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Merge pull request #1446 from bug-or-feature/issue-1437-revert-to-a86f68842
Reverting commits to master
2 parents ad5c79c + dcb0d2c commit 3863447

28 files changed

+77
-588
lines changed

data/futures/csvconfig/instrumentconfig.csv

Lines changed: 44 additions & 44 deletions
Original file line numberDiff line numberDiff line change
@@ -4,7 +4,7 @@ Instrument,Description,Pointsize,Currency,AssetClass,PerBlock,Percentage,PerTrad
44
AEX,Netherlands equity index AEX,200,EUR,Equity,2.8,0,0,EMEA
55
AEX_mini,AEX mini,20,EUR,Equity,0.2,0,0,EMEA
66
ALUMINIUM,NYMEX Aluminum Index,25,USD,Metals,1.5,0,0,US
7-
ALUMINIUM_LME,High-Grade Primary Aluminium,25,USD,Metals,1.05,0,0,EMEA
7+
ALUMINIUM_LME,High-Grade Primary Aluminium,25,USD,Metals,0,0,0,EMEA
88
AMERIBOR-1M,CBOE One-Month AMERIBOR Average Rate Index,50,USD,STIR,0,0,0,US
99
AMERIBOR-3M,CBOE AMERIBOR Term-90,25,USD,STIR,0,0,0,US
1010
AMERIBOR-T30,Cboe AMERIBOR Term-30 Futures Index,25,USD,STIR,0,0,0,US
@@ -34,7 +34,7 @@ BOVESPA,Bovespa Index - USD,1,USD,Equity,0.85,0,0,US
3434
BOVESPA-HK,Brazil Bovespa Stock Index HK,5,HKD,Equity,0,0,0,ASIA
3535
BRE,BREUSD currency,100000,USD,FX,2.47,0,0,US
3636
BRENT,NYMEX Brent Financial Futures Index,1000,USD,OilGas,0.85,0,0,US
37-
BRENT_W,Brent crude summer,1000,USD,OilGas,1.05,0,0,EMEA
37+
BRENT_W,Brent crude summer,1000,USD,OilGas,0,0,0,EMEA
3838
BRENT-LAST,Brent Crude Oil - Last Day,1000,USD,OilGas,2.47,0,0,US
3939
BRR,CME CF Bitcoin Reference Rate,5,USD,Metals,0,0,0,US
4040
BRREUR,CME CF Bitcoin-Euro Reference Rate,5,EUR,Metals,0,0,0,US
@@ -67,22 +67,22 @@ CHF_micro,CHFUSD micro,12500,USD,FX,0.85,0,0,US
6767
CHFJPY,CHFJPY,250000,JPY,FX,85,0,0,US
6868
CHFJPY-ICE,CHFJPY,250000,JPY,FX,85,0,0,US
6969
CHINA120,CES China 120 Index,50,HKD,Equity,0,0,0,ASIA
70-
CHINAA-CON,MSCI China A 50 Connect Index,25,USD,Equity,1.05,0,0,ASIA
70+
CHINAA-CON,MSCI China A 50 Connect Index,25,USD,Equity,0,0,0,ASIA
7171
CLP,Chilean peso,50000000,USD,FX,0.85,0,0,US
7272
CNH,SGX US Dollar in offshore Chinese Renminbi (CNH),100000,CNH,FX,11.2,0,0,ASIA
7373
CNH-CME,CNHUSD on CME,1000000,USD,FX,0,0,0,US
7474
CNH-CME_micro,CHNHUSD micro CME,10000,CNH,FX,0,0,0,US
7575
CNH-HK,CNHUSD on HK,100000,CNH,FX,0,0,0,ASIA
7676
CNH-onshore,SGX onshore Chinese Renminbi (CNY) in US Dollar Futures (CY@SGX),500000,USD,FX,1.8,0,0,ASIA
7777
CNHEUR,CNHEUR,1000000,EUR,FX,0,0,0,US
78-
COAL,ICE Rotterdam Coal,1000,USD,OilGas,1.05,0,0,EMEA
