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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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            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
            SUGAR-4.26-5.2609.03.20260000000.000
            SUGAR-4.26-5.2610.03.2026-740-740960-740-740110,814.001
            SUGAR-4.26-5.2611.03.20261290-78012901290880444,265.004
            SUGAR-4.26-5.2612.03.202628502440412028502440555,854.005
            SUGAR-4.26-5.2613.03.20260257031400000.000
            SUGAR-4.26-5.2616.03.202622302230223022302230443,984.004
            SUGAR-4.26-5.2617.03.20261810650300018401810333,130.003
            SUGAR-4.26-5.2618.03.20262170670223021702130222,676.002
            SUGAR-4.26-5.2619.03.20261110-3301550155048020230,073.0017
            SUGAR-4.26-5.2620.03.2026780-33015101510780447,449.004
            SUGAR-4.26-5.2623.03.20260-33015100000.000
            SUGAR-4.26-5.2624.03.2026-330-33015101510-330559,199.005
            SUGAR-4.26-5.2625.03.20260100010900000.000
            SUGAR-4.26-5.2626.03.202610-360110010-360335,468.003
            SUGAR-4.26-5.2627.03.2026240-10801090240-440223,582.002
            SUGAR-4.26-5.2630.03.20260-190010900000.000
            SUGAR-4.26-5.2631.03.20261090-1100109010901000224,249.002
            SUGAR-4.26-5.2601.04.202690-1100139016090223,825.002
            SUGAR-4.26-5.2602.04.2026560-110013901390240448,304.004
            SUGAR-4.26-5.2603.04.2026200-11001600240200223,860.002
            SUGAR-4.26-5.2606.04.2026330-110016001600330558,954.005
            SUGAR-4.26-5.2607.04.20260-1100-11000000.000
            SUGAR-4.26-5.2608.04.20260-1100-11000000.000
            SUGAR-4.26-5.2609.04.20260-1100-11000000.000
            SUGAR-4.26-5.2610.04.20260-1100-11000000.000
            SUGAR-4.26-5.2613.04.20260-1100-11000000.000
            SUGAR-4.26-5.2614.04.20260-110018100000.000
            SUGAR-4.26-5.2615.04.20260-1100-11000000.000
            Data is aggregated for one trading day and includes all additional trading sessions, including weekend trading sessions (if them are held)