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Direct MessagesDate/Time: Thu, 16 May 2024 15:54:20 +0000
Post From: SC Symbol Fixes
| [2015-06-21 00:43:28] |
| i960 - Posts: 360 |
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Starting this thread to make an attempt at collecting issues seen in the GlobalSymbols file so that they can be updated on the SC server side for everyone's benefit. I wrote a perl script to parse the xml file and look for problems, so far I see a few: desc | sym | hist-sym | data-sym | sc-data-srvcode
Robusta Coffee | D-######-LIFFE_NF | RM?## | | Cocoa | C-######-LIFFE_NF-GBP | CA?## | | White Sugar | W-######-LIFFE_NF | SW?## | | MINI SIZED NY SILVER FUTURES - NYSELIFFE | YI-######-NYSELIFFE-USD-1000 | YI?## | | Mini Sized NY Gold Futures - NYSELIFFE | YG-######-NYSELIFFE | | | The above all need sc-data updates ('liffe' is the data source). The sc-data symbols are probably the same as the historical symbols. Also, Mini NY Gold barchart is 'YG'. desc | sym | hist-sym | data-sym | sc-data-srvcode
AMS EOE Index Futures - FTA | EOE-######-FTA-EUR-200 | | | AMS EOE Index Futures - FTA | EOE-######-FTA-EUR-20 | | | FTSE MIB Index Futures - IDEM | FTMIB-######-IDEM | | | IBEX 35 INDEX Futures - MEFFRV | IBEX35-######-MEFFRV | | | EOE-200 barchart is 'AZ' but I do not think barchart has futures symbols (only cash). EOE-20 (mini-EOE) I cannot find anywhere. Both are probably barchart issues. MIB barchart is 'MJ'. IBEX barchart is 'EF'. desc | sym | hist-sym | data-sym | sc-data-srvcode
KOSPI200 Index Futures - KSE | K200-######-KSE | | | CES China 120 Index | CES120-######-HKFE-HKD-50 | | | Mini Hang Seng Index - KHFE | MHI-######-HKFE | | | Hang Seng Stock Index Futures - HKFE | HSI-######-HKFE | HS?## | | Hang Seng China Enterprise Index | HHI.HK-######-HKFE-HKD-50 | | | Mini Hang Seng China Enterprises Index - HKFE | MCH.HK-######-HKFE | | | The above will not have sc-data, but they mostly do have barchart historical data: Kospi 200 barchart is 'KS'. CES120 does not have barchart data (which is a barchart problem). Mini Hang Seng barchart is 'HK'. Hang Seng barchart is 'HS' - but am not sure SC has that or if I added it locally so including it. Hang Seng China Enterprise barchart is 'HA'. Mini Hang Seng China Enterprise apparently has no barchart symbol (which is a barchart problem). desc | sym | hist-sym | data-sym | sc-data-srvcode
NIKKEI 225 Futures - SGX | SGXNK-######-SGX | | | CNX Nifty Index - SGX | NIFTY-######-SGX-USD-2 | | | SGX MINI JGB INDEX - SGX | SGB-######-SGX | | | MSCI Taiwan Index Futures - SGX | STW-######-SGX-USD-100 | | | FTSE/Xinhua China A50 | XINA50-######-SGX | | | SGX Nikkei 225 barchart is 'NX'. CNX Nifty barchart is 'NH'. SGX Mini JGB barchart is 'JX'. MSCI Taiwan barchart is 'TI'. XINA50 barchart is 'HN'. desc | sym | hist-sym | data-sym | sc-data-srvcode
NIKKEI 225 INDEX - OSE.JPN | N225-######-OSE.JPN-JPY-1000 | | | NIKKEI 225 INDEX MINI - OSE.JPN | N225M-######-OSE.JPN-JPY-100 | | | MINI TOPIX INDEX - OSE.JPN | MTPX-######-OSE.JPN-JPY-1000 | | | TOPIX INDEX - OSE.JPN | TOPX-######-OSE.JPN-JPY-10000 | | | TOPIX INDEX - TSEJ | TOPX-######-TSEJ-JPY-10000 | | | NIKKEI 225 barchart is 'NO'. NIKKEI 225 MINI barchart is 'NP'. TOPIX OSE.JPN barchart is 'TS'. TOPIX MINI OSE.JPN barchart is 'TT'. TOPIX TSEJ no longer exists (and SC has this in it's data). All futures trading moved to OSE.JPN. desc | sym | hist-sym | data-sym | sc-data-srvcode
S&P Canada 60 Index Future - CDE | TSE60-######-CDE | | | S&P Canada 60 barchart is 'TP'. desc | sym | hist-sym | data-sym | sc-data-srvcode
Brazilian Real in USD | BRE-######-GLOBEX-USD-100000 | | | Brazilian Real barchart is 'L6'. desc | sym | hist-sym | data-sym | sc-data-srvcode
New Zealand Dollar - GLOBEX | NZD-######-GLOBEX | | 6N?## | cme NZD futures are missing the historical symbol which is 'N6'. This caused a bunch of head-scratching for me in trying to figure out why it kept using IB data rather than SC historical data. desc | sym | hist-sym | data-sym | sc-data-srvcode
E-Micro Gold - COMEX | MGC-######-NYMEX-USD-10 | GR?## | MGC?## | comex There's nothing wrong with the symbols for E-Micro Gold, but the description has some embedded accented/special characters in it so I figured I'd point that out to get cleaned up as well. A lot of tedious work where I mainly consulted the following to figure all this stuff out: http://www.barchart.com/education/symbols.php http://www.barchart.com/futures/all_futures.php http://www.barchart.com/futures/exchanges.php BTW: When does a symbol need the currency and currency multiplier added to the symbol name and when does it not? I notice that some symbols have the specific currency and multiplier specified but the symbol editor allows setting that directly. So why for instance would one use BRE-######-GLOBEX-USD-100000 vs BRE-######-GLOBEX? Date Time Of Last Edit: 2015-09-03 05:24:30
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