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fixed some of the more egreious commissions
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Rob Carver committed Mar 20, 2024
1 parent 49a5165 commit b41ed12
Showing 1 changed file with 16 additions and 16 deletions.
32 changes: 16 additions & 16 deletions data/futures/csvconfig/instrumentconfig.csv
Original file line number Diff line number Diff line change
Expand Up @@ -16,14 +16,14 @@ AUD_micro,AUDUSD micro,10000,USD,FX,0.85,0,0,US
AUD-ICE,AUD.USD,100000,USD,FX,0,0,0,US
AUD-SGX,SGX Australian Dollar in US Dollar Futures,25000,USD,FX,2.85,0,0,ASIA
AUDCAD,Australlian dollar CAD,200000,CAD,FX,0,0,0,US
AUDJPY,Australlian dollar Yen CME,200000,JPY,FX,85,0,0,US
AUDJPY,Australlian dollar Yen CME,200000,JPY,FX,329.4,0,0,US
AUDJPY-SGX,SGX Australian Dollar in Japanese Yen Futures,25000,JPY,FX,285,0,0,ASIA
AUSCASH,30 Day Interbank Cash Rate,2466,AUD,STIR,4.5,0,0,ASIA
BARLEY,Barley Futures (ASX),20,AUD,Ags,0,0,0,ASIA
BB3M,Three-Month Bloomberg Short-Term Bank Yield,2500,USD,Bond,2.85,0,0,US
BBCOMM,Bloomberg Commodity Index,100,USD,Ags,1.5,0,0,US
BEL20,BEL 20 Index (BFX@),10,EUR,Equity,4.5,0,0,EMEA
BITCOIN,Micro Bitcoin,0.1,USD,Metals,4.77,0,0,US
BITCOIN,Micro Bitcoin,0.1,USD,Metals,3.27,0,0,US
BITCOIN-BAKKT,Bakkt Bitcoin,1,USD,Metals,0,0,0,US
BOBL,German 5 year bond Bobl,1000,EUR,Bond,2,0,0,EMEA
BONO,ES 10 year bonds,1000,EUR,Bond,2,0,0,EMEA
Expand Down Expand Up @@ -64,7 +64,7 @@ CH10,Swiss Federal Long-Term Bonds,1000,CHF,Bond,4,0,0,EMEA
CHEESE,Cheese,20000,USD,Ags,0.85,0,0,US
CHF,CHFUSD currency,125000,USD,FX,1.5,0,0,US
CHF_micro,CHFUSD micro,12500,USD,FX,0.85,0,0,US
CHFJPY,CHFJPY,250000,JPY,FX,85,0,0,US
CHFJPY,CHFJPY,250000,JPY,FX,329.4,0,0,US
CHFJPY-ICE,CHFJPY,250000,JPY,FX,85,0,0,US
CHINA120,CES China 120 Index,50,HKD,Equity,0,0,0,ASIA
CHINAA-CON,MSCI China A 50 Connect Index,25,USD,Equity,0,0,0,ASIA
Expand Down Expand Up @@ -222,7 +222,7 @@ GBPCHF-ICE,GBP.CHF,125000,CHF,FX,0,0,0,US
GBPEUR,GBPEUR currency,125000,GBP,FX,1.98,0,0,US
GBPEUR-ICE,GBP,125000,GBP,FX,0,0,0,US
GBPINR,GBPINR,1000,INR,FX,0,0,0,ASIA
GBPJPY,GBPJPY,125000,JPY,FX,85,0,0,US
GBPJPY,GBPJPY,125000,JPY,FX,329.4,0,0,US
GBPJPY-ICE,GBP.JPY,125000,JPY,FX,0,0,0,US
GICS,S&P-GSCI Index,250,USD,Ags,2.85,0,0,US
GICS-EXCESS,S&P GSCI Excess Return Index,100,USD,CommodityIndex,0,0,0,US
Expand All @@ -238,12 +238,12 @@ GOLD-HK,USD Gold futures in HK,1000,USD,Metals,0,0,0,ASIA
GOLD-JPN,Gold (Standard) - Japan,1000,JPY,Metals,0,0,0,ASIA
