From d5fb18fc57b3e5feb633dcae652c18e40d61ea0a Mon Sep 17 00:00:00 2001 From: Rob Carver Date: Wed, 20 Mar 2024 11:48:46 +0000 Subject: [PATCH] updated more config --- data/futures/csvconfig/instrumentconfig.csv | 230 ++++++++++---------- sysproduction/reporting/data/commissions.py | 11 +- 2 files changed, 121 insertions(+), 120 deletions(-) diff --git a/data/futures/csvconfig/instrumentconfig.csv b/data/futures/csvconfig/instrumentconfig.csv index dd3389473b..691aaaac40 100644 --- a/data/futures/csvconfig/instrumentconfig.csv +++ b/data/futures/csvconfig/instrumentconfig.csv @@ -2,8 +2,8 @@ Instrument,Description,Pointsize,Currency,AssetClass,PerBlock,Percentage,PerTrad 30YRCONF,ICE U.S. Conforming 30-year Fixed Mortgage Rate Lock Weighted APR,5000,USD,Bond,0,0,0,US 30YRJUMBO,ICE U.S.Jumbo 30-year Fixed Mortgage Rate Lock Weighted APR,5000,USD,Bond,0,0,0,US AEX,Netherlands equity index AEX,200,EUR,Equity,2.8,0,0,EMEA -AEX_mini,AEX mini,20,EUR,Equity,0.2,0,0,EMEA -ALUMINIUM,NYMEX Aluminum Index,25,USD,Metals,1.5,0,0,US +AEX_mini,AEX mini,20,EUR,Equity,0.55,0,0,EMEA +ALUMINIUM,NYMEX Aluminum Index,25,USD,Metals,3.37,0,0,US ALUMINIUM_LME,High-Grade Primary Aluminium,25,USD,Metals,0,0,0,EMEA AMERIBOR-1M,CBOE One-Month AMERIBOR Average Rate Index,50,USD,STIR,0,0,0,US AMERIBOR-3M,CBOE AMERIBOR Term-90,25,USD,STIR,0,0,0,US @@ -12,7 +12,7 @@ AMX,AMX INDEX,50,EUR,Equity,0,0,0,EMEA ASX,Australian equity index ASX200,25,AUD,Equity,0,0,0,ASIA ATX,ATX - Austrian Traded Index - DTB,10,EUR,Equity,0,0,0,EMEA AUD,AUDUSD currency,100000,USD,FX,2.47,0,0,US -AUD_micro,AUDUSD micro,10000,USD,FX,0.85,0,0,US +AUD_micro,AUDUSD micro,10000,USD,FX,0.41,0,0,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 @@ -20,8 +20,8 @@ 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 +BB3M,Three-Month Bloomberg Short-Term Bank Yield,2500,USD,Bond,2.12,0,0,US +BBCOMM,Bloomberg Commodity Index,100,USD,Ags,1.87,0,0,US BEL20,BEL 20 Index (BFX@),10,EUR,Equity,4.5,0,0,EMEA BITCOIN,Micro Bitcoin,0.1,USD,Metals,3.27,0,0,US BITCOIN-BAKKT,Bakkt Bitcoin,1,USD,Metals,0,0,0,US @@ -35,21 +35,21 @@ BOVESPA-HK,Brazil Bovespa Stock Index HK,5,HKD,Equity,0,0,0,ASIA BRE,BREUSD currency,100000,USD,FX,2.47,0,0,US BRENT,NYMEX Brent Financial Futures Index,1000,USD,OilGas,0.85,0,0,US BRENT_W,Brent crude summer,1000,USD,OilGas,0,0,0,EMEA -BRENT-LAST,Brent Crude Oil - Last Day,1000,USD,OilGas,2.47,0,0,US +BRENT-LAST,Brent Crude Oil - Last Day,1000,USD,OilGas,2.37,0,0,US BRR,CME CF Bitcoin Reference Rate,5,USD,Metals,0,0,0,US BRREUR,CME CF Bitcoin-Euro Reference Rate,5,EUR,Metals,0,0,0,US BTP,Italian 10 year bond BTP,1000,EUR,Bond,2,0,0,EMEA BTP3,Short-Term Euro-BTP Italian Government Bond,1000,EUR,Bond,2,0,0,EMEA BTP5,Mid-Term Euro-BTP Italian Government Bond,1000,EUR,Bond,0,0,0,EMEA BUND,German 10 year bond Bund,1000,EUR,Bond,2,0,0,EMEA -BUTTER,CME Cash-Settled Butter Futures,200,USD,Ags,0.85,0,0,US +BUTTER,CME Cash-Settled Butter Futures,200,USD,Ags,2.97,0,0,US BUXL,German Buxl 15 to 30 year bond,1000,EUR,Bond,2,0,0,EMEA CAC,French equity index CAC40,10,EUR,Equity,2,0,0,EMEA CAD,CADUSD currency,100000,USD,FX,2.47,0,0,US -CAD_micro,CADUSD_micro,10000,USD,FX,0.85,0,0,US -CAD10,Canadian 10 year bond,1000,CAD,Bond,2,0,0,US -CAD2,Canadian 2 year bond,1000,CAD,Bond,2,0,0,US -CAD5,Canadian 5 year bond,1000,CAD,Bond,2,0,0,US +CAD_micro,CADUSD_micro,10000,USD,FX,0.41,0,0,US +CAD10,Canadian 10 year bond,1000,CAD,Bond,2.4,0,0,US +CAD2,Canadian 2 year bond,1000,CAD,Bond,2.4,0,0,US +CAD5,Canadian 5 year bond,1000,CAD,Bond,2.4,0,0,US