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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

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            Calendar spread
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            Скачать данные в формате: Download CSV (spacers – commas)   Download CSV (spacers – semicolons)   Download Metastock
            Spread identifierDateLastBidAskDaily highDaily lowAmountVolumeTrades
            SGZH-12.23-3.2415.09.20230000000.000
            SGZH-12.23-3.2418.09.202301004510000.000
            SGZH-12.23-3.2419.09.202323123157336923142477,928.0019
            SGZH-12.23-3.2420.09.2023288100573288200333,362.003
            SGZH-12.23-3.2421.09.2023201200573201201110,971.001
            SGZH-12.23-3.2422.09.2023200100573213200554,486.004
            SGZH-12.23-3.2425.09.2023140120573140140110,842.001
            SGZH-12.23-3.2426.09.202301055730000.000
            SGZH-12.23-3.2427.09.20230365730000.000
            SGZH-12.23-3.2428.09.202318670573200186332,520.003
            SGZH-12.23-3.2429.09.202320344573203200332,885.003
            SGZH-12.23-3.2402.10.20230705730000.000
            SGZH-12.23-3.2403.10.20230705730000.000
            SGZH-12.23-3.2404.10.202319370573193181222,140.002
            SGZH-12.23-3.2405.10.202319770573200195667,367.006
            SGZH-12.23-3.2406.10.202318270573226182556,885.004
            SGZH-12.23-3.2409.10.20231824757320118212136,127.006
            SGZH-12.23-3.2410.10.202320147299201182556,078.005
            SGZH-12.23-3.2411.10.20230472990000.000
            SGZH-12.23-3.2412.10.20231984729919917720220,674.0012
            SGZH-12.23-3.2413.10.20231694429919016913143,828.008
            SGZH-12.23-3.2416.10.202317938299198179777,949.006
            SGZH-12.23-3.2417.10.20231583829917815817190,021.006
            SGZH-12.23-3.2418.10.20231753829919717519210,458.008
            SGZH-12.23-3.2419.10.202317070299171170222,107.002
            SGZH-12.23-3.2420.10.202315270299157152888,353.003
            SGZH-12.23-3.2423.10.20230702990000.000
            SGZH-12.23-3.2424.10.202317570299175173443,748.003
            SGZH-12.23-3.2425.10.20231857029918517512130,611.006
            SGZH-12.23-3.2426.10.20232026429920216032345,523.0013
            123
            Data is aggregated for one trading day and includes all additional trading sessions, including weekend trading sessions (if them are held)