GOLD-JPN_mini,Gold (Mini) - Japan,100,JPY,Metals,0,0,0,ASIA
GOLD-mini,Gold mini,50,USD,Metals,0.85,0,0,US
HANG,Hong Kong equity index Hang Seng,50,HKD,Equity,0,0,0,ASIA
HANG,Hong Kong equity index Hang Seng,50,HKD,Equity,30,0,0,ASIA
HANG_mini,Hong Kong equity index Hang Seng mini,10,HKD,Equity,0,0,0,ASIA
HANG-DIV,HSI Dividend Point Index,50,HKD,Equity,0,0,0,ASIA
HANGTECH,Hang Seng TECH Index,50,HKD,Equity,0,0,0,ASIA
HANGENT,Hang Seng China Enterprise Index,50,HKD,Equity,0,0,0,ASIA
HANGENT_mini,Hang Seng China Enterprise Index mini,10,HKD,Equity,0,0,0,ASIA
HANGTECH,Hang Seng TECH Index,50,HKD,Equity,20,0,0,ASIA
HANGENT,Hang Seng China Enterprise Index,50,HKD,Equity,20,0,0,ASIA
HANGENT_mini,Hang Seng China Enterprise Index mini,10,HKD,Equity,17,0,0,ASIA
HANGENT-GTR,Hang Seng China Enterprises Gross Total Return Index,50,HKD,Equity,0,0,0,ASIA
HANGENT-NTR,Hang Seng China Enterprises Net Total Return Index,50,HKD,Equity,0,0,0,ASIA
HEAT-DEG-AMS,Amsterdam Schiphol Heating Degree Day Index,20,GBP,Weather,0,0,0,US
Expand All @@ -270,7 +270,7 @@ HSCEI-DIV,HSCEI Dividend Point Index,50,HKD,Equity,0,0,0,ASIA
HUF,Hungarian forint,30000000,USD,FX,0.85,0,0,US
HUFEUR,HUFEUR,30000000,EUR,FX,0,0,0,US
IBEX_mini,IBEX 35 mini,1,EUR,Equity,0,0,0,EMEA
IBEX,Spanish equity index IBEX,10,EUR,Equity,0,0,0,EMEA
IBEX,Spanish equity index IBEX,10,EUR,Equity,3,0,0,EMEA
IG,iBoxx iShares $ Investment Grade Corporate Bond Index TR,1000,USD,Bond,0.85,0,0,US
IND-BANK,Nifty Bank,1,INR,Equity,0,0,0,ASIA
IND-FIN,NSE Nifty Financial Services Index Futures,1,INR,Equity,0,0,0,ASIA
Expand All @@ -287,7 +287,7 @@ IRS,Israeli shekel,1000000,USD,FX,0.85,0,0,US
JGB,Standardized 6% 10-Year Japanese Government Bond,1000000,JPY,Bond,500,0,0,ASIA
JGB-mini,Mini 10 Year JGB,100000,JPY,Bond,85,0,0,ASIA
JGB-SGX-mini,SGX Mini JGB Index,100000,JPY,Bond,85,0,0,ASIA
JP-REALESTATE,TSE REIT Index,1000,JPY,Sector,500,0,0,ASIA
JP-REALESTATE,TSE REIT Index,1000,JPY,Sector,50,0,0,ASIA
JPY,JPYUSD currency,12500000,USD,FX,2.47,0,0,US
JPY_micro,USD.JPY,10000,JPY,FX,0,0,0,US
JPY_mini,JPYUSD mini,6250000,USD,FX,0.85,0,0,US
Expand All @@ -298,8 +298,8 @@ KOSDAQ,KOSDAQ 150 Index,10000,KRW,Equity,2000,0,0,ASIA
KOSPI,Korean equity index KOSPI,250000,KRW,Equity,0,0.0004,0,ASIA
KOSPI_mini,KOSPI mini,50000,KRW,Equity,8500,0,0,ASIA
KOSPI300,KOSPI300 Index,50000,KRW,Equity,0,0,0,ASIA
KR10,Korean 10 year bond,1000000,KRW,Bond,0,4E-05,0,ASIA
KR3,Korean 3 year bond,1000000,KRW,Bond,0,4E-05,0,ASIA