CADJPY,CAD.JPY,200000,JPY,FX,0,0,0,US CADJPY2,CAD.JPY,200000,JPY,FX,0,0,0,US CADSTIR,Canadian STIR Bank acceptance,2500,CAD,STIR,2,0,0,US @@ -58,17 +58,17 @@ CAN-FINANCE,S&P TSE CAN Financials Index,200,CAD,Sector,0,0,0,US CAN-GOLD,S&P TSE CAN Gold Index,200,CAD,Sector,0,0,0,US CAN-TECH,S&P TSE CAN Info Tech Index,500,CAD,Sector,0,0,0,US CANNABIS_small,Small Cannabis,100,USD,Ags,0,0,0,US -CANOLA,Rapeseed (Canola) in CAD,20,CAD,Ags,2,0,0,US +CANOLA,Rapeseed (Canola) in CAD,20,CAD,Ags,2.4,0,0,US CETES,91 Day Treasury Bill,1000,MXP,STIR,0,0,0,US CH10,Swiss Federal Long-Term Bonds,1000,CHF,Bond,4,0,0,EMEA -CHEESE,Cheese,20000,USD,Ags,0.85,0,0,US +CHEESE,Cheese,20000,USD,Ags,2.97,0,0,US CHF,CHFUSD currency,125000,USD,FX,1.5,0,0,US -CHF_micro,CHFUSD micro,12500,USD,FX,0.85,0,0,US +CHF_micro,CHFUSD micro,12500,USD,FX,0.41,0,0,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 -CLP,Chilean peso,50000000,USD,FX,0.85,0,0,US +CHINAA-CON,MSCI China A 50 Connect Index,25,USD,Equity,2.4,0,0,ASIA +CLP,Chilean peso,50000000,USD,FX,2.47,0,0,US CNH,SGX US Dollar in offshore Chinese Renminbi (CNH),100000,CNH,FX,11.2,0,0,ASIA CNH-CME,CNHUSD on CME,1000000,USD,FX,0,0,0,US CNH-CME_micro,CHNHUSD micro CME,10000,CNH,FX,0,0,0,US @@ -78,41 +78,41 @@ CNHEUR,CNHEUR,1000000,EUR,FX,0,0,0,US COAL,ICE Rotterdam Coal,1000,USD,OilGas,0,0,0,EMEA COAL-GEORDIE,ICE Coals to Newcastle,1000,USD,OilGas,0,0,0,EMEA COAL-RICH-BAY,ICE Richards Bay Coal,1000,USD,OilGas,0,0,0,EMEA -COCOA,Cocoa NY,10,USD,Ags,3,0,0,US +COCOA,Cocoa NY,10,USD,Ags,2.97,0,0,US COCOA_LDN,Cocoa London,10,GBP,Ags,0,0,0,EMEA -COFFEE,Coffee,375,USD,Ags,3,0,0,US -COPPER,Copper,25000,USD,Metals,2.42,0,0,US +COFFEE,Coffee,375,USD,Ags,2.97,0,0,US +COPPER,Copper,25000,USD,Metals,2.47,0,0,US COPPER_LME,Grade A Copper - LME,25,USD,Metals,0,0,0,EMEA -COPPER-micro,Copper micro,2500,USD,Metals,0.85,0,0,US -COPPER-mini,COMEX MINY Copper,12500,USD,Metals,0.85,0,0,US -CORN,Corn,50,USD,Ags,2.92,0,0,US -CORN_mini,Corn mini,10,USD,Ags,2.9,0,0,US +COPPER-micro,Copper micro,2500,USD,Metals,1.47,0,0,US +COPPER-mini,COMEX MINY Copper,12500,USD,Metals,1.87,0,0,US +CORN,Corn,50,USD,Ags,2.97,0,0,US +CORN_mini,Corn mini,10,USD,Ags,1.9,0,0,US CORN-EURO,Corn,50,EUR,Ags,2,0,0,US CORN-JPN,Corn - Japan,50000,JPY,Ags,0,0,0,ASIA CORRA,3 Month CORRA,2500,CAD,STIR,2,0,0,US -COTTON,NYMEX Cotton index,50000,USD,Ags,0.85,0,0,US -COTTON2,Cotton #2,500,USD,Ags,3,0,0,US +COTTON,NYMEX Cotton index,50000,USD,Ags,2.32,0,0,US +COTTON2,Cotton #2,500,USD,Ags,2.97,0,0,US CRUDE_ICE,West Texas Intermediate Light Sweet Crude Oil ICE,1000,USD,OilGas,0,0,0,EMEA -CRUDE_W,Light sweet crude Winter,1000,USD,OilGas,2.31,0,0,US -CRUDE_W_micro,micro WTI crude oil,100,USD,OilGas,0.7,0,0,US +CRUDE_W,Light sweet crude Winter,1000,USD,OilGas,2.37,0,0,US +CRUDE_W_micro,micro WTI crude oil,100,USD,OilGas,0.77,0,0,US CRUDE_W_mini,Light sweet crude Winter mini,500,USD,OilGas,2.07,0,0,US CRYPTO_small,Small Cryptocurrency,100,USD,Metals,0,0,0,US -CZK,Czech koruna,4000000,USD,FX,0.85,0,0,US +CZK,Czech koruna,4000000,USD,FX,2.47,0,0,US DAX,DAX 30 Index (Deutsche Aktien Xchange 30),1,EUR,Equity,0.4,0,0,EMEA DIVDAX,DivDAX Price Index,200,EUR,Equity,2,0,0,EMEA DIVDAX-DIVI,DivDAX Dividend Points Index,1000,EUR,Equity,2,0,0,EMEA DIVDAX-DIVI2,DAX Dividend Points Index,100,EUR,Equity,0,0,0,EMEA DJSTX-SMALL,Dow Jones STOXX Small 200 Index,50,EUR,Equity,2,0,0,EMEA DJUBS,Dow Jones-UBS Commodity Index,250,EUR,Ags,0,0,0,EMEA -DOW,Micro E-Mini Dow Jones Industrial Average Index,0.5,USD,Equity,0.57,0,0,US -DOW_mini,Mini Sized Dow Jones Industrial