 | XEMD,MEXDER,BONO10,M10,"10 Year Bond",MXN,1000,BONO10,IND,2017-12-26
330 | XEMD,MEXDER,BONO3,M3,"3 Year Bond",MXN,1000,BONO3,IND,2017-12-26
331 | XEMD,MEXDER,DEUA,DA,"United States dollar",MXN,10000,USD.MXN,CASH,2017-10-16
332 | XEMD,MEXDER,EURO,EU,"European Monetary Union Euro",MXN,10000,EUR.MXN,CASH,2017-10-16
333 | XEMD,MEXDER,IPC,IPC,"Mexico Bolsa (IPC) Index",MXN,10,IPC,IND,2017-12-15
334 | XEMD,MEXDER,IPC,MIP,"Mexico Bolsa (IPC) Index",MXN,2,IPC,IND,2017-12-15
335 | XEUE,FTA,AMX,FMX,"AMX INDEX",EUR,50,AMX,IND,2017-10-20
336 | XEUE,FTA,EOE,FTI,"AMS EOE Index",EUR,200,AEX,IND,2017-10-20
337 | XEUE,FTA,EOE,MFA,"AMS EOE Index",EUR,20,AEX,IND,2017-10-20
338 | XEUE,FTA,FED,FED,"Euro in US Dollars Index",USD,20000,FED,IND,2017-10-20
339 | XEUR,DTB,BTP,FBTP,"Euro-BTP Italian Government Bond",EUR,1000,BTP,IND,2009-12-08
340 | XEUR,EUREX,BTP,FBTP,"Euro-BTP Italian Government Bond",EUR,1000,BTP,IND,2020-12-08
341 | XEUR,DTB,BTS,FBTS,"Short-Term Euro-BTP Italian Government Bond",EUR,1000,BTS,IND,2017-12-07
342 | XEUR,EUREX,BTS,FBTS,"Short-Term Euro-BTP Italian Government Bond",EUR,1000,BTS,IND,2020-12-08
343 | XEUR,EUREX,CONF,CONF,"Swiss Federal Long-Term Bonds",CHF,1000,CONF,IND,2020-12-08
344 | XEUR,DTB,DAX,FDAX,"DAX 30 Index (Deutsche Aktien Xchange 30)",EUR,25,DAX,IND,2017-12-15
345 | XEUR,DTB,DAX,FDAX,"DAX 40 Index (Deutsche Aktien Xchange 40)",EUR,25,DAX,IND,2019-12-20
346 | XEUR,DTB,DAX,FDXM,"DAX 30 Index (Deutsche Aktien Xchange 30)",EUR,5,DAX,IND,2017-12-15
347 | XEUR,DTB,DAX,FDXM,"DAX 40 Index (Deutsche Aktien Xchange 40)",EUR,5,DAX,IND,2019-12-20
348 | XEUR,EUREX,DAX,FDAX,"DAX 40 Index (Deutsche Aktien Xchange 40)",EUR,25,DAX,IND,2020-12-18
349 | XEUR,EUREX,DAX,FDXM,"DAX 40 Index (Deutsche Aktien Xchange 40)",EUR,5,DAX,IND,2020-12-18
350 | XEUR,EUREX,DAX,FDXS,"DAX 40 Index (Deutsche Aktien Xchange 40)",EUR,1,DAX,IND,2021-06-18
351 | XEUR,EUREX,DBEA,FEBD,"EURO STOXX Banks Index Dividend Futures",EUR,500,DBEA,IND,2020-12-18
352 | XEUR,DTB,DDAX,FDIV,"DivDAX Price Index",EUR,200,GSUK,IND,2017-12-15
353 | XEUR,EUREX,DDAX,FDIV,"DivDAX Price Index",EUR,200,GSUK,IND,2020-12-18
354 | XEUR,DTB,DDXDIVPT,FDVD,"DivDAX Dividend Points Index",EUR,1000,G73K,IND,2017-12-15
355 | XEUR,EUREX,DDXDIVPT,FDVD,"DivDAX Dividend Points Index",EUR,1000,G73K,IND,2020-12-18
356 | XEUR,DTB,DESX5,FEXD,"Dow Jones EURO STOXX 50 Index-Dividenden",EUR,100,SX5ED,IND,2017-12-15
357 | XEUR,EUREX,DESX5,FEXD,"Dow Jones EURO STOXX 50 Index-Dividenden",EUR,100,SX5ED,IND,2020-12-18
358 | XEUR,EUREX,DESX5,FEXD,"EURO STOXX 50 Index-Dividenden",EUR,100,SX5ED,IND,2021-12-17
359 | XEUR,DTB,DJ200,FMCP,"Dow Jones STOXX MID 200 Index",EUR,50,DJ200,IND,2017-12-15
360 | XEUR,EUREX,DJ200,FMCP,"Dow Jones STOXX MID 200 Index",EUR,50,DJ200,IND,2020-12-18
361 | XEUR,EUREX,DJ200,FMCP,"STOXX MID 200 Index",EUR,50,DJ200,IND,2021-12-17
362 | XEUR,DTB,DJ200L,FLCP,"Dow Jones STOXX Large 200 Index",EUR,50,LCXP,IND,2017-12-15
363 | XEUR,EUREX,DJ200L,FLCP,"Dow Jones STOXX Large 200 Index",EUR,50,LCXP,IND,2020-12-18
364 | XEUR,EUREX,DJ200L,FLCP,"STOXX Large 200 Index",EUR,50,LCXP,IND,2021-12-17
365 | XEUR,DTB,DJ200S,FSCP,"Dow Jones STOXX Small 200 Index",EUR,50,SCXP,IND,2017-12-15
366 | XEUR,EUREX,DJ200S,FSCP,"Dow Jones STOXX Small 200 Index",EUR,50,SCXP,IND,2020-12-18
367 | XEUR,EUREX,DJ200S,FSCP,"STOXX Small 200 Index",EUR,50,SCXP,IND,2021-12-17
368 | XEUR,DTB,DJ600,FXXP,"Dow Jones STOXX 600 Index",EUR,50,DJ600,IND,2017-12-15
369 | XEUR,EUREX,DJ600,FXXP,"Dow Jones STOXX 600 Index",EUR,50,DJ600,IND,2020-12-18
370 | XEUR,EUREX,DJ600,FXXP,"STOXX 600 Index",EUR,50,DJ600,IND,2021-12-17
371 | XEUR,DTB,DJES,FXXE,"Dow Jones Euro STOXX Price Index",EUR,50,SXXE,IND,2017-12-15
372 | XEUR,EUREX,DJES,FXXE,"Dow Jones Euro STOXX Price Index",EUR,50,SXXE,IND,2020-12-18
373 | XEUR,EUREX,DJES,FXXE,"Euro STOXX Price Index",EUR,50,SXXE,IND,2021-12-17
374 | XEUR,DTB,DJESL,FLCE,"Euro Stoxx Large",EUR,50,LCXE,IND,2017-12-15
375 | XEUR,EUREX,DJESL,FLCE,"Euro Stoxx Large",EUR,50,LCXE,IND,2020-12-18
376 | XEUR,DTB,DJESM,FMCE,"Euro Stoxx Mid",EUR,50,MCXE,IND,2017-12-15
377 | XEUR,EUREX,DJESM,FMCE,"Euro Stoxx Mid",EUR,50,MCXE,IND,2020-12-18
378 | XEUR,DTB,DJESS,FSCE,"Euro Stoxx Small",EUR,50,SCXE,IND,2017-12-15
379 | XEUR,EUREX,DJESS,FSCE,"Euro Stoxx Small",EUR,50,SCXE,IND,2020-12-18
380 | XEUR,DTB,DJSD,FEDV,"Dow Jones Euro STOXX Select Dividend 30 Index",EUR,10,SD3E,IND,2017-12-15
