Data Additions

LIM Data Warehouse - Effective August 2003 - The following shows the recent data additions for the month of August 2003.

New Date File: major_outages.rpt
There is a new date file that reflects the North American Power Blackout of 2003 listed under:
    DISASTERS/CRISIS/major_outages.rpt

Ontario Electricity Market Operator (IMO) Transmission Rights Auctions Data
Ontario Electricity Market Operator (IMO) Transmission Rights Auctions are held on a monthly and annual basis for the ownership of transmission rights which pay the holder compensation when the market price of electricity in one of the zones adjacent to Ontario is higher than the center.

Futures Expiration Dates
The futures expiration dates are separate data that is visible at the "Commodity" level of the futures hierarchy as a new column under (for example) CL - outside of the contracts and continuation folders. This data was previously held in the MIM as an expiration date and now is explicitly provided as a piece of data that is a numeric value. The value represents the year and month of the contract that expires on a particular date and is held in the column "ExpYrMth". For example, the value of "ExpYrMth of CL" on August 20, 2003 would be "200309" indicating that the September CL contract expired on that day.

OPIS Crude Postings
OPIS Crude Postings are the prices "posted" by US and Canadian refiners for crude oil bought on the domestic spot market. The price file contains the price, the effective date and the adjustment factors for each crude posting.
German Oil Market Report (OMR)
German inland petroleum products pricing for deliveries into Germany.

ICE/10X Intra-day "Deals" Data for US Gas & Power
The ICE/10X group of optional data has now added intra-day deals data to the activity report data currently available via LIM. The deals list volume and price for a range of products and hubs traded over the Inter Continental Exchange in the US gas and power markets.

Pre-Calculated Continuation Series
We have now distributed pre-calculated continuations for the energy futures data to MIMs. The data resides in the "Continuous" folders under each of the following contracts:

  • CL - 24 month series
  • NG - 24 month series
  • HU - 12 month series
  • HO - 18 month series
  • FB - 12 month series
  • FP - 12 month series

There are two types of continuous data available:

  1. "N" Month Out Continuation Series -
    The folder contains relations such as CL_02, CL_03 out to CL_24 which represent the 2nd month out continuation series through the 24th month out continuation series with rollover set at "expiration date".

    These series are provided as pre-calculated MIM relations (although they can be custom built using the MIMIC "Adjust Contract" feature that allows you complete control over rollover data and rollover policy).

    The advantage of having the series set up as relations is that they can be more easily referenced by the API's or in a spreadsheet without using an expression. Also, because the series is pre-calculated, it will be returned to an application more quickly.
  2. Continuous Calendar Month Series -
    Continuous folders also contain "Monthly" Continuation series that are pre-calculated. These use futures contract month letters to identify the month, so that:

    CL_F = January Crude
    CL_G = February
    CL_H = March
    CL_J = April
    CL_K = May
    CL_M = June
    CL_N = July
    CL_Q = August
    CL_U = September
    CL_V = October
    CL_X = November
    CL_Z = December


    For each month, the series represents a continuous nearby contract for that delivery month. CL_F is January Crude nearby - a series that always looks for the nearest January crude contract etc.

 Please contact a sales representative at sales@lim.com for more information.