Average $5,5,USD,Equity,0.85,0,0,US +DOW,Micro E-Mini Dow Jones Industrial Average Index,0.5,USD,Equity,0.62,0,0,US +DOW_mini,Mini Sized Dow Jones Industrial Average $5,5,USD,Equity,2.25,0,0,US DOW_YEN,OSE Dow Jones Industrial Average,100,JPY,Equity,0,0,0,ASIA -DX,US Dollar Index,1000,USD,FX,2.2,0,0,US +DX,US Dollar Index,1000,USD,FX,2.22,0,0,US EDOLLAR,US STIR Eurodollar,2500,USD,Bond,2.11,0,0,US EPRA-EURO,FTSE EPRA-NAREIT Euro Zone,10,EUR,Housing,2,0,0,EMEA EPRA-EUROPE,FTSE EPRA-NAREIT Europe,10,EUR,Housing,2,0,0,EMEA -ETHANOL,Ethanol CME,29000,USD,OilGas,0.85,0,0,US -ETHER-micro,Ethereum micro,0.1,USD,Metals,0.2,0,0,US +ETHANOL,Ethanol CME,29000,USD,OilGas,2.97,0,0,US +ETHER-micro,Ethereum micro,0.1,USD,Metals,0.32,0,0,US ETHEREUM,CME CF Ether-Dollar Reference Rate,50,USD,Metals,10,0,0,US ETHRREUR,CME CF Ether-Euro Reference Rate,50,EUR,Metals,0,0,0,US EU-AUTO,Dow Jones STOXX 600 Automobiles & Parts,50,EUR,Sector,2,0,0,EMEA @@ -163,14 +163,14 @@ EUIRS10,10 year euro swapnote,1000,EUR,Bond,0,0,0,EMEA EUIRS2,2 Year euro swapnote,1000,EUR,Bond,0,0,0,EMEA EUIRS5,5 year euro swapnote,1000,EUR,Bond,0,0,0,EMEA EUR,EURUSD currency,125000,USD,FX,2.47,0,0,US -EUR_micro,EURUSD micro,12500,USD,FX,0.85,0,0,US -EUR_mini,EURUSD mini,62500,USD,FX,0.85,0,0,US +EUR_micro,EURUSD micro,12500,USD,FX,0.41,0,0,US +EUR_mini,EURUSD mini,62500,USD,FX,1.37,0,0,US EUR-ICE,EUR.USD,125000,USD,FX,0,0,0,US -EURAUD,EURAUD,125000,AUD,FX,2.85,0,0,US +EURAUD,EURAUD,125000,AUD,FX,3.430058,0,0,US EURAUD-ICE,EUR.AUD,125000,AUD,FX,0,0,0,US -EURCAD,EURCAD,125000,CAD,FX,2.85,0,0,US +EURCAD,EURCAD,125000,CAD,FX,3.047854,0,0,US EURCAD-ICE,EUR.CAD,125000,CAD,FX,0,0,0,US -EURCHF,Euro/chf,125000,CHF,FX,2.85,0,0,US +EURCHF,Euro/chf,125000,CHF,FX,2.3886734,0,0,US EURCHF-ICE,Euro/chf,125000,CHF,FX,0,0,0,US EURCZK,CZK.EUR,4000000,EUR,FX,0,0,0,US EURHUF,HUF.EUR,30000000,EUR,FX,0,0,0,US @@ -190,9 +190,9 @@ EUROSTX-MID,Euro Stoxx Mid,50,EUR,Equity,2,0,0,EMEA EUROSTX-PRICE,Dow Jones Euro STOXX Price Index,50,EUR,Equity,2,0,0,EMEA EUROSTX-SMALL,Euro Stoxx Small,50,EUR,Equity,2,0,0,EMEA EUROSTX200-LARGE,Dow Jones STOXX Large 200 Index,50,EUR,Sector,2,0,0,EMEA -FANG,NYSE FANG index,5,USD,Equity,0,0,0,US -FED,30 Day Fed Funds,4167,USD,Bond,0.85,0,0,US -FEEDCOW,Feeder cattle,500,USD,Ags,2.9,0,0,US +FANG,NYSE FANG index,5,USD,Equity,0.99,0,0,US +FED,30 Day Fed Funds,4167,USD,Bond,1.83,0,0,US +FEEDCOW,Feeder cattle,500,USD,Ags,2.97,0,0,US FTSE100,FTSE100 Index,10,GBP,Equity,1.7,0,0,EMEA FTSE100-DIV,FTSE 100 Dividend Index,10,GBP,Equity,0,0,0,EMEA FTSE250,FTSE 250,2,GBP,Equity,0,0,0,EMEA @@ -200,36 +200,36 @@ FTSEAFRICA40,FTSE-JSE Africa Top40 Index,10,HKD,Equity,0,0,0,ASIA FTSECHINAA,FTSE/Xinhua China A50,1,USD,Equity,2.85,0,0,ASIA FTSECHINAA-CSOP,CSOP FTSE CHINA A50 ETF-HKD,5000,HKD,Equity,0,0,0,ASIA FTSECHINAA-IS,ISHARES FTSE CHINA A50 E-HKD,5000,HKD,Equity,0,0,0,ASIA -FTSECHINAH,FTSE China H50,2,USD,Equity,2.85,0,0,ASIA -FTSEINDO,FTSE Indonesia Index,5,USD,Equity,1.5,0,0,ASIA -FTSETAIWAN,FTSE Taiwan RIC Capped Price Return TWD Index,40,USD,Equity,1.5,0,0,ASIA -FTSEVIET,FTSE Vietnam 30 Price Return Index,5,USD,Equity,1.5,0,0,ASIA +FTSECHINAH,FTSE China H50,2,USD,Equity,1.3,0,0,ASIA +FTSEINDO,FTSE Indonesia Index,5,USD,Equity,1.25,0,0,ASIA +FTSETAIWAN,FTSE Taiwan RIC Capped Price Return TWD Index,40,USD,Equity,1.25,0,0,ASIA +FTSEVIET,FTSE Vietnam 30 Price Return Index,5,USD,Equity,2.85,0,0,ASIA GAS_NL,Dutch TTF Natural Gas Futures,1,EUR,OilGas,0,0,0,EMEA GAS_UK,Natural gas UK,31000,GBP,OilGas,0,0,0,EMEA -GAS_US,Natural gas US,10000,USD,OilGas,2.31,0,0,US +GAS_US,Natural gas US,10000,USD,OilGas,2.47,0,0,US GAS_US_mini,Natural gas US mini,2500,USD,OilGas,1.37,0,0,US -GAS-LAST,Natural Gas Last Day Financial Futures Index,10000,USD,OilGas,1.5,0,0,US -GAS-PEN,Natural Gas Penultimate Financial Futures Index,10000,USD,OilGas,0.85,0,0,US +GAS-LAST,Natural Gas Last Day Financial Futures Index,10000,USD,OilGas,2.47,0,0,US +GAS-PEN,Natural Gas Penultimate Financial Futures Index,10000,USD,OilGas,2.47,0,0,US GASOIL,ICE-EU Low Sulphur Gasoil,100,USD,OilGas,1.7,0,0,EMEA GASOILINE,RBOB Gasoline US,42000,USD,OilGas,2.37,0,0,US GASOILINE_ICE,ICE NYH RBOB Gasoline,42000,USD,OilGas,0,0,0,EMEA -GASOILINE_micro,NYMEX micro Gasoline RBOB Index,4200,USD,OilGas,0.85,0,0,US +GASOILINE_micro,NYMEX micro Gasoline RBOB Index,4200,USD,OilGas,0.87,0,0,US GBP,GBPUSD currency,62500,USD,FX,2.47,0,0,US -GBP_micro,GBPUSD_micro,6250,USD,FX,0.85,0,0,US +GBP_micro,GBPUSD_micro,6250,USD,FX,0.41,0,0,US GBP-ICE,GBP.USD,62500,USD,FX,0,0,0,US -GBPCHF,GBPCHF,125000,CHF,FX,3,0,0,US +GBPCHF,GBPCHF,125000,CHF,FX,2.3886734,0,0,US GBPCHF-ICE,GBP.CHF,125000,CHF,FX,0,0,0,US -GBPEUR,GBPEUR currency,125000,GBP,FX,1.98,0,0,US +GBPEUR,GBPEUR currency,125000,GBP,FX,1.8734172,0,0,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,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,S&P-GSCI Index,250,USD,Ags,3.27,0,0,US GICS-EXCESS,S&P GSCI Excess Return Index,100,USD,CommodityIndex,0,0,0,US GILT,UK 10 year bonds Long Gilt,1000,GBP,Bond,0,0,0,EMEA GILT2,Short gilt,1000,GBP,Bond,0,0,0,EMEA GILT5,Medium gilt,1000,GBP,Bond,0,0,0,EMEA -GOLD,Gold,100,USD,Metals,2.31,0,0,US +GOLD,Gold,100,USD,Metals,2.47,0,0,US GOLD_micro,Gold micro,10,USD,Metals,0.77,0,0,US GOLD-CHINA,Shanghai Gold Exchange Gold Benchmark PM Price Index - CNH Futures,1000,CNH,Metals,0.85,0,0,US GOLD-CHINA-USD,Shanghai Gold Exchange Gold Benchmark PM Price Index - USD Futures,32.15,USD,Metals,0,0,0,US @@ -237,13 +237,13 @@ GOLD-CN-HK,CNH Gold Futures in HK,1000,CNH,Metals,0,0,0,ASIA 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 +GOLD-mini,Gold mini,50,USD,Metals,1.87,0,0,US 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_mini,Hong Kong equity index Hang Seng mini,10,HKD,Equity,17,0,0,ASIA HANG-DIV,HSI Dividend Point Index,50,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_mini,Hang Seng China Enterprise Index mini,10,HKD,Equity,20,0,0,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 @@ -254,7 +254,7 @@ HEATOIL_micro,Micro NY Harbor ULSD,4200,USD,OilGas,0,0,0,US HEATOIL-ICE,ICE HEATING OIL,42000,USD,OilGas,0,0,0,EMEA HEATOIL-mini,NYMEX MINY Heating Oil Index,21000,USD,OilGas,0.85,0,0,US HIBOR,3 Month HIBOR Interest Rate,5000000,HKD,STIR,0,0,0,ASIA -HIGHYIELD,iBoxx iShares $ High Yield Corporate Bond Index TR,1000,USD,Bond,0.85,0,0,US +HIGHYIELD,iBoxx iShares $ High Yield Corporate Bond Index TR,1000,USD,Bond,1.91,0,0,US HOUSE-BO,Boston Housing Index,250,USD,Housing,0.85,0,0,US HOUSE-CG,Chicago Housing Index,250,USD,Housing,0.85,0,0,US HOUSE-DC,Washington DC Housing Index,250,USD,Housing,0,0,0,US @@ -265,13 +265,13 @@ HOUSE-MI,Miami Housing Index,250,USD,Housing,0.85,0,0,US HOUSE-NY,New York Housing Index,250,USD,Housing,0.85,0,0,US HOUSE-SD,San Diego Housing Index,250,USD,Housing,0.85,0,0,US HOUSE-SF,San Francisco Housing Index,250,USD,Housing,0.85,0,0,US -HOUSE-US,Housing Index Composite,250,USD,Housing,0.85,0,0,US +HOUSE-US,Housing Index Composite,250,USD,Housing,2.25,0,0,US 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_mini,IBEX 35 mini,1,EUR,Equity,0.9,0,0,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 +IG,iBoxx iShares $ Investment Grade Corporate Bond Index TR,1000,USD,Bond,1.91,0,0,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 INR,Indian Rupee,500,USD,FX,2.47,0,0,US @@ -283,14 +283,14 @@ IPC,Mexico Bolsa (IPC) Index,2,MXP,Equity,0,0,0,US IRON,SGX TSI Iron Ore Futures,100,USD,Metals,3.25,0,0,ASIA IRON-CME,Iron Ore 62% Fe CFR China (TSI) Futures,500,USD,Metals,0,0,0,US IRON-HK,TSI Iron Ore Fines 62% Fe CFR China Index (HKFE),100,USD,Metals,0,0,0,ASIA -IRS,Israeli shekel,1000000,USD,FX,0.85,0,0,US +IRS,Israeli shekel,1000000,USD,FX,2.47,0,0,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,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 +JPY_mini,JPYUSD mini,6250000,USD,FX,1.37,0,0,US JPY-SGX,SGX US Dollar in Japanese Yen Futures (Standard),100000,JPY,FX,300,0,0,ASIA JPY-SGX-TITAN,SGX US Dollar in Japanese Yen Futures (Titan),500000,JPY,FX,360,0,0,ASIA JPYINR,JPYINR,100000,INR,FX,0,0,0,ASIA @@ -302,34 +302,34 @@ 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 +KRWUSD,Korean Won,125000000,USD,FX,2.47,0,0,US KRWUSD_mini,SGX Korean Won in US Dollar Futures (Mini),25000,USD,FX,2.85,0,0,ASIA LEAD_LME,Lead - LME,25,USD,Metals,0,0,0,EMEA -LEANHOG,Lean hogs,400,USD,Ags,2.9,0,0,US +LEANHOG,Lean hogs,400,USD,Ags,2.97,0,0,US LIBOR1,1 Month LIBOR (Int. Rate),2500,USD,Bond,0.85,0,0,US -LIVECOW,Live cattle,400,USD,Ags,2.9,0,0,US +LIVECOW,Live cattle,400,USD,Ags,2.97,0,0,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 +LUMBER-new,Random Length Lumber - mini,27.5,USD,Ags,2.37,0,0,US MARS-ARGUS,Mars (Argus) vs. WTI Trade Month Futures,1000,USD,OilGas,0,0,0,US MIB,FTSE MIB INDEX,5,EUR,Equity,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 MID-DAX,Midcap DAX,1,EUR,Equity,2,0,0,EMEA -MILK,Milk class III,2000,USD,Ags,1.5,0,0,US -MILKDRY,NON FAT DRY MILK INDEX,440,USD,Ags,0.85,0,0,US -MILKWET,Class IV Milk - 200k lbs,2000,USD,Ags,0.85,0,0,US +MILK,Milk class III,2000,USD,Ags,2.97,0,0,US +MILKDRY,NON FAT DRY MILK INDEX,440,USD,Ags,2.97,0,0,US +MILKWET,Class IV Milk - 200k lbs,2000,USD,Ags,2.97,0,0,US MILLWHEAT,Milling Wheat Futures,50,EUR,Ags,2,0,0,EMEA MSCIASIA,MSCI Emerging Markets Asia,100,USD,Equity,2.4,0,0,EMEA MSCIASIAEXJP,The MSCI All Countries Asia ex Japan Net Total Return,100,USD,Equity,0,0,0,EMEA MSCIBRAZIL,The MSCI Brazil Net Total Return,100,USD,Equity,0,0,0,EMEA MSCICHINA,MSCI China Free Net Total Return (USD) Index,50,USD,Equity,0,0,0,EMEA MSCICHINANET,MSCI China Free Net Total Return (USD) Index (HKFE),50,USD,Equity,0,0,0,ASIA -MSCIEAFA,MSCI EAFA Index,50,USD,Equity,0,0,0,US +MSCIEAFA,MSCI EAFA Index,50,USD,Equity,2.07,0,0,US MSCIEAFA-TOT,MSCI EAFE Net Total Return Index,20,USD,Equity,0,0,0,US MSCIEM,MSCI EM Net Total Return Index,100,USD,Equity,0,0,0,EMEA MSCIEM-LIFFE,MSCI EMERGING MARKETS INDEX (CBOE),50,USD,Equity,0,0,0,US -MSCIEMASIA,MSCI Emerging Markets Asia Net Total Return,100,USD,Equity,0,0,0,US +MSCIEMASIA,MSCI Emerging Markets Asia Net Total Return,100,USD,Equity,2.07,0,0,US MSCIEURONET,MSCI Europe Net Return EUR Index,100,EUR,Equity,0,0,0,EMEA MSCIEURONET-ICE,The MSCI Europe Financials Net Total Return,100,EUR,Equity,0,0,0,EMEA MSCIEUROPE,MSCI Europe NTR,100,USD,Equity,0,0,0,EMEA @@ -343,9 +343,9 @@ MSCIPACIFIC,The MSCI Pacific ex Japan Net Total Return,10,USD,Equity,0,0,0,EMEA MSCIPANEURO-LIFFE,MSCI Pan-Euro Index,20,EUR,Equity,0,0,0,US MSCIRUSSIA,MSCI Russia Index,10,USD,Equity,2,0,0,EMEA MSCISING,MSCI Singapore Free Index,100,SGD,Equity,4,0,0,ASIA -MSCITAIWAN,MSCI Taiwan (USD) Index - HKFE,100,USD,Equity,0,0,0,ASIA +MSCITAIWAN,MSCI Taiwan (USD) Index - HKFE,100,USD,Equity,2.4,0,0,ASIA MSCIUSA,MSCI USA index,50,USD,Equity,0,0,0,US -MSCIWORLD,MSCI World Index,10,USD,Equity,3,0,0,EMEA +MSCIWORLD,MSCI World Index,10,USD,Equity,2.4,0,0,EMEA MSCIWORLD-MINVOL,The MSCI World Minimum Volatility Net Total Return,10,USD,Equity,0,0,0,EMEA MSCIWORLDNET-EUR,MSCI World Net EUR Index 1,100,EUR,Equity,0,0,0,EMEA MSCIWORLDNET-ICE,The MSCI World Net Total Return,10,USD,Equity,0,0,0,EMEA @@ -353,8 +353,8 @@ MSCIWORLDNET-USD,MSCI World NETR USD Index,10,USD,Equity,0,0,0,EMEA MUMMY,TSE Mothers Index,1000,JPY,Equity,50,0,0,ASIA MXP,MEXUSD currency,500000,USD,FX,2.47,0,0,US NASBIO-mini,CME E-Mini NASDAQ Biotechnology,50,USD,Sector,0.85,0,0,US -NASDAQ,US equity index Nasdaq,20,USD,Equity,2.05,0,0,US -NASDAQ_micro,NASDAQ micro,2,USD,Equity,0.57,0,0,US +NASDAQ,US equity index Nasdaq,20,USD,Equity,2.2,0,0,US +NASDAQ_micro,NASDAQ micro,2,USD,Equity,0.62,0,0,US NASDAQ_mini,E-mini NASDAQ Composite,20,USD,Equity,0,0,0,US NICKEL_LME,Nickel - LME,6,USD,Metals,0,0,0,EMEA NIFTY,CNX Nifty Index,2,USD,Equity,2.85,0,0,ASIA @@ -369,43 +369,43 @@ NIKKEI-SGX_mini,SGX: NIKKEI 225 Mini,100,JPY,Equity,0,0,0,ASIA NIKKEI-SGX-DIV,Nikkei Stock Average Dividend Point Index,10000,JPY,Equity,0,0,0,ASIA NIKKEI-SGX-USD,SGX: USD Nikkei 225 Index,5,USD,Equity,0,0,0,ASIA NIKKEI400,JPX-Nikkei Index 400,100,JPY,Equity,50,0,0,ASIA -NOK,NOKUSD currency,2000000,USD,FX,1.5,0,0,US +NOK,NOKUSD currency,2000000,USD,FX,2.47,0,0,US NZD,NZDUSD currency,100000,USD,FX,2.47,0,0,US OAT,French 10 year bond OAT,1000,EUR,Bond,2,0,0,EMEA OAT5,Mid-Term Euro-OAT,1000,EUR,Bond,0,0,0,EMEA -OATIES,Oat Futures,50,USD,Ags,1.5,0,0,US -OJ,Orange Juice (FCOJ-A),150,USD,Ags,3,0,0,US +OATIES,Oat Futures,50,USD,Ags,2.97,0,0,US +OJ,Orange Juice (FCOJ-A),150,USD,Ags,2.97,0,0,US OMX,OMX Helsinki 25 Index,10,EUR,Equity,2,0,0,EMEA OMX-SWE,OMX Index [Sweden],100,SEK,Equity,0,0,0,EMEA OMXESG,OMXS30 ESG Responsible Index,100,SEK,Equity,0,0,0,EMEA OMXSB,OMXSB Share Index,100,SEK,Equity,0,0,0,EMEA PALLAD,Palladium,100,USD,Metals,2.31,0,0,US PIPELINE,Gulf Coast ULSD (Platts) Up-Down Futures,42000,USD,OilGas,0.85,0,0,US -PLAT,Platinum,50,USD,Metals,2.31,0,0,US +PLAT,Platinum,50,USD,Metals,2.47,0,0,US PLAT-JPN,Platinum (Standard) - Japan,500,JPY,Metals,0,0,0,ASIA PLAT-JPN_mini,Platinum (Mini) - Japan,100,JPY,Metals,0,0,0,ASIA -PLN,Polish zloty,500000,USD,FX,0.85,0,0,US +PLN,Polish zloty,500000,USD,FX,2.47,0,0,US PLZEUR,Polish zloty EURO,500000,EUR,FX,0.85,0,0,US PRECIOUS_small,Small precious metals,100,USD,Metals,0,0,0,US -R1000,E-Mini Russell 1000 Value Index Futures,50,USD,Equity,1.5,0,0,US +R1000,E-Mini Russell 1000 Value Index Futures,50,USD,Equity,2.2,0,0,US R1000_mini,E-mini Russell 1000 Index Futures,50,USD,Equity,0.85,0,0,US R1000GROWTH-mini,E-mini Russell 1000 Growth Index Futures,50,USD,Equity,0.85,0,0,US RAPESEED,European Rapeseed Future,50,EUR,Ags,2,0,0,EMEA -REDWHEAT,Hard Red Winter Wheat -KCBOT-,50,USD,Ags,2.9,0,0,US -RICE,Rough Rice,2000,USD,Ags,1.5,0,0,US +REDWHEAT,Hard Red Winter Wheat -KCBOT-,50,USD,Ags,2.97,0,0,US +RICE,Rough Rice,2000,USD,Ags,2.97,0,0,US ROBUSTA,Robusta Coffee,10,USD,Ags,3,0,0,EMEA -RUBBER,TSR 20 Rubber,50,USD,Other,3,0,0,ASIA +RUBBER,TSR 20 Rubber,50,USD,Other,2.85,0,0,ASIA RUBBER-RSS,Ribbed Smoked Sheet (RSS) No.3 Rubber,5000,JPY,Other,0,0,0,ASIA -RUR,RURUSD currency,2500000,USD,FX,1.5,0,0,US -RUSSELL,Micro E-Mini Russell 2000 Index,5,USD,Equity,0.57,0,0,US -RUSSELL_mini,E-Mini Russell 2000 Index,50,USD,Equity,0.85,0,0,US +RUR,RURUSD