381 | XEUR,EUREX,DJSD,FEDV,"Dow Jones Euro STOXX Select Dividend 30 Index",EUR,10,SD3E,IND,2020-12-18
382 | XEUR,EUREX,DJSD,FEDV,"Euro STOXX Select Dividend 30 Index",EUR,10,SD3E,IND,2021-12-17
383 | XEUR,DTB,DJUBS,FCCO,"Dow Jones-UBS Commodity Index",USD,250,DJUBS,IND,2017-10-20
384 | XEUR,EUREX,DJUBS,FCCO,"Dow Jones-UBS Commodity Index",USD,250,DJUBS,IND,2020-09-18
385 | XEUR,DTB,ESA,FESA,"Dow Jones Euro STOXX 600 Automobile & Parts",EUR,50,SXAE,IND,2017-12-15
386 | XEUR,EUREX,ESA,FESA,"Dow Jones Euro STOXX 600 Automobile & Parts",EUR,50,SXAE,IND,2020-12-18
387 | XEUR,EUREX,ESA,FESA,"Euro STOXX 600 Automobile & Parts",EUR,50,SXAE,IND,2021-12-17
388 | XEUR,DTB,ESE,FESE,"Dow Jones Euro STOXX Oil & Gas",EUR,50,SXEE,IND,2017-12-15
389 | XEUR,EUREX,ESE,FESE,"Dow Jones Euro STOXX Oil & Gas",EUR,50,SXEE,IND,2020-12-18
390 | XEUR,EUREX,ESE,FESE,"Euro STOXX Oil & Gas",EUR,50,SXEE,IND,2021-12-17
391 | XEUR,DTB,ESF,FESF,"Dow Jones Euro STOXX Financial Services Index",EUR,50,SXFE,IND,2017-12-15
392 | XEUR,EUREX,ESF,FESF,"Dow Jones Euro STOXX Financial Services Index",EUR,50,SXFE,IND,2020-12-18
393 | XEUR,EUREX,ESF,FESF,"Euro STOXX Financial Services Index",EUR,50,SXFE,IND,2021-12-17
394 | XEUR,DTB,ESI,FESI,"Dow Jones Euro STOXX Insurance",EUR,50,SXIE,IND,2017-12-15
395 | XEUR,EUREX,ESI,FESI,"Dow Jones Euro STOXX Insurance",EUR,50,SXIE,IND,2020-12-18
396 | XEUR,EUREX,ESI,FESI,"Euro STOXX Insurance",EUR,50,SXIE,IND,2021-12-17
397 | XEUR,DTB,ESM,FESM,"Dow Jones Euro STOXX Media Index",EUR,50,SXME,IND,2017-12-15
398 | XEUR,EUREX,ESM,FESM,"Dow Jones Euro STOXX Media Index",EUR,50,SXME,IND,2020-12-18
399 | XEUR,EUREX,ESM,FESM,"Euro STOXX Media Index",EUR,50,SXME,IND,2021-12-17
400 | XEUR,DTB,ESTX50,FESX,"Dow Jones Euro STOXX50",EUR,10,ESTX50,IND,2001-12-21
401 | XEUR,EUREX,ESTX50,FESX,"Dow Jones Euro STOXX50",EUR,10,ESTX50,IND,2020-12-18
402 | XEUR,EUREX,ESTX50,FESX,"Euro STOXX50",EUR,10,ESTX50,IND,2021-09-17
403 | XEUR,EUREX,ESTX50,FSXE,"Dow Jones Euro STOXX50",EUR,1,ESTX50,IND,2001-12-21
404 | XEUR,EUREX,ESTX50,FSXE,"Euro STOXX50",EUR,1,ESTX50,IND,2021-09-17
405 | XEUR,DTB,ESU,FESU,"Dow Jones Euro STOXX Utilities Index",EUR,50,SX6E,IND,2017-12-15
406 | XEUR,EUREX,ESU,FESU,"Dow Jones Euro STOXX Utilities Index",EUR,50,SX6E,IND,2020-12-18
407 | XEUR,EUREX,ESU,FESU,"Euro STOXX Utilities Index",EUR,50,SX6E,IND,2021-12-17
408 | XEUR,DTB,EU3,FEU3,"Three Month EURIBOR",EUR,2500,EU3,IND,2017-10-16
409 | XEUR,EUREX,EU3,FEU3,"Three Month EURIBOR",EUR,2500,EU3,IND,2020-10-19
410 | XEUR,EUREX,FBON,FBON,"Euro BONO Futures on Long-term Spanish Government Bonds",EUR,1000,FBON,IND,2020-12-08
411 | XEUR,DTB,FT25,FT25,"Tel Aviv 35 Index",USD,25,FT25,IND,2017-10-25
412 | XEUR,DTB,GBL,FGBL,"Euro Bund (10 Year Bond)",EUR,1000,GBL,IND,1991-03-28
413 | XEUR,EUREX,GBL,FGBL,"Euro Bund (10 Year Bond)",EUR,1000,GBL,IND,2020-12-08
414 | XEUR,DTB,GBM,FGBM,"Euro Bobl (5 Year Bond)",EUR,1000,GBM,IND,1992-06-05
415 | XEUR,EUREX,GBM,FGBM,"Euro Bobl (5 Year Bond)",EUR,1000,GBM,IND,2020-12-08
416 | XEUR,DTB,GBS,FGBS,"Euro Schatz (2 Year Bond)",EUR,1000,GBS,IND,1997-06-06
417 | XEUR,EUREX,GBS,FGBS,"Euro Schatz (2 Year Bond)",EUR,1000,GBS,IND,2020-12-08
418 | XEUR,DTB,GBX,FGBX,"Euro Buxl (15 - 30 Year Bond)",EUR,1000,GBX,IND,2017-12-07
419 | XEUR,EUREX,GBX,FGBX,"Euro Buxl (15 - 30 Year Bond)",EUR,1000,GBX,IND,2020-12-08
420 | XEUR,EUREX,M1CN,FMCH,"MSCI China NTR USD",USD,50,M1CN,IND,2023-08-31
421 | XEUR,DTB,M1CNX,FMCN,"MSCI China Free Net Total Return (USD) Index",USD,50,M1CNX,IND,2022-12-16
422 | XEUR,EUREX,M1CNX,FMCN,"MSCI China Free Net Total Return (USD) Index",USD,50,M1CNX,IND,2020-12-18
423 | XEUR,DTB,M1EF,FMEM,"MSCI Emerging Markets Net Total Return Index",USD,100,M1EF,IND,2019-03-15
424 | XEUR,EUREX,M1EF,FMEM,"MSCI Emerging Markets Net Total Return Index",USD,100,M1EF,IND,2020-12-18
425 | XEUR,EUREX,M1IN,FMIN,"MSCI India NTR USD",USD,100,M1IN,IND,2023-08-31
426 | XEUR,EUREX,M1MS,FMEA,"MSCI Emerging Markets Asia",USD,100,M1MS,IND,2021-03-19
427 | XEUR,EUREX,M1TW,FMTW,"MSCI Taiwan NTR USD",USD,100,M1TW,IND,2023-08-31
428 | XEUR,DTB,M1WO,FMWO,"MSCI World NETR USD Index",USD,10,M1WO,IND,2017-12-15
429 | XEUR,EUREX,M1WO,FMWO,"MSCI World NETR USD Index",USD,10,M1WO,IND,2020-12-18
430 | XEUR,DTB,M7EU,FMEU,"MSCI Europe Net Return EUR Index",EUR,100,M7EU,IND,2017-12-15
