| Kansas City Board of Trade Futures & Indexes | |||||||||||||||||||||||||
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Kansas City BOT Individual Futures Code Structure An individual Value Line future contract looks like this: VALE107. VAL = This represents the code for the Value Line commodity. E = This indicates that this future is traded on a Electronic session. 107 = This represents the contract date, in this case 'July 2010'. The '10' indicates the year - 2010 whilst the '7' indicates the month - July. January to September are 1 to 9 whilst October to December are A to C. A continuous contract for the Value Line has the code VALECDVOL. The first three characters are the future's code, the 'E' shows the trading session while the 'CDVOL' stands for 'volume continuous contract'. All continuous contracts are created by using the data from the most active individual contract. The activity is calculated using a seven day average volume. If necessary, an adjustment is passed at swap over time to keep the continuity of the history. A total contract for the Value Line has the code VALETTL. The first three characters are the future's code, the 'E' shows the trading session while the 'TTL' stands for 'total'. This contract is calculated by adding all the Volume and Open Interest (where applicable) of all the currently trading individual future contracts. BodhiGold5 also creates Gann continuous contracts for each contracts trading months. Value Line trades the contract months of March; May; July; September & December. It therefore has 5 Gann contracts with the codes: VALEC3MAR; VALEC5MAY; VALEC7JUL; VALEC9SEP & VALECDEC. These contracts include data traded only in their contract months making the VALEC3MAR contract contain historical March contract history only. Below is a table listing the futures and indexes available from this Exchange. [You can click on the headings to sort the table] |
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