KR10,Korean 10 year bond,1000000,KRW,Bond,0,0.00004,0,ASIA
KR3,Korean 3 year bond,1000000,KRW,Bond,0,0.00004,0,ASIA
KRW,KRWUSD SGX,125000,USD,FX,4.5,0,0,ASIA
KRWJPY,SGX Korean Won in Japanese Yen Futures,25000000,JPY,FX,285,0,0,ASIA
KRWUSD,Korean Won,125000000,USD,FX,0.85,0,0,US
Expand All @@ -311,7 +311,7 @@ LIVECOW,Live cattle,400,USD,Ags,2.9,0,0,US
LUMBER,Random Length Lumber,110,USD,Ags,3,0,0,US
LUMBER-new,Random Length Lumber - mini,27.5,USD,Ags,3,0,0,US
MARS-ARGUS,Mars (Argus) vs. WTI Trade Month Futures,1000,USD,OilGas,0,0,0,US
MIB,FTSE MIB INDEX,5,EUR,Equity,0,0,0,EMEA
MIB,FTSE MIB INDEX,5,EUR,Equity,3,0,0,EMEA
MIB_micro,FTSE MIB INDEX Micro,0.2,EUR,Equity,0,0,0,EMEA
MIB_mini,FTSE MIB INDEX Mini,1,EUR,Equity,0,0,0,EMEA
MIB-DIVI,FTSE MIB Dividend Index,5,EUR,Equity,0,0,0,EMEA
Expand Down Expand Up @@ -413,7 +413,7 @@ SING-REALESTATE,SGX iEdge S-REIT Leaders Index,25,SGD,Equity,0,0,0,ASIA
SMALL75,Small stocks 75,100,USD,Equity,0,0,0,US
SMI,Swiss equity index SMI,10,CHF,Equity,4,0,0,EMEA
SMI-DIV,SMI Dividend Points Index,100,CHF,Equity,0,0,0,EMEA
SMI-MID,Swiss Mid-cap Index,10,CHF,Equity,1,0,0,EMEA
SMI-MID,Swiss Mid-cap Index,10,CHF,Equity,4,0,0,EMEA
SMIETF,ISHARES SMI ETF CH,100,CHF,Equity,0,0,0,EMEA
SOFR,Secured Overnight Financing Rate 3-month average of rates,2500,USD,Bond,1.5,0,0,US
SOFR1,Secured Overnight Financing Rate 1-month average of rates,4167,USD,Bond,1.5,0,0,US
Expand Down Expand Up @@ -486,7 +486,7 @@ SS-WUXI-BIOLOGICS,WUXI BIOLOGICS CAYMAN INC (SEHK),500,HKD,SingleStock,0,0,0,ASI
SS-XIAOMI,XIAOMI CORP-CLASS B (SEHK),1000,HKD,SingleStock,0,0,0,ASIA
SS-YES-BANK,YES BANK LTD,25,USD,SingleStock,0,0,0,ASIA
SS-ZUR-INSR,ZURICH INSURANCE GROUP AG,10,CHF,SingleStock,0,0,0,EMEA
STEEL,Hot-Rolled Coil Steel Index,20,USD,Metals,0.85,0,0,US
STEEL,Hot-Rolled Coil Steel Index,20,USD,Metals,6.87,0,0,US
SUGAR_WHITE,White sugar,50,USD,Ags,0,0,0,EMEA
SUGAR11,Sugar #11,1120,USD,Ags,3,0,0,US
SUGAR16,Sugar #16,1120,USD,Ags,0,0,0,US
Expand Down Expand Up @@ -581,7 +581,7 @@ WHEAT_mini,Wheat mini,10,USD,Ags,2.9,0,0,US
WHEAT-ASX,WHEAT FUTURES,20,AUD,Ags,0,0,0,ASIA
WHEY,CME DRY WHEY INDEX,440,USD,Ags,3,0,0,US
WTI_small,Small US Crude Oil,100,USD,OilGas,2.85,0,0,US
YENEUR,YENEUR currency,125000,JPY,FX,85,0,0,US
YENEUR,YENEUR currency,125000,JPY,FX,329.4,0,0,US
YENEUR-ICE,EUR.JPY,125000,JPY,FX,0,0,0,US
ZAR,South African Rand,500000,USD,FX,2.5,0,0,US
ZINC_LME,Zinc - LME,25,USD,Metals,0,0,0,EMEA

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