431 | XEUR,EUREX,M7EU,FMEU,"MSCI Europe Net Return EUR Index",EUR,100,M7EU,IND,2020-12-18
432 | XEUR,DTB,MBWO,FMWN,"MSCI World Net EUR Index 1",EUR,100,MBWO,IND,2017-12-15
433 | XEUR,EUREX,MBWO,FMWN,"MSCI World Net EUR Index 1",EUR,100,MBWO,IND,2020-12-18
434 | XEUR,DTB,MDAX,F2MX,"Midcap DAX",EUR,5,MDAX,IND,2017-12-15
435 | XEUR,EUREX,MDAX,F2MX,"Midcap DAX",EUR,5,MDAX,IND,2020-12-18
436 | XEUR,EUREX,MDAX,FSMX,"Midcap DAX",EUR,1,MDAX,IND,2022-09-16
437 | XEUR,EUREX,MXEU,FMEP,"MSCI Europe",EUR,100,MXEU,IND,2020-12-18
438 | XEUR,DTB,MXJPUS,FMJP,"MSCI JAPAN INDEX - USD",USD,10,MXJPUS,IND,2017-12-15
439 | XEUR,EUREX,MXJPUS,FMJP,"MSCI JAPAN INDEX - USD",USD,10,MXJPUS,IND,2020-12-18
440 | XEUR,DTB,MXRU,FMRU,"MSCI Russia Index",USD,10,MXRU,IND,2017-12-15
441 | XEUR,EUREX,MXWO,FMWP,"MSCI World Index",USD,10,MXWO,IND,2020-12-18
442 | XEUR,DTB,OAT,FOAT,"Euro-OAT French Government Bond",EUR,1000,OAT,IND,2017-12-07
443 | XEUR,EUREX,OAT,FOAT,"Euro-OAT French Government Bond",EUR,1000,OAT,IND,2020-12-08
444 | XEUR,DTB,OMXH25,FFOX,"OMX Helsinki 25 Index",EUR,10,OMXH25,IND,2018-03-16
445 | XEUR,EUREX,OMXH25,FFOX,"OMX Helsinki 25 Index",EUR,10,OMXH25,IND,2020-12-18
446 | XEUR,DTB,RDXUSD,FRDX,"Russian Depositary (USD)",USD,10,RDXUSD,IND,2017-12-15
447 | XEUR,DTB,SD3ED,FD3D,"Euro Stoxx Select Dividend 30 DVP",EUR,100,SD3ED,IND,2019-12-20
448 | XEUR,EUREX,SD3ED,FD3D,"Euro Stoxx Select Dividend 30 DVP",EUR,100,SD3ED,IND,2020-12-18
449 | XEUR,DTB,SEESGSEP,FSLS,"STOXX Europe ESG Leaders Select 30",EUR,100,SEESGSEP,IND,2020-12-18
450 | XEUR,EUREX,SLI,FSLI,"Swiss Leader Index (PREIS_INDEX)",CHF,10,SLI,IND,2020-12-18
451 | XEUR,EUREX,SMI,FSMI,"Swiss Market Index",CHF,10,SMI,IND,2020-12-18
452 | XEUR,EUREX,SMI,FSMS,"Swiss Market Index",CHF,1,SMI,IND,2021-06-18
453 | XEUR,EUREX,SMIDP,FSMD,"SMI Dividend Points Index",CHF,100,SMIDP,IND,2020-12-18
454 | XEUR,EUREX,SMIM,FSMM,"Swiss Mid-cap Index",CHF,10,SMIM,IND,2020-12-18
455 | XEUR,DTB,STX,FSTX,"Dow Jones STOXX50",EUR,10,STX,IND,2017-12-15
456 | XEUR,EUREX,STX,FSTX,"Dow Jones STOXX50",EUR,10,STX,IND,2020-12-18
457 | XEUR,EUREX,STX,FSTX,STOXX50,EUR,10,STX,IND,2021-12-17
458 | XEUR,DTB,SX3E,FESO,"Dow Jones Euro STOXX Food&Beverages",EUR,50,SX3E,IND,2017-12-15
459 | XEUR,EUREX,SX3E,FESO,"Dow Jones Euro STOXX Food&Beverages",EUR,50,SX3E,IND,2020-12-18
460 | XEUR,EUREX,SX3E,FESO,"Euro STOXX Food&Beverages",EUR,50,SX3E,IND,2021-12-17
461 | XEUR,DTB,SX3P,FSTO,"Dow Jones STOXX 600 Food & Beverage Index",EUR,50,SX3P,IND,2017-12-15
462 | XEUR,EUREX,SX3P,FSTO,"Dow Jones STOXX 600 Food & Beverage Index",EUR,50,SX3P,IND,2020-12-18
463 | XEUR,EUREX,SX3P,FSTO,"STOXX 600 Food & Beverage Index",EUR,50,SX3P,IND,2021-12-17
464 | XEUR,DTB,SX4E,FESC,"Dow Jones Euro STOXX Chemicals",EUR,50,SX4E,IND,2017-12-15
465 | XEUR,EUREX,SX4E,FESC,"Dow Jones Euro STOXX Chemicals",EUR,50,SX4E,IND,2020-12-18
466 | XEUR,EUREX,SX4E,FESC,"Euro STOXX Chemicals",EUR,50,SX4E,IND,2021-12-17
467 | XEUR,DTB,SX4P,FSTC,"Dow Jones STOXX 600 Chemicals",EUR,50,SX4P,IND,2017-12-15
468 | XEUR,EUREX,SX4P,FSTC,"Dow Jones STOXX 600 Chemicals",EUR,50,SX4P,IND,2020-12-18
469 | XEUR,EUREX,SX4P,FSTC,"STOXX 600 Chemicals",EUR,50,SX4P,IND,2021-12-17
470 | XEUR,DTB,SX6P,FSTU,"Dow Jones STOXX 600 Utilities",EUR,50,SX6P,IND,2017-12-15
471 | XEUR,EUREX,SX6P,FSTU,"Dow Jones STOXX 600 Utilities",EUR,50,SX6P,IND,2020-12-18
472 | XEUR,EUREX,SX6P,FSTU,"STOXX 600 Utilities",EUR,50,SX6P,IND,2021-12-17
473 | XEUR,DTB,SX7E,FESB,"Dow Jones Euro STOXX Banks Index",EUR,50,SX7E,IND,2017-12-15
474 | XEUR,EUREX,SX7E,FESB,"Dow Jones Euro STOXX Banks Index",EUR,50,SX7E,IND,2020-12-18
475 | XEUR,EUREX,SX7E,FESB,"Euro STOXX Banks Index",EUR,50,SX7E,IND,2021-12-17
476 | XEUR,DTB,SX7P,FSTB,"Dow Jones STOXX 600 Banks",EUR,50,SX7P,IND,2017-12-15
477 | XEUR,EUREX,SX7P,FSTB,"Dow Jones STOXX 600 Banks",EUR,50,SX7P,IND,2020-12-18
478 | XEUR,EUREX,SX7P,FSTB,"STOXX 600 Banks",EUR,50,SX7P,IND,2021-12-17
479 | XEUR,DTB,SX86P,FSTL,"Dow Jones STOXX 600 Real Estate",EUR,50,SX86P,IND,2017-12-15
480 | XEUR,EUREX,SX86P,FSTL,"Dow Jones STOXX 600 Real Estate",EUR,50,SX86P,IND,2020-12-18
481 | XEUR,EUREX,SX86P,FSTL,"STOXX 600 Real Estate",EUR,50,SX86P,IND,2021-12-17
482 | XEUR,DTB,SX8E,FESY,"Dow Jones Euro STOXX Technology",EUR,50,SX8E,IND,2017-12-15
483 | XEUR,EUREX,SX8E,FESY,"Dow Jones Euro STOXX Technology",EUR,50,SX8E,IND,2020-12-18
484 | XEUR,EUREX,SX8E,FESY,"Euro STOXX Technology",EUR,50,SX8E,IND,2021-12-17
