- Data format
Files containing monthly data for the last two years are in CSV format. Other files are archived in Zip and tgz. To decompress the files, you need to use software such as WinZip or StuffitExpander.Zip format: for Windows users
tgz format: for Macintosh, UNIX users Update
Data is updated every business day with one day delay.File name
yyyy-mm.csv- Data field (in and after January 2003)
Item Number of digits Description a. Date 8 digits YYYYMMDD b.Trading method 1 digit 1 Futures , 2 Call Options , 3 Put Options c. Commodity 2 digits 11 Gold, 12 Silver, 13 Platinum, 14 Palladium, 16 Mini Gold, 17 Mini Platinum, 21 Aluminum, 31 Gasoline, 32 Kerosene, 33 Crude Oil, 34 Gas Oil * , 81 Rubber d. Contract Month 6 digits YYYYMM e. Strike Price 12 digits The first eight digits for integral number, four digits for decimal fraction (figures include decimal points) f. Opening Price 12 digits The first eight digits for integral number, four digits for decimal fraction (figures include decimal points) g. Highest Price 12 digits same as above h. Lowest Price 12 digits same as above i. Closing Price 12 digits same as above j. Settlement Price 12 digits same as above k. Market 2 digits 10 Precious Metals, 20 Aluminum, 30 Oil, 80 Rubber l. Trading Volume 8 digits number of lots m. Open Interest 8 digits number of lots n. IV based on Closing Price 5 digits The first three digits for integral number, two digits for decimal fraction (figures include decimal points) * Note : Gas Oil data after 24 February 2006 is unavailable, following trade suspension of the contract.
- Data field (until December 2002)
Item Number of digits Description a. Date 8 digits YYYYMMDD b. Commodity 2 digits 01 Gold, 02 Silver, 03 Platinum, 04 Palladium, 05 Aluminum, 06 Gasoline, 07 Kerosene, 08 Crude Oil, 62 Cotton Yarn, 65 Wool Yarn, 80 Rubber c. Contract Month 4 digits YYMM d. Opening Price 6 digits The first five digits for integral number, one digit for decimal fraction e. Highest Price 6 digits same as above f. Lowest Price 6 digits same as above g. Closing Price 6 digits same as above h. Settlement Price 6 digits same as above i. Market 2 digits 25 Precious Metals, 26 Cotton Yarn, 27 Wool Yarn, 28 Rubber, 29 Aluminum, 30 Oil j. Trading Volume 8 digits number of lots k. Open Interest 8 digits number of lots
Note
With regards to the Open Interest on the last trading day, since outstanding positions in the current contract month will move into delivery, the Historical Data indicates a figure which excludes this part.Disclaimer
While we make our best efforts to ensure the accuracy of the data on this website, the Exchange will not be held responsible for any losses or damages resulting from any errors or omissions.Wool yarn
The wool yarn futures trading was halted on February 22, 1999. The contract was delisted on March 31, 1999.- Cotton yarn
The contract was delisted on September 1, 2000.
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