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.


TABLE OF CONTENTS:

Table of Contents
maxLevel3
minLevel3

...

Viewing Market Data

...

Table

Under 'Market Data' in the navigation sidebar on the left, click 'Create Market Data' or 'View Market Data'.

Image ModifiedImage ModifiedThe items here are found in the main page for 'View Market Data', as well as the first half of the 'Create Market Data' page.


TypeDescriptionExample
Market Data IDUnique ID automatically generated for each market data1234
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 PersonsUpdated AtDate/time of most recent update2020-02-08 06:01:29Barrels
Data SourceSource of dataFRED
Created ByUser from whom data is sourced. (eg. if data is from MAF Cloud, "Created By" = "MAF")MAF
Created OnDate/time data is created2020-02-08 06:01:29
Last Updated ByUser who last updated the dataMAF
Updated AtDate/time of most recent update2020-02-08 06:01:29



...

Creating/

...

Updating Market Data

...

Details

1. Under 'Market Data' in the navigation sidebar on the left, click 'Create Market Data' or 'View Market Data'.

Image ModifiedImage Modified


2.  Under In 'View Market Data' table, under the 'Actions' column in the table, click 'View' (represented by an 'eye' icon).

Image Modified

You will be directed to the 'Historical Data' page.

Image Removed

The items in this table are for dedicated pages for individual products, which can be accessed by clicking on the 'View' (represented by an 'eye icon) for the selected product. It is also applicable for 'Creating New Market Data' (second half).

...

Type

...

Description

...


Type
Description
Example
Data NameFull name of productAll Employees: Total Nonfarm Payrolls Monthly (Seasonally Adjusted)
ExchangeExchange that product is traded in (or source of market data)FRED
Product CodeCode for product, as used for MAF Cloud (almost always same as Contract Code)PAYEMS
UnitUnit data is expressed inBarrels
Data SourceSource of dataFRED
FrequencyFrequency at which product/data is traded and/or updatedMonthly
Product TypeType of product/dataFundamental
Ex DescriptionAny additional description for exchangeFRED
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

*Please click Understanding Market Data Structure for more information.

...