79-
COAL-GEORDIE,ICE Coals to Newcastle,1000,USD,OilGas,1.05,0,0,EMEA
78+
COAL,ICE Rotterdam Coal,1000,USD,OilGas,0,0,0,EMEA
79+
COAL-GEORDIE,ICE Coals to Newcastle,1000,USD,OilGas,0,0,0,EMEA
8080
COAL-RICH-BAY,ICE Richards Bay Coal,1000,USD,OilGas,0,0,0,EMEA
8181
COCOA,Cocoa NY,10,USD,Ags,3,0,0,US
82-
COCOA_LDN,Cocoa London,10,GBP,Ags,1,0,0,EMEA
82+
COCOA_LDN,Cocoa London,10,GBP,Ags,0,0,0,EMEA
8383
COFFEE,Coffee,375,USD,Ags,3,0,0,US
8484
COPPER,Copper,25000,USD,Metals,2.42,0,0,US
85-
COPPER_LME,Grade A Copper - LME,25,USD,Metals,1.06,0,0,EMEA
85+
COPPER_LME,Grade A Copper - LME,25,USD,Metals,0,0,0,EMEA
8686
COPPER-micro,Copper micro,2500,USD,Metals,0.85,0,0,US
8787
COPPER-mini,COMEX MINY Copper,12500,USD,Metals,0.85,0,0,US
8888
CORN,Corn,50,USD,Ags,2.92,0,0,US
@@ -92,7 +92,7 @@ CORN-JPN,Corn - Japan,50000,JPY,Ags,0,0,0,ASIA
9292
CORRA,3 Month CORRA,2500,CAD,STIR,2,0,0,US
9393
COTTON,NYMEX Cotton index,50000,USD,Ags,0.85,0,0,US
9494
COTTON2,Cotton #2,500,USD,Ags,3,0,0,US
95-
CRUDE_ICE,West Texas Intermediate Light Sweet Crude Oil ICE,1000,USD,OilGas,1.06,0,0,EMEA
95+
CRUDE_ICE,West Texas Intermediate Light Sweet Crude Oil ICE,1000,USD,OilGas,0,0,0,EMEA
9696
CRUDE_W,Light sweet crude Winter,1000,USD,OilGas,2.31,0,0,US
9797
CRUDE_W_micro,micro WTI crude oil,100,USD,OilGas,0.7,0,0,US
9898
CRUDE_W_mini,Light sweet crude Winter mini,500,USD,OilGas,2.07,0,0,US
@@ -175,7 +175,7 @@ EURCHF-ICE,Euro/chf,125000,CHF,FX,0,0,0,US
175175
EURCZK,CZK.EUR,4000000,EUR,FX,0,0,0,US
176176
EURHUF,HUF.EUR,30000000,EUR,FX,0,0,0,US
177177
EURIBOR,Three Month EURIBOR,2500,EUR,Bond,2,0,0,EMEA
178-
EURIBOR-ICE,3 Month EURIBOR Interest Rate,2500,EUR,Bond,0.9,0,0,EMEA
178+
EURIBOR-ICE,3 Month EURIBOR Interest Rate,2500,EUR,Bond,0,0,0,EMEA
179179
EURINR,EURINR,1000,INR,FX,0,0,0,ASIA
180180
EURMXP,EURMXP,10000,MXP,FX,0,0,0,US
181181
EURO600,Dow Jones STOXX 600 Index,50,EUR,Equity,2,0,0,EMEA
@@ -190,12 +190,12 @@ EUROSTX-MID,Euro Stoxx Mid,50,EUR,Equity,2,0,0,EMEA
190190
EUROSTX-PRICE,Dow Jones Euro STOXX Price Index,50,EUR,Equity,2,0,0,EMEA
191191
EUROSTX-SMALL,Euro Stoxx Small,50,EUR,Equity,2,0,0,EMEA
192192
EUROSTX200-LARGE,Dow Jones STOXX Large 200 Index,50,EUR,Sector,2,0,0,EMEA
193-
FANG,NYSE FANG index,5,USD,Equity,0.85,0,0,US
193+
FANG,NYSE FANG index,5,USD,Equity,0,0,0,US
194194
FED,30 Day Fed Funds,4167,USD,Bond,0.85,0,0,US
195195
FEEDCOW,Feeder cattle,500,USD,Ags,2.9,0,0,US
196196
FTSE100,FTSE100 Index,10,GBP,Equity,1.7,0,0,EMEA
