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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
            Si-12.17-3.1813.06.20170000000.000
            Si-12.17-3.1814.06.20170000000.000
            Si-12.17-3.1815.06.201708008000000.000
            Si-12.17-3.1816.06.20170000000.000
            Si-12.17-3.1819.06.20170000000.000
            Si-12.17-3.1820.06.20170000000.000
            Si-12.17-3.1821.06.20170000000.000
            Si-12.17-3.1822.06.2017090013990000.000
            Si-12.17-3.1823.06.20170000000.000
            Si-12.17-3.1826.06.20170000000.000
            Si-12.17-3.1827.06.20170000000.000
            Si-12.17-3.1828.06.20170000000.000
            Si-12.17-3.1829.06.20170000000.000
            Si-12.17-3.1830.06.20170000000.000
            Si-12.17-3.1803.07.20170000000.000
            Si-12.17-3.1804.07.20170105010500000.000
            Si-12.17-3.1805.07.20170000000.000
            Si-12.17-3.1806.07.20170000000.000
            Si-12.17-3.1807.07.20170000000.000
            Si-12.17-3.1810.07.20170000000.000
            Si-12.17-3.1811.07.20170000000.000
            Si-12.17-3.1812.07.20170000000.000
            Si-12.17-3.1813.07.20170000000.000
            Si-12.17-3.1814.07.20170000000.000
            Si-12.17-3.1817.07.20170000000.000
            Si-12.17-3.1818.07.20170000000.000
            Si-12.17-3.1819.07.20170000000.000
            Si-12.17-3.1820.07.20170000000.000
            Si-12.17-3.1821.07.20170000000.000
            Si-12.17-3.1824.07.20170000000.000
            12345
            Data is aggregated for one trading day and includes all additional trading sessions, including weekend trading sessions (if them are held)