485 | XEUR,DTB,SX8P,FSTY,"Dow Jones STOXX 600 Technology",EUR,50,SX8P,IND,2017-12-15
486 | XEUR,EUREX,SX8P,FSTY,"Dow Jones STOXX 600 Technology",EUR,50,SX8P,IND,2020-12-18
487 | XEUR,EUREX,SX8P,FSTY,"STOXX 600 Technology",EUR,50,SX8P,IND,2021-12-17
488 | XEUR,DTB,SXAP,FSTA,"Dow Jones STOXX 600 Automobiles & Parts",EUR,50,SXAP,IND,2017-12-15
489 | XEUR,EUREX,SXAP,FSTA,"Dow Jones STOXX 600 Automobiles & Parts",EUR,50,SXAP,IND,2020-12-18
490 | XEUR,EUREX,SXAP,FSTA,"STOXX 600 Automobiles & Parts",EUR,50,SXAP,IND,2021-12-17
491 | XEUR,DTB,SXDE,FESH,"Dow Jones Euro STOXX Healthcare",EUR,50,SXDE,IND,2017-12-15
492 | XEUR,EUREX,SXDE,FESH,"Dow Jones Euro STOXX Healthcare",EUR,50,SXDE,IND,2020-12-18
493 | XEUR,EUREX,SXDE,FESH,"Euro STOXX Healthcare",EUR,50,SXDE,IND,2021-12-17
494 | XEUR,DTB,SXDP,FSTH,"Dow Jones STOXX 600 Healthcare",EUR,50,SXDP,IND,2017-12-15
495 | XEUR,EUREX,SXDP,FSTH,"Dow Jones STOXX 600 Healthcare",EUR,50,SXDP,IND,2020-12-18
496 | XEUR,EUREX,SXDP,FSTH,"STOXX 600 Healthcare",EUR,50,SXDP,IND,2021-12-17
497 | XEUR,DTB,SXEP,FSTE,"Dow Jones STOXX 600 Oil & Gas",EUR,50,SXEP,IND,2017-12-15
498 | XEUR,EUREX,SXEP,FSTE,"Dow Jones STOXX 600 Oil & Gas",EUR,50,SXEP,IND,2020-12-18
499 | XEUR,EUREX,SXEP,FSTE,"STOXX 600 Oil & Gas",EUR,50,SXEP,IND,2021-12-17
500 | XEUR,DTB,SXFP,FSTF,"Dow Jones STOXX 600 Financial Services Index",EUR,50,SXFP,IND,2017-12-15
501 | XEUR,EUREX,SXFP,FSTF,"Dow Jones STOXX 600 Financial Services Index",EUR,50,SXFP,IND,2020-12-18
502 | XEUR,EUREX,SXFP,FSTF,"STOXX 600 Financial Services Index",EUR,50,SXFP,IND,2021-12-17
503 | XEUR,DTB,SXIP,FSTI,"Dow Jones STOXX 600 Insurance",EUR,50,SXIP,IND,2017-12-15
504 | XEUR,EUREX,SXIP,FSTI,"Dow Jones STOXX 600 Insurance",EUR,50,SXIP,IND,2020-12-18
505 | XEUR,EUREX,SXIP,FSTI,"STOXX 600 Insurance",EUR,50,SXIP,IND,2021-12-17
506 | XEUR,DTB,SXKE,FEST,"Dow Jones Euro STOXX Telecommunications",EUR,50,SXKE,IND,2017-12-15
507 | XEUR,EUREX,SXKE,FEST,"Dow Jones Euro STOXX Telecommunications",EUR,50,SXKE,IND,2020-12-18
508 | XEUR,EUREX,SXKE,FEST,"Euro STOXX Telecommunications",EUR,50,SXKE,IND,2021-12-17
509 | XEUR,DTB,SXKP,FSTT,"Dow Jones STOXX 600 Telecommunications",EUR,50,SXKP,IND,2017-12-15
510 | XEUR,EUREX,SXKP,FSTT,"Dow Jones STOXX 600 Telecommunications",EUR,50,SXKP,IND,2020-12-18
511 | XEUR,EUREX,SXKP,FSTT,"STOXX 600 Telecommunications",EUR,50,SXKP,IND,2021-12-17
512 | XEUR,DTB,SXMP,FSTM,"Dow Jones STOXX 600 Media",EUR,50,SXMP,IND,2017-12-15
513 | XEUR,EUREX,SXMP,FSTM,"Dow Jones STOXX 600 Media",EUR,50,SXMP,IND,2020-12-18
514 | XEUR,EUREX,SXMP,FSTM,"STOXX 600 Media",EUR,50,SXMP,IND,2021-12-17
515 | XEUR,DTB,SXNE,FESG,"Dow Jones Euro STOXX Industrial Goods&Services",EUR,50,SXNE,IND,2017-12-15
516 | XEUR,EUREX,SXNE,FESG,"Dow Jones Euro STOXX Industrial Goods&Services",EUR,50,SXNE,IND,2020-12-18
517 | XEUR,EUREX,SXNE,FESG,"Euro STOXX Industrial Goods&Services",EUR,50,SXNE,IND,2021-12-17
518 | XEUR,DTB,SXNP,FSTG,"Dow Jones STOXX 600 Industrial Goods & Services Index",EUR,50,SXNP,IND,2017-12-15
519 | XEUR,EUREX,SXNP,FSTG,"Dow Jones STOXX 600 Industrial Goods & Services Index",EUR,50,SXNP,IND,2020-12-18
520 | XEUR,EUREX,SXNP,FSTG,"STOXX 600 Industrial Goods & Services Index",EUR,50,SXNP,IND,2021-12-17
521 | XEUR,DTB,SXOE,FESN,"Dow Jones Euro STOXX Construction",EUR,50,SXOE,IND,2017-12-15
522 | XEUR,EUREX,SXOE,FESN,"Dow Jones Euro STOXX Construction",EUR,50,SXOE,IND,2020-12-18
523 | XEUR,EUREX,SXOE,FESN,"Euro STOXX Construction",EUR,50,SXOE,IND,2021-12-17
524 | XEUR,DTB,SXOP,FSTN,"Dow Jones STOXX 600 Construction & Materials",EUR,50,SXOP,IND,2017-12-15
525 | XEUR,EUREX,SXOP,FSTN,"Dow Jones STOXX 600 Construction & Materials",EUR,50,SXOP,IND,2020-12-18
526 | XEUR,EUREX,SXOP,FSTN,"STOXX 600 Construction & Materials",EUR,50,SXOP,IND,2021-12-17
527 | XEUR,DTB,SXPE,FESS,"Dow Jones Euro STOXX Basic Resources",EUR,50,SXPE,IND,2017-12-15
528 | XEUR,EUREX,SXPE,FESS,"Dow Jones Euro STOXX Basic Resources",EUR,50,SXPE,IND,2020-12-18
529 | XEUR,EUREX,SXPE,FESS,"Euro STOXX Basic Resources",EUR,50,SXPE,IND,2021-12-17
530 | XEUR,DTB,SXPP,FSTS,"Dow Jones STOXX 600 Basic Resources Index",EUR,50,SXPP,IND,2017-12-15
531 | XEUR,EUREX,SXPP,FSTS,"Dow Jones STOXX 600 Basic Resources Index",EUR,50,SXPP,IND,2020-12-18
532 | XEUR,EUREX,SXPP,FSTS,"STOXX 600 Basic Resources Index",EUR,50,SXPP,IND,2021-12-17