197197
FTSE100-DIV,FTSE 100 Dividend Index,10,GBP,Equity,0,0,0,EMEA
198-
FTSE250,FTSE 250,2,GBP,Equity,0.65,0,0,EMEA
198+
FTSE250,FTSE 250,2,GBP,Equity,0,0,0,EMEA
199199
FTSEAFRICA40,FTSE-JSE Africa Top40 Index,10,HKD,Equity,0,0,0,ASIA
200200
FTSECHINAA,FTSE/Xinhua China A50,1,USD,Equity,2.85,0,0,ASIA
201201
FTSECHINAA-CSOP,CSOP FTSE CHINA A50 ETF-HKD,5000,HKD,Equity,0,0,0,ASIA
@@ -212,7 +212,7 @@ GAS-LAST,Natural Gas Last Day Financial Futures Index,10000,USD,OilGas,1.5,0,0,U
212212
GAS-PEN,Natural Gas Penultimate Financial Futures Index,10000,USD,OilGas,0.85,0,0,US
213213
GASOIL,ICE-EU Low Sulphur Gasoil,100,USD,OilGas,1.7,0,0,EMEA
214214
GASOILINE,RBOB Gasoline US,42000,USD,OilGas,2.37,0,0,US
215-
GASOILINE_ICE,ICE NYH RBOB Gasoline,42000,USD,OilGas,1.05,0,0,EMEA
215+
GASOILINE_ICE,ICE NYH RBOB Gasoline,42000,USD,OilGas,0,0,0,EMEA
216216
GASOILINE_micro,NYMEX micro Gasoline RBOB Index,4200,USD,OilGas,0.85,0,0,US
217217
GBP,GBPUSD currency,62500,USD,FX,2.47,0,0,US
218218
GBP_micro,GBPUSD_micro,6250,USD,FX,0.85,0,0,US
@@ -226,7 +226,7 @@ GBPJPY,GBPJPY,125000,JPY,FX,85,0,0,US
226226
GBPJPY-ICE,GBP.JPY,125000,JPY,FX,0,0,0,US
227227
GICS,S&P-GSCI Index,250,USD,Ags,2.85,0,0,US
228228
GICS-EXCESS,S&P GSCI Excess Return Index,100,USD,CommodityIndex,0,0,0,US
229-
GILT,UK 10 year bonds Long Gilt,1000,GBP,Bond,0.65,0,0,EMEA
229+
GILT,UK 10 year bonds Long Gilt,1000,GBP,Bond,0,0,0,EMEA
230230
GILT2,Short gilt,1000,GBP,Bond,0,0,0,EMEA
231231
GILT5,Medium gilt,1000,GBP,Bond,0,0,0,EMEA
232232
GOLD,Gold,100,USD,Metals,2.31,0,0,US
@@ -238,20 +238,20 @@ GOLD-HK,USD Gold futures in HK,1000,USD,Metals,0,0,0,ASIA
238238
GOLD-JPN,Gold (Standard) - Japan,1000,JPY,Metals,0,0,0,ASIA
239239
GOLD-JPN_mini,Gold (Mini) - Japan,100,JPY,Metals,0,0,0,ASIA
240240
GOLD-mini,Gold mini,50,USD,Metals,0.85,0,0,US
241-
HANG,Hong Kong equity index Hang Seng,50,HKD,Equity,8.5,0,0,ASIA
242-
HANG_mini,Hong Kong equity index Hang Seng mini,10,HKD,Equity,8.5,0,0,ASIA
243-
HANG-DIV,HSI Dividend Point Index,50,HKD,Equity,8.5,0,0,ASIA
244-
HANGTECH,Hang Seng TECH Index,50,HKD,Equity,8.5,0,0,ASIA
245-
HANGENT,Hang Seng China Enterprise Index,50,HKD,Equity,8.5,0,0,ASIA
246-
HANGENT_mini,Hang Seng China Enterprise Index mini,10,HKD,Equity,8.5,0,0,ASIA
247-
HANGENT-GTR,Hang Seng China Enterprises Gross Total Return Index,50,HKD,Equity,8.5,0,0,ASIA
248-
HANGENT-NTR,Hang Seng China Enterprises Net Total Return Index,50,HKD,Equity,8.5,0,0,ASIA
241+
