Versions Compared

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.

This page provides a list of definitions, for any table items related to 'Market Data' that you might encounter in MAF Cloud.

...

TypeDescriptionExample
ExchangeExchange that product is traded in (or source of market data)FRED
Ex DescriptionAny additional description for exchangeFRED
Data NameFull name of productAll Employees: Total Nonfarm Payrolls Monthly (Seasonally Adjusted)
Contract CodeContract code for product, as used by exchange (refer to Futures Contracts Codes for contract codes)PAYEMS
Product TypeType of product/dataFundamental
Product CodeCode for product, as used for MAF Cloud (almost always same as Contract Code)PAYEMS
FrequencyFrequency at which product/data is traded and/or updatedMonthly
UnitUnit data is expressed inThousands of Persons
Updated AtDate/time of most recent update2020-02-08 06:01:29
Data SourceSource of dataFRED
Created ByUser from whom data is sourced. (eg. if data is from MAF Cloud, "Created By" = "MAF")MAF

...

Type
Description
Example
DateDate of market data2020-02-13
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
CloseClosing price of product120
High Highest price reached in that trading day123
LowLowest price reached in that trading day110
LastLast known price for that day120
SettlementSettlement price for that day120
ChangeChange from previous day20
Chg%Percentage change from previous day
(if provided by vendor)
20%
VolTrading volume on that day (in product's units)12
OIOpen interest0

...