Sirca DataConsults

Sirca members are able to access the Sirca DataConsult team for assistance in accessing complex, non-standard or unwieldy data to support their research objectives. Examples include gaining access to the ASX CHESS database (see this post for more details on CHESS), accessing forms of data which are not downloadable from our online resources, and mashing data across multiple sources.

Our DataConsult team is expert in curating data for academic research and as a result tends to suffer from having a large number of requests to complete. We try hard to fulfill these requests as rapidly and efficiently as possible, however due to their nature and the economics of the academic segment it is not always possible to turn these jobs around quickly, particularly at peak times of the academic year when research projects are beginning.

At present we are also having to recreate our software request libraries for ASX data due to third party coypright issues which have emerged recently, as well as modernising some of the infrastructure which underpins data retrieval.

As a result there is currently quite a big backlog being managed by the team. In order to try and tackle the workload, we are seconding additional resource to the DataConsult function, however we do ask for understanding from members whilst we get to grips with things.

As a reminder, the current process to submit a DataConsult job is to submit a formal request using the DataConsult form. The form can be accesses from this page, by clicking on the “Data Consult Form” link at the bottom of the page. Requestees will note that this prompts you for a password. This password is held by the designated Sirca liaison point within your university; this steps act as validation for your research request by your university. Get in touch with us if you need to know who to contact for your university password.

Commodities & Futures – most requested instrument codes

One of the most common requests for help we receive from academic users of Tick History is how to find instrument codes for commodities and futures contracts. These contracts evolve steadily as market structures evolve and as exchanges merge and consolidate. This post is designed to help members and subscribers rapidly retrieve the most sought after international commodities and futures contracts. We have also listed a link to the underlying contract specification offered by the relevant exchange, and, where available, a link to the relevent wikipedia entry for further context.

Drop us a line if you would like us to feature more of these.

The listing below makes reference to Reuters Instrument Code chains and continuation codes. Click on the links to find out more about these.

Energy

Contract: ICE Brent Crude Futures
RIC Chain: 0#LCO:
Nearest Month Continuation RIC: LCOc1
Contract Specification: https://www.theice.com/productguide/ProductDetails.shtml?specId=219
Wikipedia: http://en.wikipedia.org/wiki/Brent_Crude

Contract: CME Group (NYMEX) Light Sweet Crude Oil Futures
RIC Chain: 0#CL:
Nearest Month Continuation RIC: CLc1
Contract Specification: http://www.cmegroup.com/trading/energy/crude-oil/light-sweet-crude.html
Wikipedia: http://en.wikipedia.org/wiki/West_Texas_Intermediate

Contract: CME Group (NYMEX) RBOB Gasoline Futures
RIC Chain: 0#RB:
Nearest Month Continuation RIC: RBc1
Contract Specification: http://www.cmegroup.com/trading/energy/refined-products/rbob-gasoline_quotes_globex.html
Wikipedia: http://en.wikipedia.org/wiki/Price_of_petroleum

Contract: CME Group (NYMEX) Henry Hub Natural Gas Futures
RIC Chain: 0#NG:
Nearest Month Continuation RIC: NGc1
Contract Specification: http://www.cmegroup.com/trading/energy/natural-gas/natural-gas.html
Wikipedia: http://en.wikipedia.org/wiki/Henry_Hub

Contract: CME Group (NYMEX) Heating Oil Futures
RIC Chain: 0#HO:
Nearest Month Continuation RIC: HOc1
Contract Specification: http://www.cmegroup.com/trading/energy/refined-products/heating-oil.html
Wikipedia: http://en.wikipedia.org/wiki/Heating_oil

Metals

London Gold Fixing (PM)
RIC: XAUFIXPM=
Background: http://www.goldfixing.com/home.htm
Wikipedia: http://en.wikipedia.org/wiki/Gold_fixing

Contract: CME Group (COMEX) Copper Futures
RIC Chain: 0#HG:
Nearest Month Continuation RIC: HGc1
Contract Specification: http://www.cmegroup.com/trading/metals/base/copper.html
Wikipedia: http://en.wikipedia.org/wiki/New_York_Mercantile_Exchange

Contract: CME Group (COMEX) Gold Futures
RIC Chain: 0#GC:
Nearest Month Continuation RIC: GCc1
Contract Specification: http://www.cmegroup.com/trading/metals/precious/gold.html
Wikipedia: http://en.wikipedia.org/wiki/New_York_Mercantile_Exchange