533 | XEUR,DTB,SXQE,FESZ,"Dow Jones Euro STOXX Personal & Household Goods",EUR,50,SXQE,IND,2017-12-15
534 | XEUR,EUREX,SXQE,FESZ,"Dow Jones Euro STOXX Personal & Household Goods",EUR,50,SXQE,IND,2020-12-18
535 | XEUR,EUREX,SXQE,FESZ,"Euro STOXX Personal & Household Goods",EUR,50,SXQE,IND,2021-12-17
536 | XEUR,DTB,SXQP,FSTZ,"Dow Jones STOXX 600 Personal & Household Goods",EUR,50,SXQP,IND,2017-12-15
537 | XEUR,EUREX,SXQP,FSTZ,"Dow Jones STOXX 600 Personal & Household Goods",EUR,50,SXQP,IND,2020-12-18
538 | XEUR,EUREX,SXQP,FSTZ,"STOXX 600 Personal & Household Goods",EUR,50,SXQP,IND,2021-12-17
539 | XEUR,DTB,SXRE,FESR,"Dow Jones Euro STOXX Retail",EUR,50,SXRE,IND,2017-12-15
540 | XEUR,EUREX,SXRE,FESR,"Dow Jones Euro STOXX Retail",EUR,50,SXRE,IND,2020-12-18
541 | XEUR,EUREX,SXRE,FESR,"Euro STOXX Retail",EUR,50,SXRE,IND,2021-12-17
542 | XEUR,DTB,SXRP,FSTR,"Dow Jones STOXX 600 Retail",EUR,50,SXRP,IND,2017-12-15
543 | XEUR,EUREX,SXRP,FSTR,"Dow Jones STOXX 600 Retail",EUR,50,SXRP,IND,2020-12-18
544 | XEUR,EUREX,SXRP,FSTR,"STOXX 600 Retail",EUR,50,SXRP,IND,2021-12-17
545 | XEUR,DTB,SXTE,FESV,"Dow Jones Euro STOXX Travel & Leisure",EUR,50,SXTE,IND,2017-12-15
546 | XEUR,EUREX,SXTE,FESV,"Dow Jones Euro STOXX Travel & Leisure",EUR,50,SXTE,IND,2020-12-18
547 | XEUR,EUREX,SXTE,FESV,"Euro STOXX Travel & Leisure",EUR,50,SXTE,IND,2021-12-17
548 | XEUR,DTB,SXTP,FSTV,"Dow Jones STOXX 600 Travel & Leisure",EUR,50,SXTP,IND,2017-12-15
549 | XEUR,EUREX,SXTP,FSTV,"Dow Jones STOXX 600 Travel & Leisure",EUR,50,SXTP,IND,2020-12-18
550 | XEUR,EUREX,SXTP,FSTV,"STOXX 600 Travel & Leisure",EUR,50,SXTP,IND,2021-12-17
551 | XEUR,EUREX,SXXPESGX,FSEG,"STOXX Europe 600 ESG-X",EUR,100,SXXPESGX,IND,2020-12-18
552 | XEUR,DTB,TDX,FTDX,TECDAX,EUR,10,TDX,IND,2017-12-15
553 | XEUR,EUREX,TDX,FTDX,TECDAX,EUR,10,TDX,IND,2020-12-18
554 | XEUR,DTB,V2TX,FVS,"VSTOXX Volatility Index",EUR,100,V2TX,IND,2017-10-18
555 | XEUR,EUREX,V2TX,FVS,"VSTOXX Volatility Index",EUR,100,V2TX,IND,2020-10-21
556 | XHKF,HKFE,CES120,CHH,"CES China 120 Index",HKD,50,CES120,IND,2017-10-30
557 | XHKF,HKFE,CNH,CUS,"United States dollar",CNH,100000,USD.CNH,CASH,2017-10-16
558 | XHKF,HKFE,GDR,GDR,"CNH Gold Futures",CNH,1000,GDR,IND,2017-10-16
559 | XHKF,HKFE,GDU,GDU,"USD Gold Futures",USD,1000,GDU,IND,2017-10-16
560 | XHKF,HKFE,HHI.HK,HHI,"Hang Seng China Enterprise Index",HKD,50,HHI,IND,2017-10-30
561 | XHKF,HKFE,HHIDPI,DHH,"HSCEI Dividend Point Index",HKD,50,HSCEIDPI,IND,2017-12-27
562 | XHKF,HKFE,HSI,HSI,"Hang Seng Stock Index",HKD,50,HSI,IND,1986-05-29
563 | XHKF,HKFE,HSIDPI,DHS,"HSI Dividend Point Index",HKD,50,HSIDPI,IND,2017-12-27
564 | XHKF,HKFE,HSTECH,HTI,"Hang Seng TECH Index",HKD,50,HSTECH,IND,2020-11-27
565 | XHKF,HKFE,IBOV,BOV,"Brazil Bovespa Stock Index",HKD,5,IBOV,IND,2017-10-18
566 | XHKF,HKFE,MCA,MCA,"MSCI China A 50 Connect Index",USD,25,MCA,IND,2021-11-19
567 | XHKF,HKFE,MCH.HK,MCH,"Mini-Hang Seng China Enterprises Index",HKD,10,MCH,IND,2017-10-30
568 | XHKF,HKFE,MCN.HK,MCN,"MSCI China Free Net Total Return (USD) Index (HKFE)",USD,50,MCN.HK,IND,2020-08-21
569 | XHKF,HKFE,MCS,MCS,"United States dollar",CNH,20000,USD.CNH,CASH,2021-05-17
570 | XHKF,HKFE,MHI,MHI,"Mini Hang Seng Index",HKD,10,MHI,IND,2001-09-27
571 | XHKF,HKFE,MID.HK,MIA,"MSCI Indonesia Index (USD) - HKFE",USD,2,MID.HK,IND,2021-07-29
572 | XHKF,HKFE,MID.HK,MID,"MSCI Indonesia Index (USD) - HKFE",USD,2,MID.HK,IND,2020-08-28
573 | XHKF,HKFE,MND,MND,"MSCI India Index (USD) - HKFE",USD,20,MND,IND,2023-03-29
574 | XHKF,HKFE,MTW,MTW,"MSCI Taiwan (USD) Index - HKFE",USD,100,MTW,IND,2020-07-30
575 | XHKF,HKFE,TOP40,SAF,"FTSE/JSE Africa Top40 Index",HKD,10,TOP40,IND,2017-12-21
576 | XHKF,HKFE,VHSI,VHS,"Hang Seng Volatility Index",HKD,5000,VHSI,IND,2017-10-30
577 | XKRX,KSE,3KTB,165,"3-Year Korea Treasury Bond",KRW,1000000,3KTB,IND,2017-12-19
578 | XKRX,KSE,FLKTB,167,"10-Year Korea Treasury Bond",KRW,1000000,FLKTB,IND,2017-12-19
579 | XKRX,KSE,K200,01,"KOSPI200 Index",KRW,250000,KS200,IND,2017-12-14
580 | XKRX,KSE,K200M,05,"Mini KOSPI200 Index",KRW,50000,K200M,IND,2017-10-12
581 | XKRX,KSE,KOSDQ150,06,"KOSDAQ 150 Index",KRW,10000,KOSDQ150,IND,2017-12-14
582 | XKRX,KSE,KWY,175,"United States dollar",KRW,10000,USD.KRW,CASH,2017-10-16
583 | XLME,LMEOTC,AH,AH,"High-Grade Primary Aluminium",USD,25,AH,IND,2018-03-21
584 | XLME,LMEOTC,CA,CA,"Grade A Copper - LME",USD,25,CA,IND,2018-01-17
585 | XLME,LMEOTC,NI,NI,"Nickel - LME",USD,6,NI,IND,2018-01-17
