Приложение
Большинство вендоров используют тикеры опционов созданные при помощи прибавления двухбуквенного кода к тикеру соответствующей ЦБ.
Месяц |
Call |
Put |
Месяц |
Call |
Put |
Месяц |
Call |
Put |
Янв |
A |
M |
Май |
E |
Q |
Сен |
I |
U |
Фев |
B |
N |
Июнь |
F |
R |
Окт |
J |
V |
Март |
C |
O |
Июль |
G |
S |
Ноя |
K |
W |
Апр |
D |
P |
Авг |
H |
T |
Дек |
L |
X |
Первый символ двухбуквенного кода специфицирует месяц истечения опциона и его тип (put или call).
Цены |
Код |
Цены |
Код |
..05 |
A |
..55 |
K |
..10 |
B |
..60 |
L |
..15 |
C |
..65 |
M |
..20 |
D |
..70 |
N |
..25 |
E |
..75 |
O |
..30 |
F |
..80 |
P |
..35 |
G |
..85 |
Q |
..40 |
H |
..90 |
R |
..45 |
I |
..95 |
S |
..50 |
J |
..00 |
T |
Вторая буква двухбуквенного кода специфицирует цену исполнения опциона.
Index |
CIS |
Dial/Data |
DowJones |
Marketscan |
Reuters |
Signal |
Telescan |
American Index |
XAM |
@*ASE__I |
n/a |
n/a |
XAM.X |
$XAM |
XAM |
CRB Index |
n/a |
@*CRB__I |
@CRY00A |
I@E/CRY |
n/a |
n/a |
CRBF |
Dow Composite |
DJ_65 |
@*DWC_XI |
@CMP00A |
I@N/DJC |
COMP |
$COMP |
.DJC |
Dow Industrials |
DJ_30 |
@*DWI_XI |
@IND00A |
I@N/DJI |
INDU |
$INDU |
.DJI |
Dow Transports |
DJ_20 |
@*DWT_XI |
@TRN00A |
I@N/DJT |
TRAN |
$TRAN |
.DJT |
Dow Utilities |
DJ_15 |
@*DWU_XI |
@UTL00A |
I@N/DJU |
UTIL |
$UTIL |
DJU |
Major Market Index |
XMI |
@*XMI_XI |
@XMI00A |
I@A/XMI |
XMI.X |
$XMI |
XMI |
NASDAQ Composite |
COMP |
@*OTC__I |
@NCM00A |
I@Q/COMP |
COMPX |
$COMPQ |
NASD |
New York Composite |
NYSE |
@*NYE__I |
@NYA00A |
I@N/NYA |
NYA.X |
$NYA |
NYA |
NIKKEI |
TSNKI |
@*TNA__J |
n/a |
I@A/JPN |
NIK.X |
n/a |
.NSA |
Russell 1000 |
RUI_Z |
@*RUIZI |
@RUI00A |
I@O/RUI |
RUI.X |
$RUI |
RUI.X |
Russell 2000 |
RUT |
@*RUTZI |
@RUT00A |
I@O/RUT |
RUT.X |
$RUT |
n/a |
Russell 3000 |
RUA_Z |
@*RUAZI |
@RUA00A |
I@O/RUA |
RUA.X |
$RUA |
RUA.X |
S&P 100 (OEX) |
OEX |
@*OEX__I |
@OEX00A |
I@O/OEX |
OEX.X |
$OEX |
OEX |
S&P 500 |
SPX |
@*SPX__I |
@SPX00A |
I@A/SPX |
SPX.X |
$SPX |
SPX |
S&P 400 Midcap |
SPMC |
@*SNP__I |
notavailable |
I@A/MID |
MID.X |
$MID |
n/a |
Value Line (geom) |
XVG |
@*VAL__I |
@XVL00A |
I@J/VGY |
VGY |
$XVA |
n/a |
Value Line (arith) |
VLE |
@*VAN__I |
@XVA00A |
I@J/VAY |
VLE.X |
$XVG |
VLE.X |
Future |
CIS |
Dial/Data |
DowJones |
Marketscan |
Reuters |
Signal |
Tele-scan |
Australian Dollar |
@ADmmyy |
@A3mmyy |
@ADyym |
@F@K/AD(myy) |
@ADmy |
AD_my |
@ADmy |
British Pound |
