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.StockVizQuery 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.StockVizQuery 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.StockVizQuery 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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