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常問問題(FAQ) - 期貨與選擇
您可以自category選擇future，以關鍵詞來查找；或透過Navigator來進階查尋；或者在Navigator按Help Browse來查尋。
You can use STDT to get the settlement date.
You can construct futures lists for 'live' and 'dead' futures by class by inserting the list mnemonic in the form of :
List Mnemonic - LFUTXXXL L List FUT Futures XXX Future mnemonic code, e.g. LSX, CUS, GDX L/D Live or Dead
For a list of all live trading futures for the CME-3 Month Euro$ contract, the list mnemonic would be : LFUTIEDL
For a list of all dead futures for the Liffe-FTSE100 Index contract, the list mnemonic would be : LFUTLSXD
Then you may run it on a time series request and specify the date.
Do download the data:
Kindly used the list mnemonic LFUTCC.D
where : L List
FUT Futures
CC. Future mnemonic code for CORN US
D Dead
如欲下載一段期間選擇權的資料，其代碼的組成規則如下：
Option Class Code＋C.SERIES＋C（call）或P（put）
例如：FTSE100CALL的代碼即為「LSXC.SERIESC」
- 查詢特定選擇權的一段期間資料:
以900B為指令，代碼規則為Option Class Code＋C.SERIES＋C（call）或P（put） - 查詢選擇權詳細資料 (如履約到期日、到期價) :
以900A為指令，代碼規則為LOPT＋Option Class Code＋L（Live）或D（Dead）＋C（Calls）或P（Puts） - 查詢各檔選擇權的買/賣權價格:
以900B為指令，代碼規則為Option Class Code＋Expiry date＋Exercise price＋C（Calls）或P（Puts）
|
Data type |
Explanation |
|---|---|
|
MP |
Settlement price（mid of last bid/ask where no settlement published） |
|
VX |
Implied volatility trade weighted（the day’s volume） |
|
OS |
Strike price of the single option closest at the money at a day |
|
VM |
Volume of traded contracts |
|
OXPD |
Expiry date |
|
OXCP |
Exercise price |
|
OLOT |
Contract size |
|
VL |
Implied volatility for single options |
以下兩種代碼組成方式可用於下載靜態資料或時間序列資料
- for individual series：3 letter code＋the month and year of the contract，例：HHS0903
- for continuous contract：3 letter code＋CS00，例：HHSCS00
In DataStream Futures database, we have datatype FUTBDATE which represents that date of the first settlement value available in DataStream.