@BPmmyy |
@BPmmyy |
@BPyym |
@F@K/BP(myy) |
@BPmy |
BP_my |
@BPmy |
CRB Index |
@CXmmyy |
@RBmmyy |
@CRyym |
@F@E/CB(myy) |
@CBmy |
CB_my |
@CBmy |
Canadian Dollar |
@CDmmyy |
@CDmmyy |
@CDyym |
@F@K/CD(myy) |
@CDmy |
CD_my |
@CDmy |
Cattle (Feeder) |
@FCmmyy |
@FCmmyy |
@FCyym |
@F@K/FC(myy) |
@FCmy |
FC_my |
@FCmy |
Cattle (Live) |
@LCmmyy |
@LCmmyy |
@XLyym |
@F@K/LC(myy) |
@LCmy |
LC_my |
@LCmy |
Cocoa |
@COmmyy |
@COmmyy |
@COyym |
@F@E/CC(myy) |
@CCmy |
CC_my |
@CCmy |
Coffee |
@CCmmyy |
@CCmmyy |
@CCyym |
@F@E/KC(myy) |
@KCmy |
KC_my |
@KCmy |
Copper |
@CPmmyy |
@GRmmyy |
@HGyym |
@F@E/HG(myy) |
@HGmy |
HG_my |
@HGmy |
Corn |
@Cmmyy |
@C_mmyy |
@Cyym |
@F@G/C(myy) |
@Cmy |
C__my |
@Cmy |
Cotton |
@NYmmyy |
@NYmmyy |
@CTyym |
@F@E/CT(myy) |
@CTmy |
CT_my |
@CTmy |
Crude Oil |
@CLmmyy |
@LImmyy |
@CLyym |
@F@G/CL(myy) |
@CLmy |
CL_my |
@CLmy |
DeutscheMark |
@DMmmyy |
@DMmmyy |
@DMyym |
@F@K/DM(myy) |
@DMmy |
DM_my |
@DMmy |
Eurodollar |
@EDmmyy |
@EUmmyy |
@EDyym |
@F@R/UD(myy) |
@EDmy |
ED_my |
@EDmy |
Gasoline |
@HUmmyy |
@HUmmyy |
@HUyym |
@F@E/HU(myy) |
@HUmy |
HU_my |
@HUmy |
Gold (CBOT) |
@CGmmyy |
@KImmyy |
@KIyym |
@F@G/GH(myy) |
@GHmy |
GH_my |
@GHmy |
Gold (Comex) |
@GCmmyy |
@GCmmyy |
@GCyym |
@F@E/GC(myy) |
@GCmy |
GC_my |
@GCmy |
Heating Oil |
@HOmmyy |
@HOmmyy |
@HOyym |
@F@E/HO(myy) |
@HOmy |
HO_my |
@HOmy |
Hogs |
@LHmmyy |
@LHmmyy |
@LHyym |
@F@K/LH(myy) |
@LHmy |
LH_my |
@LHmy |
Japanese Yen |
@JYmmyy |
@JYmmyy |
@JYyym |
@F@K/JY(myy) |
@JYmy |
JY_my |
@JYmy |
Lumber |
@LBmmyy |
@LBmmyy |
@LByym |
@F@K/LB(myy) |
@LBmy |
LB_my |
@LBmy |
Municipal Bonds |
@MBmmyy |
@MUmmyy |
@MByym |
@F@G/MB(myy) |
@MBmy |
MB_my |
@MBmy |
Natural Gas |
@NYNGmmyy |
@NAmmyy |
@NGyym |
@F@G/NG(myy) |
@NGmy |
NG_my |
@NGmy |
NYSE Index |
@YXmmyy |
@NXmmyy |
@YXyym |
@F@E/YX(myy) |
@YXmy |
YX_my |
@YXmy |
Oats |
@Ommyy |
@O_mmyy |
@Oyym |
@F@G/O(myy) |
@Omy |
O__my |
@Omy |
One Month Libor |
@IMMLIBORmmyy |
@OMmmyy |
@EMyym |
@F@K/EM(myy) |
@EMmy |
EM_my |
@EMmy |
Orange Juice |
@OJmmyy |
@OJmmyy |
@OJyym |
@F@E/OJ(myy) |
@JOmy |
JO_my |
@JOmy |
Palladium |
@PAmmyy |
@PAmmyy |
@PAyym |
@F@G/PA(myy) |
@PAmy |
PA_my |
@PAmy |
Platinum |
@PLmmyy |
@PLmmyy |
@PLyym |
@F@G/PL(myy) |
@PLmy |
PL_my |
@PLmy |
Pork Bellies |
@PBmmyy |
@PBmmyy |
@PByym |
@F@K/PB(myy) |
@PBmy |
PB_my |
@PBmy |
Rough Rice |
@RRmmyy |
@RHmmyy |
@NRyym |
@F@R/NR(myy) |
@NRmy |
NR_my |
@NRmy |