HANG,Hong Kong equity index Hang Seng,50,HKD,Equity,0,0,0,ASIA
242+
HANG_mini,Hong Kong equity index Hang Seng mini,10,HKD,Equity,0,0,0,ASIA
243+
HANG-DIV,HSI Dividend Point Index,50,HKD,Equity,0,0,0,ASIA
244+
HANGTECH,Hang Seng TECH Index,50,HKD,Equity,0,0,0,ASIA
245+
HANGENT,Hang Seng China Enterprise Index,50,HKD,Equity,0,0,0,ASIA
246+
HANGENT_mini,Hang Seng China Enterprise Index mini,10,HKD,Equity,0,0,0,ASIA
247+
HANGENT-GTR,Hang Seng China Enterprises Gross Total Return Index,50,HKD,Equity,0,0,0,ASIA
248+
HANGENT-NTR,Hang Seng China Enterprises Net Total Return Index,50,HKD,Equity,0,0,0,ASIA
249249
HEAT-DEG-AMS,Amsterdam Schiphol Heating Degree Day Index,20,GBP,Weather,0,0,0,US
250250
HEAT-DEG-LON,London Heating Degree Day Index,20,GBP,Weather,0,0,0,US
251251
HEAT-DEG-NY,New York Heating Day Degree Index,20,USD,Weather,0,0,0,US
252252
HEATOIL,Heating oil,42000,USD,OilGas,2.37,0,0,US
253253
HEATOIL_micro,Micro NY Harbor ULSD,4200,USD,OilGas,0,0,0,US
254-
HEATOIL-ICE,ICE HEATING OIL,42000,USD,OilGas,1.06,0,0,EMEA
254+
HEATOIL-ICE,ICE HEATING OIL,42000,USD,OilGas,0,0,0,EMEA
255255
HEATOIL-mini,NYMEX MINY Heating Oil Index,21000,USD,OilGas,0.85,0,0,US
256256
HIBOR,3 Month HIBOR Interest Rate,5000000,HKD,STIR,0,0,0,ASIA
257257
HIGHYIELD,iBoxx iShares $ High Yield Corporate Bond Index TR,1000,USD,Bond,0.85,0,0,US
@@ -269,8 +269,8 @@ HOUSE-US,Housing Index Composite,250,USD,Housing,0.85,0,0,US
269269
HSCEI-DIV,HSCEI Dividend Point Index,50,HKD,Equity,0,0,0,ASIA
270270
HUF,Hungarian forint,30000000,USD,FX,0.85,0,0,US
271271
HUFEUR,HUFEUR,30000000,EUR,FX,0,0,0,US
272-
IBEX_mini,IBEX 35 mini,1,EUR,Equity,0.5,0,0,EMEA
273-
IBEX,Spanish equity index IBEX,10,EUR,Equity,0.9,0,0,EMEA
272+
IBEX_mini,IBEX 35 mini,1,EUR,Equity,0,0,0,EMEA
273+
IBEX,Spanish equity index IBEX,10,EUR,Equity,0,0,0,EMEA
274274
IG,iBoxx iShares $ Investment Grade Corporate Bond Index TR,1000,USD,Bond,0.85,0,0,US
275275
IND-BANK,Nifty Bank,1,INR,Equity,0,0,0,ASIA
276276
IND-FIN,NSE Nifty Financial Services Index Futures,1,INR,Equity,0,0,0,ASIA
@@ -298,23 +298,23 @@ KOSDAQ,KOSDAQ 150 Index,10000,KRW,Equity,2000,0,0,ASIA
298298
KOSPI,Korean equity index KOSPI,250000,KRW,Equity,0,0.0004,0,ASIA
299299
KOSPI_mini,KOSPI mini,50000,KRW,Equity,8500,0,0,ASIA
300300
KOSPI300,KOSPI300 Index,50000,KRW,Equity,0,0,0,ASIA
301-
KR10,Korean 10 year bond,1000000,KRW,Bond,0,0.00004,0,ASIA
302-
KR3,Korean 3 year bond,1000000,KRW,Bond,0,0.00004,0,ASIA
301+
KR10,Korean 10 year bond,1000000,KRW,Bond,0,4E-05,0,ASIA
