Data Notification
Data Additions to Optional Offerings

 
 

Change Management Notification - September 2004 - Standard Operating Procedure -

 

LIM NYMEX & COMEX DDF Plus Delayed Feed Settlements & Intraday Minute Bars

LIM now offers futures settlement and intraday minute bar prices from NYMEX and COMEX. These price feeds will be delivered immediately after market close typically by 3:30 p.m. Eastern Standard Time on the day of settlement. This optional offering compares favorably with our core data offering which supplies the settlement prices typically before midnight Eastern Standard Time and intraday minute bars the following morning.

Prices are captured directly from a real-time (delayed) feed into our warehouse in Austin, Texas. Prices are captured and archived as they arrive on the feed and the results are polled every 15 minutes, starting at 3:00 p.m. Eastern Standard Time, until 5 p.m. Eastern Standard Time.

Any prices extracted at these 15 minute intervals are then distributed out to subscribers immediately. Depending on how often your LIM server is updating (can be every 10 minutes if desired), then these prices will update into the server as they are made available.

The following NYMEX futures contracts are supported:

  • CL - Crude Oil NYMEX
  • NG - Natural Gas NYMEX
  • HO - Heating Oil NYMEX
  • HU - Unleaded NYMEX
  • PN - Propane NYMEX
  • NYMEX_JM - PJM Monthly Electricity NYMEX
  • NYM.COAL - Coal NYMEX


The following COMEX futures contracts are supported:

  • GC - Gold
  • SI - Silver
  • HG - Copper
  • ALMN - Aluminum
  • PA - Palladium
  • PL - Platinum


LIM plans to broaden the coverage available in the future to include additional North American Futures Exchanges such as CME.




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