Data Notification
TAQ Hierarchy, DTN Grain Identifiers &
Early Delivery of NYMEX Division Futures Settlement Prices

 
 

Notification - June 2004 - This announcement contains: a reminder for the TAQ hierarchy changes, a notification of changes to DTN Grain identifiers, and information on the delivery schedule for NYMEX Division Futures Settlement Prices.

For more information, please contact a LIM Sales Representative at email: sales@lim.com or phone: +1.800.546.9646 (US) or
+44(0)207.553.2639 (Europe).

 

Changes to the TAQ Hierarchy: Moving TAQ Symbols and
Adding Alias Cusip Names

This is a reminder that the changes to the TAQ Hierarchy will take place Friday, June 18, 2004.

For more information, please see the LIM April Data Announcement. Additional coverage information on the NYSE TAQ data set may be found in the Optional Data section on the LIM website.

 

Data Transmission Network (DTN) Grain

On June 21, 2004, DTN Grain identifiers will change from alphabetical labels to the more accurate elevator identifiers.

For example:

DTN.GB.WHEAT_HRW_SPOT.MONTE_VISTA.CO.1182 will become DTN.GB.WHEAT_HRW_SPOT.1942.1182

Please note that the data hierarchy will not change.

For more information on the Data Transmission Network (DTN) data set, please see the Optional Data coverage section on the LIM website.

 

LIM Announces New End of Market Delivery Schedule for NYMEX Division Futures Settlement Prices

The NYMEX Division Futures Prices (Settlement Prices) are now available at 5:00 p.m. CST. Listed below are the affected MIM symbols:

  • CL
  • NG
  • HO
  • HU
  • NYMEX_JM
  • PN
  • NYM.COAL
     

These symbols are furnished from the NYMEX Exchange Feed from DDFPLUS. For more information, please contact a LIM Sales Representative at: sales@lim.com.

 


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