302+
KR3,Korean 3 year bond,1000000,KRW,Bond,0,4E-05,0,ASIA
303303
KRW,KRWUSD SGX,125000,USD,FX,4.5,0,0,ASIA
304304
KRWJPY,SGX Korean Won in Japanese Yen Futures,25000000,JPY,FX,285,0,0,ASIA
305305
KRWUSD,Korean Won,125000000,USD,FX,0.85,0,0,US
306306
KRWUSD_mini,SGX Korean Won in US Dollar Futures (Mini),25000,USD,FX,2.85,0,0,ASIA
307-
LEAD_LME,Lead - LME,25,USD,Metals,1.05,0,0,EMEA
307+
LEAD_LME,Lead - LME,25,USD,Metals,0,0,0,EMEA
308308
LEANHOG,Lean hogs,400,USD,Ags,2.9,0,0,US
309309
LIBOR1,1 Month LIBOR (Int. Rate),2500,USD,Bond,0.85,0,0,US
310310
LIVECOW,Live cattle,400,USD,Ags,2.9,0,0,US
311311
LUMBER,Random Length Lumber,110,USD,Ags,3,0,0,US
312312
LUMBER-new,Random Length Lumber - mini,27.5,USD,Ags,3,0,0,US
313313
MARS-ARGUS,Mars (Argus) vs. WTI Trade Month Futures,1000,USD,OilGas,0,0,0,US
314-
MIB,FTSE MIB INDEX,5,EUR,Equity,0.9,0,0,EMEA
315-
MIB_micro,FTSE MIB INDEX Micro,0.2,EUR,Equity,0.2,0,0,EMEA
316-
MIB_mini,FTSE MIB INDEX Mini,1,EUR,Equity,0.2,0,0,EMEA
317-
MIB-DIVI,FTSE MIB Dividend Index,5,EUR,Equity,0.9,0,0,EMEA
314+
MIB,FTSE MIB INDEX,5,EUR,Equity,0,0,0,EMEA
315+
MIB_micro,FTSE MIB INDEX Micro,0.2,EUR,Equity,0,0,0,EMEA
316+
MIB_mini,FTSE MIB INDEX Mini,1,EUR,Equity,0,0,0,EMEA
317+
MIB-DIVI,FTSE MIB Dividend Index,5,EUR,Equity,0,0,0,EMEA
318318
MID-DAX,Midcap DAX,1,EUR,Equity,2,0,0,EMEA
319319
MILK,Milk class III,2000,USD,Ags,1.5,0,0,US
320320
MILKDRY,NON FAT DRY MILK INDEX,440,USD,Ags,0.85,0,0,US
@@ -325,11 +325,11 @@ MSCIASIAEXJP,The MSCI All Countries Asia ex Japan Net Total Return,100,USD,Equit
325325
MSCIBRAZIL,The MSCI Brazil Net Total Return,100,USD,Equity,0,0,0,EMEA
326326
MSCICHINA,MSCI China Free Net Total Return (USD) Index,50,USD,Equity,0,0,0,EMEA
327327
MSCICHINANET,MSCI China Free Net Total Return (USD) Index (HKFE),50,USD,Equity,0,0,0,ASIA
328-
MSCIEAFA,MSCI EAFA Index,50,USD,Equity,0.85,0,0,US
328+
MSCIEAFA,MSCI EAFA Index,50,USD,Equity,0,0,0,US
329329
MSCIEAFA-TOT,MSCI EAFE Net Total Return Index,20,USD,Equity,0,0,0,US
330330
MSCIEM,MSCI EM Net Total Return Index,100,USD,Equity,0,0,0,EMEA
331331
MSCIEM-LIFFE,MSCI EMERGING MARKETS INDEX (CBOE),50,USD,Equity,0,0,0,US
332-
MSCIEMASIA,MSCI Emerging Markets Asia Net Total Return,100,USD,Equity,0.85,0,0,US
332+
MSCIEMASIA,MSCI Emerging Markets Asia Net Total Return,100,USD,Equity,0,0,0,US
333333
MSCIEURONET,MSCI Europe Net Return EUR Index,100,EUR,Equity,0,0,0,EMEA
334334
