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:
Creating/Viewing Market Data Main Page
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 |
---|---|---|
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 |
Creating/Viewing Market Data Dedicated Page
('Market Data' → 'Create Market Data' or 'View Market Data' → 'Actions' → 'View' icon → 'Historical Data')
1. Under 'Market Data' in the navigation sidebar on the left, click 'Create Market Data' or 'View Market Data'.
2. 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 |
---|---|---|
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 |
*Please click Understanding Market Data Structure for more information.
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