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 | ||||
|---|---|---|---|---|
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Viewing Market Data
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Table
Under 'Market Data' in the navigation sidebar on the left, click 'Create Market Data' or 'View Market Data'.
The items here are found in the main page for 'View Market Data', as well as the first half of the 'Create Market Data' page.
| Type | Description | Example | |||
|---|---|---|---|---|---|
| Market Data ID | Unique ID automatically generated for each market data | 1234 | |||
| Exchange | Exchange that product is traded in (or source of market data) | FREDLME | |||
| 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 | |||
| Gold Forward | |||||
| Product Type | Type of product/data | Futures/Spot FX/Forward/Fundamental | |||
| Product Code | Code for product, as used for MAF Cloud (almost always same as Contract Code) | PAYEMSProduct code to select from drop down list. After selecting the code, 'Name' will be auto-filled | SHFE/PB | ||
| Frequency | Frequency at which product/data is traded and/or updated | Daily/Delayed/Real-Time/Monthly | |||
| Unit | Unit data is expressed in | Thousands of Persons | Updated At | Date/time of most recent update | 2020-02-08 06:01:29Barrels |
| Base Number | 2 | ||||
| Data Source | Source of data | FREDMAFINT | |||
| Created By | User from whom data is sourced. (eg. if data is from MAF Cloud, "Created By" = "MAF") | MAF | |||
| Created On | Date/time data is created | 2020-02-08 06:01:29 | |||
| Last Updated By | User who last updated the data | MAF | |||
| Updated At | Date/time of most recent update | 2020-02-08 06:01:29 |
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Creating/
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Updating Market Data Details
1. Under 'Market Data' in the navigation sidebar on the left, click 'Create Market Data' or 'View Market Data'.
2. Under In 'View Market Data' table, under the 'Actions' column in the table, click 'View' (represented by an 'eye' icon).
You will be directed to the 'Historical Data' page.
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 | Example |
|---|---|---|
| Data Name | Full name of product | DBL-Daily Dated Brent vs Brent 1st Line Future |
| Exchange | Exchange that product is traded in (or source of market data) | ICE |
| Product Code | Product code to select from drop down list. After selecting the code, 'Name' will be auto-filled | SHFE/PB |
| Unit | Unit data is expressed in | Barrels |
| Data Source | Source of data | FRED |
| Frequency | Frequency at which product/data is traded and/or updated | Daily/Delayed/Real-Time/Monthly |
| Product Type | Type of product/data | Futures/Spot FX/Forward/Fundamental |
| Ex Description | Any additional description for exchange | Intercontinental Exchange |
| Date | Date of market data | 2020-02-13 |
| Month* | Contract month (for futures products; in code) (refer to Futures Contracts Codes for month codes) |
| January | |
| Year* | Contract year |
| 2020 | ||
| 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 |
*Please click Understanding Market Data Structure for more information.
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Proprietary Market Data
Type | Description | Example |
|---|---|---|
| PMD ID | Unique ID automatically generated for each proprietary market data | 118 |
| Code | Product code to select from drop down list. After selecting the code, 'Name' will be auto-filled | SHFE/PB |
| Name | Name of product which will be auto-filled after selecting 'Code' | Lead |
| Month | Contract month (for futures products; in code) (refer to Futures Contracts Codes for month codes) | May |
| Year | Contract year | 2021 |
| Valuation Date | Date of delivery (for forward contracts) | 2021-06-31 |
| Date | Date of market data/settlement price | 2021-06-31 |
| Open | Opening price of product ("Open" = 0 if there was no trading that day) | 186 |
| High | Highest price reached in that trading day | 189 |
| Low | Lowest price reached in that trading day | 180 |
| Last | Last known price for that day | 188 |
| Close | Closing price of product | 188 |
| Settlement | Settlement price for that day | 188 |
| Created By | User from whom data is created/sourced. (eg. if data is from MAF Cloud, "Created By" = "MAF") | MAF |
| Created On | Date/time data is created | 2020-02-08 06:01:29 |
| Last Updated By | User who last updated the data | Trader A |
| Last Updated On | Date/time of most recent update | 2020-02-08 06:01:29 |