586 | XLME,LMEOTC,PB,PB,"Lead - LME",USD,25,PB,IND,2018-01-17
587 | XLME,LMEOTC,SNLME,SN,"Tin future",USD,5,SNLME,IND,2018-03-21
588 | XLME,LMEOTC,ZSLME,ZS,"Special High Grade Zinc",USD,25,ZSLME,IND,2018-03-21
589 | XMAT,MATIF,EBM,EBM,"Milling Wheat Futures",EUR,50,EBM,IND,2017-12-11
590 | XMAT,MATIF,ECO,ECO,"European Rapeseed Future",EUR,50,ECO,IND,2017-10-31
591 | XMAT,MATIF,EMA,EMA,Corn,EUR,50,EMA,IND,2017-11-06
592 | XMOD,CDE,BAX,BAX,"3 Month Canadian Bankers' Acceptance Futures",CAD,2500,BAX,IND,2017-10-16
593 | XMOD,CDE,CGB,CGB,"10 Year Government of Canada Bonds",CAD,1000,CGB,IND,2017-12-18
594 | XMOD,CDE,CGF,CGF,"5 Year Government of Canada Bonds",CAD,1000,CGF,IND,2017-12-18
595 | XMOD,CDE,CGZ,CGZ,"2 Year Government of Canada Bonds",CAD,1000,CGZ,IND,2022-06-21
596 | XMOD,CDE,CGZ,CGZ,"2 Year Government of Canada Bonds",CAD,2000,CGZ,IND,2020-06-19
597 | XMOD,CDE,CRA,CRA,"3 Month CORRA",CAD,2500,CRA,IND,2022-09-20
598 | XMOD,CDE,TSE60,SXF,"S&P Canada 60 Index Futures (Old TSE60)",CAD,200,TSE60,IND,2017-12-14
599 | XMOD,CDE,TSE60,SXM,"S&P Canada 60 Index Futures (Old TSE60)",CAD,50,TSE60,IND,2017-12-14
600 | XMOD,CDE,TSX,SCF,"S&P TSX COMPOSITE INDEX",CAD,5,TSX,IND,2017-12-14
601 | XMON,MONEP,CAC40,FCE,"CAC 40",EUR,10,PX1,IND,1988-09-30
602 | XMON,MONEP,CAC40,MFC,"CAC 40",EUR,1,PX1,IND,1988-09-30
603 | XMON,MONEP,EPEU,EPE,"FTSE EPRA/NAREIT Euro Zone",EUR,10,EPE,IND,2017-12-15
604 | XMON,MONEP,EPRA,EPR,"FTSE EPRA/NAREIT Europe",EUR,10,EPR,IND,2017-12-15
605 | XMON,MONEP,FEF,FEF,"FTSEurofirst 80 NEW",EUR,10,FEF,IND,2017-12-15
606 | XMON,MONEP,FEO,FEO,"FTSEurofirst 100 NEW",EUR,10,FEO,IND,2017-12-15
607 | XMRV,MEFFRV,IBEX,MIX,"IBEX 35 Index Mini",EUR,1,IBEX,IND,2017-10-20
608 | XMRV,MEFFRV,IBEX35,IBX,"IBEX 35 Index",EUR,10,IBEX35,IND,2017-10-20
609 | XNLI,NYSELIFFE,M1EU,EU9,"MSCI Europe NTR",USD,10,M1EU,IND,2021-12-17
610 | XNLI,NYSELIFFE,M1JP,JPP,"The MSCI Japan NTR",USD,10,M1JP,IND,2021-12-17
611 | XNLI,NYSELIFFE,M1MSA,ASN,"MSCI Emerging Markets Asia Net Total Return (NTR)",USD,100,M1MSA,IND,2021-12-17
612 | XNLI,NYSELIFFE,MXEA,MFS,"MSCI EAFE Index",USD,50,MXEA,IND,2017-12-15
613 | XNLI,NYSELIFFE,MXEF,MME,"MSCI EMERGING MARKETS INDEX",USD,50,MXEF,IND,2017-12-15
614 | XNLI,NYSELIFFE,MXUS,MUN,"MSCI USA Index",USD,50,MXUS,IND,2017-12-15
615 | XNLI,NYSELIFFE,YG,YG,"Mini Sized NY Gold Futures",USD,32.15,YG,IND,2017-10-27
616 | XNLI,NYSELIFFE,YI,YI,"Mini Sized NY Silver Futures",USD,1000,YI,IND,2017-10-27
617 | XNLI,NYSELIFFE,ZG,ZG,"Gold 100 Troy Oz",USD,100,ZG,IND,2017-10-27
618 | XNLI,NYSELIFFE,ZI,ZI,"CBOT 5000 Oz Silver Futures",USD,5000,ZI,IND,2017-10-27
619 | XNSE,NSE,BANKNIFTY,BANKNIFTY,"Nifty Bank",INR,1,BANKNIFTY,IND,2017-10-26
620 | XNSE,NSE,EURINR,EURINR,"Euro in Indian Rupee",INR,1000,EURINR,IND,2017-10-27
621 | XNSE,NSE,GBPINR,GBPINR,"British Pounds in Indian Rupee",INR,1000,GBPINR,IND,2017-10-27
622 | XNSE,NSE,JPYINR,JPYINR,"Japanese Yen in Indian Rupee",INR,100000,JPYINR,IND,2017-10-27
623 | XNSE,NSE,NIFTY50,NIFTY,"Nifty 50",INR,1,NIFTY50,IND,2017-10-26
624 | XNSE,NSE,NSEFIN,FINNIFTY,"NSE Nifty Financial Services Index Futures",INR,1,NSEFIN,IND,2021-04-29
625 | XNSE,NSE,USDINR,USDINR,"US Dollars in Indian Rupee",INR,1000,USDINR,IND,2017-10-27
626 | XNYM,NYMEX,BB,BB,"NYMEX Brent Financial Futures Index",USD,1000,BB,IND,2017-10-30
627 | XNYM,NYMEX,BZ,BZ,"Brent Crude Oil - Last Day",USD,1000,BZ,IND,2017-10-31
628 | XNYM,NYMEX,CL,CL,"Light Sweet Crude Oil",USD,1000,CL,IND,1983-05-18
629 | XNYM,NYMEX,GC,GC,Gold,USD,100,GC,IND,2017-10-27
630 | XNYM,NYMEX,HG,HG,"Copper Index",USD,25000,HG,IND,2020-10-28
631 | XNYM,NYMEX,HG,HG,"NYMEX Copper Index",USD,25000,HG,IND,2017-10-27
632 | XNYM,NYMEX,HH,HH,"Natural Gas Last Day Financial Futures Index",USD,10000,HH,IND,2006-06-28
633 | XNYM,NYMEX,HO,HO,"Heating Oil",USD,42000,HO,IND,2001-12-31
634 | XNYM,NYMEX,HP,HP,"Natural Gas Penultimate Financial Futures Index",USD,10000,HP,IND,2006-06-27
635 | XNYM,NYMEX,HRC,HRC,"Hot-Rolled Coil Steel Index",USD,20,HRC,IND,2017-10-24
636 | XNYM,NYMEX,LT,LT,"Gulf Coast ULSD (Platts) Up-Down Futures",USD,42000,LT,IND,2020-07-31
637 | XNYM,NYMEX,MCL,MCL,"Micro WTI Crude Oil",USD,100,MCL,IND,2021-07-19
638 | XNYM,NYMEX,MGC,MGC,"E-Micro Gold ",USD,10,MGC,IND,2017-10-27
639 | XNYM,NYMEX,MHO,MHO,"Micro NY Harbor ULSD",USD,4200,MHO,IND,2022-06-29
640 | XNYM,NYMEX,MRB,MRB,"Micro RBOB Gasoline",USD,4200,MRB,IND,2022-06-29