MSCIEURONET-ICE,The MSCI Europe Financials Net Total Return,100,EUR,Equity,0,0,0,EMEA
335335
MSCIEUROPE,MSCI Europe NTR,100,USD,Equity,0,0,0,EMEA
@@ -343,7 +343,7 @@ MSCIPACIFIC,The MSCI Pacific ex Japan Net Total Return,10,USD,Equity,0,0,0,EMEA
343343
MSCIPANEURO-LIFFE,MSCI Pan-Euro Index,20,EUR,Equity,0,0,0,US
344344
MSCIRUSSIA,MSCI Russia Index,10,USD,Equity,2,0,0,EMEA
345345
MSCISING,MSCI Singapore Free Index,100,SGD,Equity,4,0,0,ASIA
346-
MSCITAIWAN,MSCI Taiwan (USD) Index - HKFE,100,USD,Equity,0.85,0,0,ASIA
346+
MSCITAIWAN,MSCI Taiwan (USD) Index - HKFE,100,USD,Equity,0,0,0,ASIA
347347
MSCIUSA,MSCI USA index,50,USD,Equity,0,0,0,US
348348
MSCIWORLD,MSCI World Index,10,USD,Equity,3,0,0,EMEA
349349
MSCIWORLD-MINVOL,The MSCI World Minimum Volatility Net Total Return,10,USD,Equity,0,0,0,EMEA
@@ -356,7 +356,7 @@ NASBIO-mini,CME E-Mini NASDAQ Biotechnology,50,USD,Sector,0.85,0,0,US
356356
NASDAQ,US equity index Nasdaq,20,USD,Equity,2.05,0,0,US
357357
NASDAQ_micro,NASDAQ micro,2,USD,Equity,0.57,0,0,US
358358
NASDAQ_mini,E-mini NASDAQ Composite,20,USD,Equity,0,0,0,US
359-
NICKEL_LME,Nickel - LME,6,USD,Metals,1.06,0,0,EMEA
359+
NICKEL_LME,Nickel - LME,6,USD,Metals,0,0,0,EMEA
360360
NIFTY,CNX Nifty Index,2,USD,Equity,2.85,0,0,ASIA
361361
NIFTY-IN,Nifty 50 india,1,INR,Equity,0,0,0,ASIA
362362
NIKKEI,Nikkei 225 Mini,100,JPY,Equity,40,0,0,ASIA
@@ -401,7 +401,7 @@ RUSSELL,Micro E-Mini Russell 2000 Index,5,USD,Equity,0.57,0,0,US
401401
RUSSELL_mini,E-Mini Russell 2000 Index,50,USD,Equity,0.85,0,0,US
402402
RUSSELL-GROWTH,Russell 2000 Growth Index,50,USD,Equity,0,0,0,US
403403
RUSSELL-VALUE,Russell 2000 Value Index,50,USD,Equity,0,0,0,US
404-
SARONA,Three Month SaronA,2500,CHF,Bond,1.4,0,0,EMEA
404+
SARONA,Three Month SaronA,2500,CHF,Bond,0,0,0,EMEA
405405
SEK,SEKUSD currency,2000000,USD,FX,1.5,0,0,US
406406
SGD,SGX US Dollar in Singapore Dollar Futures (Full-Sized),100000,SGD,FX,3.5,0,0,ASIA
407407
SGD_mini,SGX US Dollar in Singapore Dollar (Mini) Futures,25000,SGD,FX,2.25,0,0,ASIA
@@ -417,9 +417,9 @@ SMI-MID,Swiss Mid-cap Index,10,CHF,Equity,1,0,0,EMEA
417417
SMIETF,ISHARES SMI ETF CH,100,CHF,Equity,0,0,0,EMEA
418418
SOFR,Secured Overnight Financing Rate 3-month average of rates,2500,USD,Bond,1.5,0,0,US
419419
SOFR1,Secured Overnight Financing Rate 1-month average of rates,4167,USD,Bond,1.5,0,0,US
420-
SONIA,Sterling Overnight Index Average,2500,GBP,STIR,0.65,0,0,US
421-
SONIA1,One Month SONIA,2500,GBP,Bond,0.65,0,0,EMEA
422-
SONIA3,Three Month SONIA,2500,GBP,Bond,0.65,0,0,EMEA
