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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
            TATP-9.24-12.2414.06.20240000000.000
            TATP-9.24-12.2417.06.202407157150000.000
            TATP-9.24-12.2418.06.202406767150000.000
            TATP-9.24-12.2419.06.202406767240000.000
            TATP-9.24-12.2420.06.2024724385724724724127,772.001
            TATP-9.24-12.2421.06.2024224224724224224127,228.001
            TATP-9.24-12.2424.06.20240517240000.000
            TATP-9.24-12.2425.06.20240-2003850000.000
            TATP-9.24-12.2426.06.2024-200-250580-200-200126,452.001
            TATP-9.24-12.2427.06.202422522558025022521587,038.005
            TATP-9.24-12.2428.06.202427626958027926930837,310.006
            TATP-9.24-12.2401.07.202402375800000.000
            TATP-9.24-12.2402.07.202402305800000.000
            TATP-9.24-12.2403.07.202402305800000.000
            TATP-9.24-12.2404.07.202402305800000.000
            TATP-9.24-12.2405.07.202402305800000.000
            TATP-9.24-12.2408.07.202401745800000.000
            TATP-9.24-12.2409.07.20240505800000.000
            TATP-9.24-12.2410.07.202402305800000.000
            TATP-9.24-12.2411.07.202402105800000.000
            TATP-9.24-12.2412.07.202423023058023023010264,180.0010
            TATP-9.24-12.2415.07.202402305800000.000
            TATP-9.24-12.2416.07.202402305800000.000
            TATP-9.24-12.2417.07.20242302305802302308211,584.003
            TATP-9.24-12.2418.07.202427018858027021537976,468.009
            TATP-9.24-12.2419.07.202401885800000.000
            TATP-9.24-12.2422.07.2024270188580270270254,296.001
            TATP-9.24-12.2423.07.2024140103580188140380,506.003
            TATP-9.24-12.2424.07.2024240-415802402404109,432.003
            TATP-9.24-12.2425.07.20240-415800000.000
            123
            Data is aggregated for one trading day and includes all additional trading sessions, including weekend trading sessions (if them are held)