Derivatives Market
Series Prices Raw Data File Format
This file contains three types of records:
1. Header Record
2.
Record Type ‘01’
3. Trailer Record
The following is the descriptions of the file.
Header Record
|
Field |
Data Type |
Max Length |
Description |
|
Record Type |
Alphanumeric |
2 |
‘H’ |
|
File Id |
Alphanumeric |
14 |
RP006, RP006-INTRADAY or RP006-FINAL |
|
Source |
Alphanumeric |
5 |
‘DCASS’ |
|
Business Date |
Alphanumeric |
8 |
YYYYMMDD |
|
Creation Date Time |
Alphanumeric |
14 |
YYYYMMDDHHMMSS |
|
Clearing House |
Alphanumeric |
10 |
‘HKCC’/’SEOCH’ |
|
Number of Detail
Record Types |
Numeric |
2 |
01 |
Record Type ‘01’
|
Field |
Data Type |
Max Length |
Description |
|
Record Type |
Alphanumeric |
2 |
‘01’ |
|
Series |
Alphanumeric |
15 |
Name of series |
|
Market |
Alphanumeric |
5 |
Market code |
|
Market Name |
Alphanumeric |
32 |
Name of Market |
|
Commodity |
Alphanumeric |
6 |
Commodity |
|
Commodity Name |
Alphanumeric |
32 |
Commodity Name |
|
Currency Code |
Alphanumeric |
3 |
Currency Code |
|
Settlement Price |
Numeric with
decimal places |
12 |
Settlement Price |
|
Previous Settlement
Price |
Numeric with
decimal places |
12 |
Previous day
settlement price |
|
Difference |
Numeric with
decimal places |
13 |
Settlement price
difference [i.e., Settlement
Price ― Previous Settlement Price] |
|
Implied volatility |
Numeric with
decimal places |
10 |
Implied volatility |
Trailer Record
|
Field |
Data Type |
Max Length |
Description |
|
Record Type |
Alphanumeric |
2 |
‘T’ |
|
Number of Detail
Records |
Numeric |
18 |
|
|
End of File |
Alphanumeric |
3 |
‘EOF’ |