420+
SONIA,Sterling Overnight Index Average,2500,GBP,STIR,0,0,0,US
421+
SONIA1,One Month SONIA,2500,GBP,Bond,0,0,0,EMEA
422+
SONIA3,Three Month SONIA,2500,GBP,Bond,0,0,0,EMEA
423423
SOYBEAN,Soybean,50,USD,Ags,2.92,0,0,US
424424
SOYBEAN_mini,Soybean mini,10,USD,Ags,2.9,0,0,US
425425
SOYMEAL,Soybean Meal,100,USD,Ags,1.5,0,0,US
@@ -487,14 +487,14 @@ SS-XIAOMI,XIAOMI CORP-CLASS B (SEHK),1000,HKD,SingleStock,0,0,0,ASIA
487487
SS-YES-BANK,YES BANK LTD,25,USD,SingleStock,0,0,0,ASIA
488488
SS-ZUR-INSR,ZURICH INSURANCE GROUP AG,10,CHF,SingleStock,0,0,0,EMEA
489489
STEEL,Hot-Rolled Coil Steel Index,20,USD,Metals,0.85,0,0,US
490-
SUGAR_WHITE,White sugar,50,USD,Ags,1.06,0,0,EMEA
490+
SUGAR_WHITE,White sugar,50,USD,Ags,0,0,0,EMEA
491491
SUGAR11,Sugar #11,1120,USD,Ags,3,0,0,US
492-
SUGAR16,Sugar #16,1120,USD,Ags,0.85,0,0,US
492+
SUGAR16,Sugar #16,1120,USD,Ags,0,0,0,US
493493
SWISSLEAD,Swiss Leader Index (PREIS_INDEX),10,CHF,Equity,4,0,0,EMEA
494494
TECDAX,TECDAX,10,EUR,Equity,0,0,0,EMEA
495495
TECH60_small,Small Technology 60,100,USD,Equity,0,0,0,US
496496
THB,SGX Thai baht in US Dollar Futures,1000,USD,FX,3,0,0,ASIA
497-
TIN_LME,Tin - LME,5,USD,Metals,1.06,0,0,EMEA
497+
TIN_LME,Tin - LME,5,USD,Metals,0,0,0,EMEA
498498
TOPIX,Japan Mini Topix,1000,JPY,Equity,50,0,0,ASIA
499499
TOPIX_Large,TOPIX full size,10000,JPY,Equity,0,0,0,ASIA
500500
TOPIX30,Topix Core30,1000,JPY,Equity,50,0,0,ASIA
@@ -576,12 +576,12 @@ VNKI,Nikkei 225 Volatility Index,10000,JPY,Vol,400,0,0,ASIA
576576
VOLQ,NASDAQ-100 Volatility Index,100,USD,Vol,0,0,0,US
577577
WATER-CALI,The Nasdaq Veles California Water Index,10,USD,Weather,0,0,0,US
578578
WHEAT,Wheat,50,USD,Ags,2.92,0,0,US
579-
WHEAT_ICE,Wheat ICE,100,GBP,Ags,0.65,0,0,EMEA
579+
WHEAT_ICE,Wheat ICE,100,GBP,Ags,0,0,0,EMEA
580580
WHEAT_mini,Wheat mini,10,USD,Ags,2.9,0,0,US
581581
WHEAT-ASX,WHEAT FUTURES,20,AUD,Ags,0,0,0,ASIA
582582
WHEY,CME DRY WHEY INDEX,440,USD,Ags,3,0,0,US
583583
WTI_small,Small US Crude Oil,100,USD,OilGas,2.85,0,0,US
584584
YENEUR,YENEUR currency,125000,JPY,FX,85,0,0,US
585585
YENEUR-ICE,EUR.JPY,125000,JPY,FX,0,0,0,US
586586
ZAR,South African Rand,500000,USD,FX,2.5,0,0,US
587-
ZINC_LME,Zinc - LME,25,USD,Metals,1.06,0,0,EMEA
587+
ZINC_LME,Zinc - LME,25,USD,Metals,0,0,0,EMEA

data/futures/roll_calendars_csv/BTC*SPREAD.csv

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data/futures/roll_calendars_csv/BTC*SPREAD2.csv

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