Commodity Futures And Options¶
Commodity Futures and Options
sources: https://www.mcxindia.com/ https://www.ncdex.com/ https://www.cmegroup.com/
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class
plutoPy.model.CommodityFuturesAndOptions.
CmeEod
(**kwargs)¶ Bases:
sqlalchemy.ext.declarative.api.Base
,plutoPy.model.Db.StockViz
Query the end-of-day prices of commodity futures contracts traded on the COMEX and NYMEX
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CONTRACT
¶
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CONTRACT_DAY
¶
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CONTRACT_MONTH
¶
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CONTRACT_YEAR
¶
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HIGH
¶
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LAST
¶
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LOW
¶
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OPEN
¶
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PRODUCT_DESCRIPTION
¶
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PRODUCT_SYMBOL
¶
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SETTLE
¶
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TIME_STAMP
¶
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VOLUME
¶
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class
plutoPy.model.CommodityFuturesAndOptions.
McxEod
(**kwargs)¶ Bases:
sqlalchemy.ext.declarative.api.Base
,plutoPy.model.Db.StockViz
Query the end-of-day prices of commodity contracts traded on the MCX
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CLOSE
¶
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CONTRACT
¶
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EXPIRY
¶
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EXPIRY_SERIES
¶ 0 implies current month contract, etc.
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HIGH
¶
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LOW
¶
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OI
¶ open interest
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OPEN
¶
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OTYPE
¶ CE - European calls; PE - European puts; XX , FUTCOM - futures
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STRIKE
¶ if OTYPE is CE or PE, then the strike
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TIME_STAMP
¶
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VALUE
¶ value of the contracts traded
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VOL
¶ quantity of the underlying commodity traded in VOL_UNITS
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VOLUME
¶ number of contracts traded
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VOL_UNITS
¶ BALES, KGS, BBL, etc…
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class
plutoPy.model.CommodityFuturesAndOptions.
NcdexEod
(**kwargs)¶ Bases:
sqlalchemy.ext.declarative.api.Base
,plutoPy.model.Db.StockViz
Query the end-of-day prices of commodity contracts traded on the NCDEX
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CLOSE
¶
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COMMODITY
¶ Crude palm oil, TURMERIC, etc…
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CONTRACT
¶
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DELIVERY_CENTRE
¶ Ahmedabad, Kandla, etc…
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EXPIRY
¶
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EXPIRY_SERIES
¶ 0 implies current month contract, etc.
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HIGH
¶
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LAST_TRADE
¶ day on which the last trade occurred
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LOW
¶
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MEASURE
¶ for VOLUME. MT, LOT, etc
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OI
¶ open interest
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OPEN
¶
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PRICE_UNIT
¶ RS/QUINTAL, RS/10KGS, RS/BALES, etc…
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TIME_STAMP
¶
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TRADED_NUM
¶ number of trades
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TRADED_QTY
¶ number of contracts traded
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TRADED_VAL
¶ traded value in Rs. lakhs
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