Derivatives Market

 

Series Prices Raw Data File Format

 

This file contains three types of records:

1. Header Record

2. Record Type ‘01’

3. Trailer Record

 

The following is the descriptions of the file.

 

Header Record

 

Field

Data Type

Max Length

Description

Record Type

Alphanumeric

2

‘H’

File Id

Alphanumeric

5

RP006

Source

Alphanumeric

5

‘DCASS’

Business Date

Alphanumeric

8

YYYYMMDD

Creation Date Time

Alphanumeric

14

YYYYMMDDHHMMSS

Clearing House

Alphanumeric

10

‘HKCC’/’SEOCH’

Number of Detail Record Types

Numeric

2

01

 

Record Type ‘01’

 

Field

Data Type

Max Length

Description

Record Type

Alphanumeric

2

‘01’

Series

Alphanumeric

15

Name of series

Market

Alphanumeric

5

Market code

Market Name

Alphanumeric

32

Name of Market

Commodity

Alphanumeric

6

Commodity

Commodity Name

Alphanumeric

32

Commodity Name

Currency Code

Alphanumeric

3

Currency Code

Settlement Price

Numeric with decimal places

12

Settlement Price

Previous Settlement Price

Numeric with decimal places

12

Previous day settlement price

Difference

Numeric with decimal places

13

Settlement price difference

[i.e., Settlement Price – Previous Settlement Price]

Implied volatility

Numeric with decimal places

10

Implied volatility

 

Trailer Record

 

Field

Data Type

Max Length

Description

Record Type

Alphanumeric

2

‘T’

Number of Detail Records

Numeric

18

 

End of File

Alphanumeric

3

‘EOF’