Silver (Comex) |
@SVmmyy |
@SVmmyy |
@SIyym |
@F@E/SI(myy) |
@SImy |
SI_my |
@SImy |
Silver (CBOT) |
@AGmmyy |
@S8mmyy |
@SVyym |
@F@G/AG(myy) |
@AGmy |
AG_my |
@AGmy |
Soybean Meal |
@SMmmyy |
@SMmmyy |
@SMyym |
@F@G/SM(myy) |
@SMmy |
SM_my |
@SMmy |
Soybean Oil |
@BOmmyy |
@BOmmyy |
@BOyym |
@F@G/BO(myy) |
@BOmy |
BO_my |
@BOmy |
Soybeans |
@Smmyy |
@S_mmyy |
@Syym |
@F@G/S(myy) |
@Smy |
S__my |
@Smy |
S&P 500 |
@SPmmyy |
@SAmmyy |
@SPyym |
@F@K/SP(myy) |
@SPmy |
SP_my |
@SPmy |
S&P Midcap 400 |
@SP400 |
@MCmmyy |
@MDyym |
@F@K/MD(myy) |
@MDmy |
MD_my |
@MDmy |
Sugar |
@SUmmyy |
@SUmmyy |
@SByym |
@F@E/SB(myy) |
@SBmy |
SB_my |
@SBmy |
Swiss Franc |
@SFmmyy |
@SFmmyy |
@SFyym |
@F@K/SF(myy) |
@SFmy |
SF_my |
@SFmy |
T-Bills 90 day |
@TBmmyy |
@TBmmyy |
@TByym |
@F@K/TB(myy) |
@TBmy |
TB_my |
@TBmy |
T-Bonds (CBOT) |
@TRmmyy |
@TRmmyy |
@TRyym |
@F@G/US(myy) |
@USmy |
US_my |
@USmy |
T-Bonds (MA) |
@MTmmyy |
@AGmmyy |
@XByym |
@F@R/XB(myy) |
@XBmy |
XB_my |
@XBmy |
T-Notes (10 yr) |
@TSmmyy |
@NOmmyy |
@TYyym |
@F@G/TY(myy) |
@TYmy |
TY_my |
@TYmy |
T-Notes (5 yr) |
@TNmmyy |
@N5mmyy |
@FVyym |
@F@G/FV(myy) |
@FVmy |
FV_my |
@FVmy |
US Dollar |
@USmmyy |
@UDmmyy |
@DXyym |
@F@E/DX(myy) |
@DXmy |
DX_my |
@DXmy |
Value Line |
@KVmmyy |
@KVmmyy |
@KVyym |
@F@J/KV(myy) |
@KVmy |
KV_my |
@KVmy |
Value Line Mini |
@MVmmyy |
@KMmmyy |
@MVyym |
@F@J/MV(myy) |
@MVmy |
MV_my |
@MVmy |
Wheat (CBOT) |
@Wmmyy |
@W_mmyy |
@Wyym |
@F@G/W(myy) |
@XWmy |
XW_my |
@XWmy |
Wheat (KCBT) |
@KWmmyy |
@KWmmyy |
@KWyym |
@F@J/KW(myy) |
@KWmy |
KW_my |
@KWmy |
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yy = две последние цифры года (например, 97)
mm = две цифры месяца (например, 06)
y = последняя цифра года (например, "7" = 97)
m = код месяца (см. ниже)
Коды месяцов исполнения фьючерсного контракта
Dow Jones, Reuters, Signal, Telescan
Месяц |
Код |
Месяц |
Код |
Jan |
F |
Jul |
N |
Feb |
G |
Aug |
O |
Mar |
H |
Sep |
U |
Apr |
J |
Oct |
V |
May |
K |
Nov |
X |
Jun |
M |
Dec |
Z |
Marketscan
Месяц |
Код |
Месяц |
Код |
Jan |
J |
Jul |
L |
Feb |
F |
Aug |
G |
Mar |
M |
Sep |
S |
Apr |
A |
Oct |
O |
May |
Y |
Nov |
V |
Jun |
N |
Dec |
D |
Cash/Spot Price Codes
Continuous Contract Codes
CompuServe -"Cash" replaces "mmyy"
CompuServe - "CONT" replaces "mmyy"
Dial/Data - "1599" replaces "mmyy"
Dial/Data - "1600" replaces "mmyy"
Reuters - "*" replaces "my"
Reuters - "c1" replaces "my"