List of Definitions: Market Data
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:
Viewing Market Data Table
Under 'Market Data' in the navigation sidebar on the left, click 'Create Market Data' or 'View Market Data'.
| 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) | LME |
| Ex Description | Any additional description for exchange | FRED |
| Data Name | Full name of product | Gold Forward |
| Product Type | Type of product/data | Futures/Spot FX/Forward/Fundamental |
| Product Code | Product 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 | Barrels |
| Base Number | 2 | |
| Data Source | Source of data | MAFINT |
| 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 |
Creating/Updating Market Data Details
1. Under 'Market Data' in the navigation sidebar on the left, click 'Create Market Data' or 'View Market Data'.
2. In 'View Market Data' table, under the 'Actions' column in the table, click 'View' (represented by an 'eye' icon).
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.
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 |