Contract: CME Group (COMEX) Silver Futures
RIC Chain: 0#SI:
Nearest Month Continuation RIC: SIc1
Contract Specification: http://www.cmegroup.com/trading/metals/precious/silver.html
Wikipedia: http://en.wikipedia.org/wiki/New_York_Mercantile_Exchange

Contract: CME Group (NYMEX) Platinum Futures
RIC Chain: 0#PL:
Nearest Month Continuation RIC: PLc1
Contract Specification: http://www.cmegroup.com/trading/metals/precious/platinum.html
Wikipedia: http://en.wikipedia.org/wiki/New_York_Mercantile_Exchange

Contract: CME Group (NYMEX) Palladium Futures
RIC Chain: 0#PA:
Nearest Month Continuation RIC: PAc1
Contract Specification: http://www.cmegroup.com/trading/metals/precious/palladium.html
Wikipedia: http://en.wikipedia.org/wiki/New_York_Mercantile_Exchange

Agriculture

Contract: CME Group (CBoT) Corn Futures
RIC Chain: 0#C:
Nearest Month Continuation RIC: Cc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/grain-and-oilseed/corn.html

Contract: CME Group (CBoT) Wheat Futures
RIC Chain: 0#W:
Nearest Month Continuation RIC: Wc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/grain-and-oilseed/wheat.html

Contract: CME Group (CBoT) Soybeans Futures
RIC Chain: 0#S:
Nearest Month Continuation RIC: Sc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/grain-and-oilseed/soybean.html

Contract: CME Group (CBoT) Soybean Meal Futures
RIC Chain: 0#ZM:
Nearest Month Continuation RIC: ZMc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/grain-and-oilseed/soybean-meal.html

Contract: NYSE Euronext (LIFFE) Cocoa Futures
RIC Chain: 0#LCC:
Nearest Month Continuation RIC: LCCc1
Contract Specification: http://www.euronext.com/trader/contractspecifications/wide/contractSpecifications-3064-EN.html?docid=47370

Contract: NYSE Euronext (LIFFE) Robusta Coffee Futures
RIC Chain: 0#LRC:
Nearest Month Continuation RIC: LRCc1
Contract Specification: http://www.euronext.com/trader/contractspecifications/derivative/wide/contractspecifications-2864-EN.html?euronextCode=RC-LON-FUT

Contract: ICE Coffee C Futures (Arabica)
RIC Chain: 0#KC:
Nearest Month Continuation RIC: KCc1
Contract Specification: https://www.theice.com/productguide/ProductDetails.shtml?specId=15

Contract: NYSE Euronext (LIFFE) White Sugar Futures
RIC Chain: 0#LSU:
Nearest Month Continuation RIC: LSUc1
Contract Specification: http://www.euronext.com/trader/contractspecifications/wide/contractSpecifications-3064-EN.html?docid=47376

Contract: CME Group (NYMEX) No. 11 Sugar Futures
RIC Chain: 0#SB:
Nearest Month Continuation RIC: SBc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/softs/sugar-no11.html

Contract: CME Group (NYMEX) Cotton Futures
RIC Chain: 0#CT:
Nearest Month Continuation RIC: CTc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/softs/cotton.html

Contract: ICE Frozen Concentrated Orange Juice Futures
RIC Chain: 0#OJ:
Nearest Month Continuation RIC: OJc1
Contract Specification: https://www.theice.com/productguide/ProductDetails.shtml?specId=30

Contract: CME Group Live Cattle Futures
RIC Chain: 0#LC:
Nearest Month Continuation RIC: LCc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/livestock/live-cattle.html

Contract: CME Group Feeder Cattle Futures
RIC Chain: 0#FC:
Nearest Month Continuation RIC: FCc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/livestock/feeder-cattle.html

Contract: CME Group Frozen Pork Bellies Futures
RIC Chain: 0#PB:
Nearest Month Continuation RIC: PBc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/livestock/frozen-pork-bellies.html

Contract: CME Group Lean Hogs Futures
RIC Chain: 0#LH:
Nearest Month Continuation RIC: LHc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/livestock/lean-hogs.html

Contract: CME Group Random Length Lumber Futures
RIC Chain: 0#LB:
Nearest Month Continuation RIC: LBc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/lumber-and-pulp/random-length-lumber.html

Wikipedia link for all agricultural contracts listed above: http://en.wikipedia.org/wiki/List_of_traded_commodities