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Derivatives Market

Derivatives Market

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            4. Synthetic Matching of Calendar Spreads
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            Historical data of calendar spreads

            Instruments
            Basic asset
            Calendar spread
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            Скачать данные в формате: Download CSV (spacers – commas)   Download CSV (spacers – semicolons)   Download Metastock
            Spread identifierDateLastBidAskDaily highDaily lowAmountVolumeTrades
            SBPR-12.20-3.2117.09.20200000000.000
            SBPR-12.20-3.2118.09.20200000000.000
            SBPR-12.20-3.2121.09.20200903500000.000
            SBPR-12.20-3.2122.09.202001903050000.000
            SBPR-12.20-3.2123.09.202003003000000.000
            SBPR-12.20-3.2124.09.202003003000000.000
            SBPR-12.20-3.2125.09.20200000000.000
            SBPR-12.20-3.2128.09.202003103100000.000
            SBPR-12.20-3.2129.09.202003103100000.000
            SBPR-12.20-3.2130.09.202003103100000.000
            SBPR-12.20-3.2101.10.202003203200000.000
            SBPR-12.20-3.2102.10.20200-603100000.000
            SBPR-12.20-3.2105.10.202003003000000.000
            SBPR-12.20-3.2106.10.202003003000000.000
            SBPR-12.20-3.2107.10.202002902900000.000
            SBPR-12.20-3.2108.10.2020290290290290290140,668.001
            SBPR-12.20-3.2109.10.2020225225300225225181,285.001
            SBPR-12.20-3.2112.10.20202252992990000.000
            SBPR-12.20-3.2113.10.20202852852852852855279,700.001
            SBPR-12.20-3.2114.10.20202852303100000.000
            SBPR-12.20-3.2115.10.20202372302372372375476,745.002
            SBPR-12.20-3.2116.10.20202202206816812202008,394,495.0059
            SBPR-12.20-3.2119.10.2020220000000.000
            SBPR-12.20-3.2120.10.2020220000000.000
            SBPR-12.20-3.2121.10.2020220000000.000
            SBPR-12.20-3.2122.10.2020220000000.000
            SBPR-12.20-3.2123.10.2020220000000.000
            SBPR-12.20-3.2126.10.2020220000000.000
            SBPR-12.20-3.2127.10.2020220000000.000
            SBPR-12.20-3.2128.10.2020220000000.000
            123
            Data is aggregated for one trading day and includes all additional trading sessions, including weekend trading sessions (if them are held)