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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
            TATN-3.23-6.2309.12.20220000000.000
            TATN-3.23-6.2312.12.20220148523000000.000
            TATN-3.23-6.2313.12.20220140123000000.000
            TATN-3.23-6.2314.12.20220147523000000.000
            TATN-3.23-6.2315.12.2022090023000000.000
            TATN-3.23-6.2316.12.2022074923000000.000
            TATN-3.23-6.2319.12.202274974923007497492142,300.002
            TATN-3.23-6.2320.12.20227491422300749749170,969.001
            TATN-3.23-6.2321.12.202274002300740740171,754.001
            TATN-3.23-6.2322.12.20221500230075015013921,307.0013
            TATN-3.23-6.2323.12.20221505023000000.000
            TATN-3.23-6.2326.12.202215015023000000.000
            TATN-3.23-6.2327.12.2022250-10023006902502141,006.002
            TATN-3.23-6.2328.12.2022250023000000.000
            TATN-3.23-6.2329.12.202225040923000000.000
            TATN-3.23-6.2330.12.202225036823000000.000
            TATN-3.23-6.2303.01.202325023823000000.000
            TATN-3.23-6.2304.01.202325018523000000.000
            TATN-3.23-6.2305.01.202325018023000000.000
            TATN-3.23-6.2306.01.202325027823000000.000
            TATN-3.23-6.2309.01.20237192072300719719171,019.001
            TATN-3.23-6.2310.01.20237192172300719719170,845.001
            TATN-3.23-6.2311.01.202371945123000000.000
            TATN-3.23-6.2312.01.202371931523000000.000
            TATN-3.23-6.2313.01.202371932723000000.000
            TATN-3.23-6.2316.01.202371928723000000.000
            TATN-3.23-6.2317.01.202371931323000000.000
            TATN-3.23-6.2318.01.202372039523007207093209,051.002
            TATN-3.23-6.2319.01.202374552823007457403206,728.003
            TATN-3.23-6.2320.01.202374552823000000.000
            123
            Data is aggregated for one trading day and includes all additional trading sessions, including weekend trading sessions (if them are held)