641 | XNYM,NYMEX,NG,NG,"Henry Hub Natural Gas",USD,10000,NG,IND,1990-05-21
642 | XNYM,NYMEX,PA,PA,"NYMEX Palladium Index",USD,100,PA,IND,1981-06-25
643 | XNYM,NYMEX,PA,PA,"Palladium Index",USD,100,PA,IND,2020-12-29
644 | XNYM,NYMEX,PL,PL,"NYMEX Platinum Index",USD,50,PL,IND,1980-01-28
645 | XNYM,NYMEX,PL,PL,"Platinum Index",USD,50,PL,IND,2020-10-28
646 | XNYM,NYMEX,PLM,PLM,"Micro Platinum",USD,10,PLM,IND,2023-03-29
647 | XNYM,NYMEX,QC,QC,"COMEX MINY Copper",USD,12500,QC,IND,2017-10-27
648 | XNYM,NYMEX,QG,QG,"NYMEX MINY Natural Gas Index",USD,2500,QG,IND,2002-07-30
649 | XNYM,NYMEX,QH,QH,"NYMEX MINY Heating Oil Index",USD,21000,QH,IND,2006-01-30
650 | XNYM,NYMEX,QI,QI,"COMEX MINY Silver",USD,2500,QI,IND,2017-11-28
651 | XNYM,NYMEX,QM,QM,"NYMEX MINY Light Sweet Crude Oil",USD,500,QM,IND,2002-07-23
652 | XNYM,NYMEX,QO,QO,"COMEX MINY Gold",USD,50,QO,IND,2017-11-28
653 | XNYM,NYMEX,QU,QU,"NYMEX MINY Gasoline RBOB Index",USD,21000,QU,IND,2006-01-30
654 | XNYM,NYMEX,RB,RB,"NYMEX RBOB Gasoline Index",USD,42000,RB,IND,2001-12-31
655 | XNYM,NYMEX,SGC,SGC,"Shanghai Gold Exchange Gold Benchmark PM Price Index - CNH Futures",CNH,1000,SGC,IND,2019-12-27
656 | XNYM,NYMEX,SGUF,SGU,"Shanghai Gold Exchange Gold Benchmark PM Price Index - USD Futures",USD,32.15,SGUF,IND,2019-12-27
657 | XNYM,NYMEX,SI,ECSI,"NYMEX Silver Index",USD,20,SI,IND,2022-05-26
658 | XNYM,NYMEX,SI,SI,"NYMEX Silver Index",USD,5000,SI,IND,2017-10-27
659 | XNYM,NYMEX,SI,SI,"Silver Index",USD,5000,SI,IND,2020-10-28
660 | XNYM,NYMEX,SI,SIL,"NYMEX Silver Index",USD,1000,SI,IND,2017-10-27
661 | XNYM,NYMEX,SI,SIL,"Silver Index",USD,1000,SI,IND,2020-10-28
662 | XNYM,NYMEX,TT,TT,"NYMEX Cotton index",USD,50000,TT,IND,2017-11-22
663 | XNYM,NYMEX,UX,UX,"NYMEX Uranium Index",USD,250,UX,IND,2017-10-30
664 | XNYM,NYMEX,UX,UX,"Uranium Index",USD,250,UX,IND,2020-10-26
665 | XOSE,OSE.JPN,DJIA,DJIA,"OSE Dow Jones Industrial Average",JPY,100,DJIA,IND,2017-12-15
666 | XOSE,OSE.JPN,JGB,JBL,"Standardized 6% 10-Year Japanese Government Bond",JPY,1000000,JGB,IND,2021-09-13
667 | XOSE,OSE.JPN,JGB,JGBL,"Japanese Government Bonds",JPY,1000000,JGB,IND,2017-12-13
668 | XOSE,OSE.JPN,JGB,JGBL,"Standardized 6% 10-Year Japanese Government Bond",JPY,1000000,JGB,IND,2018-03-13
669 | XOSE,OSE.JPN,JPNK400,400,"JPX-Nikkei Index 400",JPY,100,JPNK400,IND,2021-12-09
670 | XOSE,OSE.JPN,JPNK400,JN400,"JPX-Nikkei Index 400",JPY,100,JPNK400,IND,2017-12-07
671 | XOSE,OSE.JPN,M-GD,GLDM,"Gold (Mini) - Japan",JPY,100,M-GD,IND,2021-10-25
672 | XOSE,OSE.JPN,M-GD,OM-GD,"Gold (Mini) - Japan",JPY,100,M-GD,IND,2020-06-24
673 | XOSE,OSE.JPN,M-PT,OM-PT,"Platinum (Mini) - Japan",JPY,100,M-PT,IND,2020-06-24
674 | XOSE,OSE.JPN,M-PT,PLTM,"Platinum (Mini) - Japan",JPY,100,M-PT,IND,2021-10-25
675 | XOSE,OSE.JPN,MJ,JBLM,"Mini 10 Year JGB",JPY,100000,MJ,IND,2021-12-10
676 | XOSE,OSE.JPN,MJ,JGBLM,"Mini 10 Year JGB",JPY,100000,MJ,IND,2017-12-12
677 | XOSE,OSE.JPN,MNTPX,TOPIXM,"Japan Mini Topix",JPY,1000,MNTPX,IND,2017-12-07
678 | XOSE,OSE.JPN,MNTPX,TPXM,"Japan Mini Topix",JPY,1000,MNTPX,IND,2021-12-09
679 | XOSE,OSE.JPN,N225,225,"Nikkei 225",JPY,1000,N225,IND,2021-12-09
680 | XOSE,OSE.JPN,N225,NK225,"Nikkei 225",JPY,1000,N225,IND,2017-03-09
681 | XOSE,OSE.JPN,N225M,225M,"Nikkei 225 Mini",JPY,100,N225M,IND,2021-10-07
682 | XOSE,OSE.JPN,N225M,NK225M,"Nikkei 225 Mini",JPY,100,N225M,IND,2017-10-12
683 | XOSE,OSE.JPN,N225MC,225MC,"Nikkei 225 Micro",JPY,10,N225MC,IND,2023-06-08
684 | XOSE,OSE.JPN,NKVI,NKVI,"Nikkei 225 Volatility Index",JPY,10000,NKVI,IND,2017-10-10
685 | XOSE,OSE.JPN,NKVI,NVI,"Nikkei 225 Volatility Index",JPY,10000,NKVI,IND,2021-10-12
686 | XOSE,OSE.JPN,TOPX,TOPIX,"TOPIX Index",JPY,10000,TOPX,IND,2017-12-07
687 | XOSE,OSE.JPN,TOPX,TPX,"TOPIX Index",JPY,10000,TOPX,IND,2021-12-09
688 | XOSE,OSE.JPN,TPXC30,C30,"Topix Core30",JPY,1000,TPXC30,IND,2021-12-09
689 | XOSE,OSE.JPN,TPXC30,TPX30,"Topix Core30",JPY,1000,TPXC30,IND,2017-12-07
690 | XOSE,OSE.JPN,TSEMOTHR,MOTH,"TSE Mothers Index",JPY,1000,TSEMOTHR,IND,2021-12-09
691 | XOSE,OSE.JPN,TSEMOTHR,MOTHE,"TSE Mothers Index",JPY,1000,TSEMOTHR,IND,2017-12-07
692 | XOSE,OSE.JPN,TSEREIT,REIT,"TSE REIT Index",JPY,1000,TSEREIT,IND,2017-12-07
693 | XSES,SGX,AJ,AJ,"SGX Australian Dollar in Japanese Yen Futures",JPY,25000,AJ,IND,2017-10-16
694 | XSES,SGX,AU,AU,"SGX Australian Dollar in US Dollar Futures",USD,25000,AU,IND,2017-10-16
