This page provides a list of definitions, for any table items related to 'Market Data' that you might encounter in MAF Cloud.
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Type | Description | Example |
---|---|---|
Exchange | Exchange that product is traded in (or source of market data) | FRED |
Ex Description | Any additional description for exchange | FRED |
Data Name | Full name of product | All Employees: Total Nonfarm Payrolls Monthly (Seasonally Adjusted) |
Contract Code | Contract code for product, as used by exchange (refer to Futures Contracts Codes for contract codes) | PAYEMS |
Product Type | Type of product/data | Fundamental |
Product Code | Code for product, as used for MAF Cloud (almost always same as Contract Code) | PAYEMS |
Frequency | Frequency at which product/data is traded and/or updated | Monthly |
Unit | Unit data is expressed in | Thousands of Persons |
Updated At | Date/time of most recent update | 2020-02-08 06:01:29 |
Data Source | Source of data | FRED |
Created By | User from whom data is sourced. (eg. if data is from MAF Cloud, "Created By" = "MAF") | MAF |
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Type | Description | Example |
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Date | Date of market data | 2020-02-13 |
Month* | Contract month (for futures products; in code) (refer to Futures Contracts Codes for month codes) | U |
Year* | Contract year (for futures products; last 2 digits) | 20 |
Valuation Date* | Date of delivery (for forward contracts) | 2020-12-31 |
Open | Opening price of product ("Open" = 0 if there was no trading that day) | 111 |
Close | Closing price of product | 120 |
High | Highest price reached in that trading day | 123 |
Low | Lowest price reached in that trading day | 110 |
Last | Last known price for that day | 120 |
Settlement | Settlement price for that day | 120 |
Change | Change from previous day | 20 |
Chg% | Percentage change from previous day (if provided by vendor) | 20% |
Vol | Trading volume on that day (in product's units) | 12 |
OI | Open interest | 0 |
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