695 | XSES,SGX,CY,CY,"SGX onshore Chinese Renminbi (CNY) in US Dollar Futures",USD,500000,CY,IND,2017-10-16
696 | XSES,SGX,FIVNM30,FVN,"FTSE Vietnam 30 Price Return Index",USD,5,FIVNM30,IND,2021-06-29
697 | XSES,SGX,FTCRTWRP,TWN,"FTSE Taiwan RIC Capped Price Return TWD Index",USD,40,FTCRTWRP,IND,2020-07-30
698 | XSES,SGX,INR,INR,"INR.USD Forex",USD,1000,USD.INR,CASH,2023-06-19
699 | XSES,SGX,INR,INR,"SGX USD/INR (USD) Futures",USD,1000,INR,CASH,2021-07-19
700 | XSES,SGX,INR,INR,"SGX USD/INR (USD) Futures",USD,1000,INR,IND,2021-02-15
701 | XSES,SGX,INX,INX,"SGX USD/INR (USD) Month-end",USD,1000,INX,IND,2022-07-27
702 | XSES,SGX,IU,IU,"SGX Indian Rupee in US Dollar Futures",USD,2000000,IU,IND,2017-10-27
703 | XSES,SGX,KJ,KJ,"SGX Korean Won in Japanese Yen Futures",JPY,25000000,KJ,IND,2017-10-16
704 | XSES,SGX,KRW,KRW,"Korean Won",USD,125000000,KRW,IND,2020-08-14
705 | XSES,SGX,KU,KU,"SGX Korean Won in US Dollar Futures",USD,25000000,KU,IND,2017-10-16
706 | XSES,SGX,KU,KU,"SGX Korean Won in US Dollar Futures (Mini)",USD,25000000,KU,IND,2018-08-13
707 | XSES,SGX,M1CNX,NCH,"MSCI China Free Net Total Return (USD) Index",USD,50,M1CNX,IND,2017-10-20
708 | XSES,SGX,M3CNX,CH,"MSCI China Free Price USD Index",USD,5,M3CNX,IND,2017-10-30
709 | XSES,SGX,MUC,MUC,"SGX USD/CNH Futures (Mini)",CNH,25000,MUC,IND,2021-09-13
710 | XSES,SGX,MXID,ID,"MSCI Indonesia Index",USD,2,MXID,IND,2017-10-30
711 | XSES,SGX,MXMY,MY,"MSCI Malaysia Index",USD,20,MXMY,IND,2017-10-31
712 | XSES,SGX,MXTH,TH,"MSCI Thailand index",USD,20,MXTH,IND,2017-10-30
713 | XSES,SGX,N225U,NU,"SGX: USD Nikkei 225 Index",USD,5,N225U,IND,2007-09-12
714 | XSES,SGX,NIFTY,IN,"CNX Nifty Index",USD,2,NIFTY,IND,2017-10-26
715 | XSES,SGX,NKYDIV,ND,"Nikkei Stock Average Dividend Point Index",JPY,10000,NKYDIV,IND,2018-03-30
716 | XSES,SGX,SCI,FEF,"SGX TSI Iron Ore Futures",USD,100,SCI,IND,2017-10-31
717 | XSES,SGX,SEY,EY,"Euroyen (TIBOR) Index",JPY,250000,SEY,IND,2017-12-18
718 | XSES,SGX,SGB,JB,"SGX Mini JGB Index",JPY,100000,SGB,IND,2017-12-12
719 | XSES,SGX,SGXNK,NK,"SGX: Nikkei 225",JPY,500,SGXNK,IND,2017-10-12
720 | XSES,SGX,SGXNKM,NS,"SGX: NIKKEI 225 Mini",JPY,100,SGXNKM,IND,2017-10-12
721 | XSES,SGX,SGXTU,TU,"SGX Thai baht in US Dollar Futures",USD,1000000,SGXTU,IND,2022-12-29
722 | XSES,SGX,SND,SND,"SGX US Dollar in Singapore Dollar Futures (Full-Sized)",SGD,100000,SND,IND,2020-10-19
723 | XSES,SGX,SSG,SGP,"MSCI Singapore Free Index",SGD,100,SSG,IND,2017-10-30
724 | XSES,SGX,STI,ST,"SGX Straits Times Index",SGD,10,STI,IND,2017-10-30
725 | XSES,SGX,STW,TW,"MSCI Taiwan Index",USD,100,STW,IND,2017-10-30
726 | XSES,SGX,TD,TD,"SGX Taiwan Dollar in US Dollar Futures (Mini)",USD,1000000,TD,IND,2021-02-08
727 | XSES,SGX,TSR20,TF,"SICOM Rubber",USD,50,TSR20,IND,2017-09-29
728 | XSES,SGX,TWD,TWD,"SGX Taiwan Dollar in US Dollar Futures (Full-Sized)",USD,3000000,TWD,IND,2021-02-08
729 | XSES,SGX,TWN,TWN,"FTSE Taiwan RIC Capped Price Return TWD Index",USD,40,TWN,IND,2020-08-28
730 | XSES,SGX,UC,UC,"SGX US Dollar in offshore Chinese Renminbi (CNH)",CNH,100000,UC,IND,2017-10-16
731 | XSES,SGX,UJ,UJ,"SGX US Dollar in Japanese Yen Futures (Titan)",JPY,500000,UJ,IND,2017-10-16
732 | XSES,SGX,US,US,"SGX US Dollar in Singapore Dollar (Mini) Futures",SGD,25000,US,IND,2018-09-17
733 | XSES,SGX,US,US,"SGX US Dollar in Singapore Dollar Futures",SGD,25000,US,IND,2017-10-16
734 | XSES,SGX,UY,UY,"SGX US Dollar in Japanese Yen Futures (Standard)",JPY,100000,UY,IND,2017-10-16
735 | XSES,SGX,WIIDN,FID,"FTSE Indonesia Index",USD,5,WIIDN,IND,2020-09-29
736 | XSES,SGX,XIN0I,FCH,"FTSE China H50",USD,2,XIN0I,IND,2020-12-30
737 | XSES,SGX,XINA50,CN,"FTSE/Xinhua China A50",USD,1,XINA50,IND,2017-10-30
738 | XSFE,SNFE,IB,IB,"30 Day Interbank Cash Rate",AUD,2466,IB,IND,2017-10-31
739 | XSFE,SNFE,IR,IR,"90 Day Bills",AUD,10000,IR,IND,1983-03-09
740 | XSFE,SNFE,MSPI,AM,"ASX Mini SPI 200 Index",AUD,5,MSPI,IND,2017-10-19
741 | XSFE,SNFE,SPI,AP,"S&P/ASX 200 Index (Australia)",AUD,25,SPI,IND,2010-06-17
742 | XSFE,SNFE,XT,XT,"10 Year Treasury Bond 6%",AUD,10000,XT,IND,1985-03-15
743 | XSFE,SNFE,YT,YT,"3 Year Treasury Bond 6%",AUD,1000,YT,IND,2001-09-17
744 | XSTO,OMS,OMXESG,OMXESG,"OMXS30 ESG Responsible Index",SEK,100,OMXESG,IND,2020-11-20
745 | XSTO,OMS,OMXS30,OMXS30,"OMX Index (Sweden)",SEK,100,OMXS30,IND,2017-10-20
746 |
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