currency,2500000,USD,FX,2.47,0,0,US +RUSSELL,Micro E-Mini Russell 2000 Index,5,USD,Equity,0.62,0,0,US +RUSSELL_mini,E-Mini Russell 2000 Index,50,USD,Equity,2.2,0,0,US RUSSELL-GROWTH,Russell 2000 Growth Index,50,USD,Equity,0,0,0,US RUSSELL-VALUE,Russell 2000 Value Index,50,USD,Equity,0,0,0,US SARONA,Three Month SaronA,2500,CHF,Bond,0,0,0,EMEA -SEK,SEKUSD currency,2000000,USD,FX,1.5,0,0,US +SEK,SEKUSD currency,2000000,USD,FX,2.47,0,0,US SGD,SGX US Dollar in Singapore Dollar Futures (Full-Sized),100000,SGD,FX,3.5,0,0,ASIA -SGD_mini,SGX US Dollar in Singapore Dollar (Mini) Futures,25000,SGD,FX,2.25,0,0,ASIA -SGX,SGX Straits Times Index,10,SGD,Equity,4,0,0,ASIA +SGD_mini,SGX US Dollar in Singapore Dollar (Mini) Futures,25000,SGD,FX,3.25,0,0,ASIA +SGX,SGX Straits Times Index,10,SGD,Equity,5,0,0,ASIA SHATZ,German 2 year bond Schatz,1000,EUR,Bond,2,0,0,EMEA SILVER,NYMEX Silver Index,1000,USD,Metals,1.27,0,0,US SILVER-mini,COMEX MINY Silver,2500,USD,Metals,0.85,0,0,US @@ -415,18 +415,18 @@ 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,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 +SOFR,Secured Overnight Financing Rate 3-month average of rates,2500,USD,Bond,2.12,0,0,US SOFR1,Secured Overnight Financing Rate 1-month average of rates,4167,USD,Bond,1.5,0,0,US SONIA,Sterling Overnight Index Average,2500,GBP,STIR,0,0,0,US SONIA1,One Month SONIA,2500,GBP,Bond,0,0,0,EMEA SONIA3,Three Month SONIA,2500,GBP,Bond,0,0,0,EMEA -SOYBEAN,Soybean,50,USD,Ags,2.92,0,0,US -SOYBEAN_mini,Soybean mini,10,USD,Ags,2.9,0,0,US -SOYMEAL,Soybean Meal,100,USD,Ags,1.5,0,0,US -SOYOIL,Soybean oil,600,USD,Ags,2.92,0,0,US -SP400,E-mini S&P Midcap 400 Futures,100,USD,Equity,1.5,0,0,US -SP500,US equity index S&P500,50,USD,Equity,2.05,0,0,US -SP500_micro,S&P 500 micro,5,USD,Equity,0.57,0,0,US +SOYBEAN,Soybean,50,USD,Ags,2.97,0,0,US +SOYBEAN_mini,Soybean mini,10,USD,Ags,1.9,0,0,US +SOYMEAL,Soybean Meal,100,USD,Ags,2.97,0,0,US +SOYOIL,Soybean oil,600,USD,Ags,2.97,0,0,US +SP400,E-mini S&P Midcap 400 Futures,100,USD,Equity,2.25,0,0,US +SP500,US equity index S&P500,50,USD,Equity,2.25,0,0,US +SP500_micro,S&P 500 micro,5,USD,Equity,0.62,0,0,US SP500_mini,E-mini S&P 500 ESG,500,USD,Equity,0,0,0,US SP500-GROWTH,S&P 500 / Citigroup Growth Index,250,USD,Equity,0.85,0,0,US SP500-VALUE,S&P 500 / Citigroup Value Index,250,USD,Equity,0,0,0,US @@ -488,8 +488,8 @@ 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,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 +SUGAR11,Sugar #11,1120,USD,Ags,2.97,0,0,US +SUGAR16,Sugar #16,1120,USD,Ags,2.97,0,0,US SWISSLEAD,Swiss Leader Index (PREIS_INDEX),10,CHF,Equity,4,0,0,EMEA TECDAX,TECDAX,10,EUR,Equity,0,0,0,EMEA TECH60_small,Small Technology 60,100,USD,Equity,0,0,0,US @@ -511,11 +511,11 @@ UMBS-45,30 Year UMBS 4.5% Coupon,1000,USD,Bond,0,0,0,US UMBS-50,30 Year UMBS 5% Coupon,1000,USD,Bond,0,0,0,US URANIUM,NYMEX Uranium Index,250,USD,OilGas,0.85,0,0,US US-BIOTECH,S&P Biotechnology Select Industry Index,10,USD,Sector,0,0,0,US -US-DISCRETE,Consumer Discretionary Select Sector Index,100,USD,Sector,1.5,0,0,US +US-DISCRETE,Consumer Discretionary Select Sector Index,100,USD,Sector,2.2,0,0,US US-ENERGY,Energy Select Sector Index,100,USD,Sector,1.5,0,0,US -US-FINANCE,Financial Select Sector Index,250,USD,Sector,1.5,0,0,US -US-HEALTH,Health Care Select Sector Index,100,USD,Sector,1.5,0,0,US -US-INDUSTRY,Industrial Select Sector Index,100,USD,Sector,1.5,0,0,US +US-FINANCE,Financial Select Sector Index,250,USD,Sector,2.2,0,0,US +US-HEALTH,Health Care Select Sector Index,100,USD,Sector,2.2,0,0,US +US-INDUSTRY,Industrial Select Sector Index,100,USD,Sector,2.2,0,0,US US-INSURE,S&P Insurance Select Industry Index,25,USD,Sector,0,0,0,US US-MATERIAL,Materials Select Sector Index,100,USD,Sector,1.5,0,0,US US-OILGAS,S&P Oil & Gas Exploration & Production Select Industry Index,25,USD,Sector,0,0,0,US @@ -527,17 +527,17 @@ US-SEMICONDUCTOR,E-mini PHLX Semiconductor Sector,25,USD,Sector,0,0,0,US US-STAPLES,Consumer Staples Select Sector Index,100,USD,Sector,1.5,0,0,US US-TECH,Technology Select Sector Index -,100,USD,Sector,1.5,0,0,US US-UTILS,Utilities Select Sector Index,100,USD,Sector,1.5,0,0,US -US10,US 10 year bond note,1000,USD,Bond,1.51,0,0,US -US10U,Ultra 10-Year US Treasury Note,1000,USD,Bond,1.62,0,0,US +US10,US 10 year bond note,1000,USD,Bond,1.67,0,0,US +US10U,Ultra 10-Year US Treasury Note,1000,USD,Bond,1.67,0,0,US US10Y_micro,10 Year Micro Treasury Yield,1000,USD,Bond,0,0,0,US US10Y_small,Small 10YR US Treasury Yield,100,USD,Bond,0,0,0,US US2,US 2 year bond note,2000,USD,Bond,1.51,0,0,US -US20,US 20 year bond,1000,USD,Bond,1.67,0,0,US +US20,US 20 year bond,1000,USD,Bond,1.74,0,0,US US20-new,Ultra 20-Year U.S. Treasury Bond,1000,USD,Bond,0,0,0,US US2Y_micro,2 Year Micro Treasury Yield,1000,USD,Bond,0,0,0,US US2Y_small,Small 2YR US Treasury Yield,100,USD,Bond,0,0,0,US -US3,US 3 year bond note,2000,USD,Bond,1.5,0,0,US -US30,Ultra Treasury Bond,1000,USD,Bond,1.5,0,0,US +US3,US 3 year bond note,2000,USD,Bond,1.52,0,0,US +US30,Ultra Treasury Bond,1000,USD,Bond,1.82,0,0,US US30Y_micro,30 Year Micro Treasury Yield,1000,USD,Bond,0,0,0,US US30Y_small,Small 30YR US Treasury Yield,100,USD,Bond,0,0,0,US US5,US 5 year bond note,1000,USD,Bond,1.51,0,0,US @@ -571,17 +571,17 @@ USIRS7ERIS,7-Year Eris Swap Futures,1000,USD,Bond,0.85,0,0,US V2X,Vol European equity V2X,100,EUR,Vol,2,0,0,EMEA VHANG,Hang Seng Volatility Index,5000,HKD,Vol,0,0,0,ASIA VIX,Vol US equity VIX,1000,USD,Vol,2.38,0,0,US -VIX_mini,Vol US equity VIX mini,100,USD,Vol,0.5,0,0,US +VIX_mini,Vol US equity VIX mini,100,USD,Vol,0.475,0,0,US VNKI,Nikkei 225 Volatility Index,10000,JPY,Vol,400,0,0,ASIA VOLQ,NASDAQ-100 Volatility Index,100,USD,Vol,0,0,0,US WATER-CALI,The Nasdaq Veles California Water Index,10,USD,Weather,0,0,0,US -WHEAT,Wheat,50,USD,Ags,2.92,0,0,US +WHEAT,Wheat,50,USD,Ags,2.97,0,0,US WHEAT_ICE,Wheat ICE,100,GBP,Ags,0,0,0,EMEA -WHEAT_mini,Wheat mini,10,USD,Ags,2.9,0,0,US +WHEAT_mini,Wheat mini,10,USD,Ags,1.9,0,0,US WHEAT-ASX,WHEAT FUTURES,20,AUD,Ags,0,0,0,ASIA -WHEY,CME DRY WHEY INDEX,440,USD,Ags,3,0,0,US +WHEY,CME DRY WHEY INDEX,440,USD,Ags,2.97,0,0,US WTI_small,Small US Crude Oil,100,USD,OilGas,2.85,0,0,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 +ZAR,South African Rand,500000,USD,FX,2.47,0,0,US ZINC_LME,Zinc - LME,25,USD,Metals,0,0,0,EMEA diff --git a/sysproduction/reporting/data/commissions.py b/sysproduction/reporting/data/commissions.py index 1d14a1951a..ecd04d7b86 100644 --- a/sysproduction/reporting/data/commissions.py +++ b/sysproduction/reporting/data/commissions.py @@ -14,6 +14,12 @@ prices_not_collected = currencyValue(currency='No prices', value=0) percentage_commissions = currencyValue(currency='% commission ignore', value=0) +def df_of_configure_and_broker_block_cost_sorted_by_index(data: dataBlob) -> pd.DataFrame: + both = df_of_configure_and_broker_block_cost_sorted_by_diff(data) + both = both.sort_index() + + return both + def df_of_configure_and_broker_block_cost_sorted_by_diff(data: dataBlob) -> pd.DataFrame: list_of_instrument_codes = get_instrument_list(data) @@ -37,11 +43,6 @@ def df_of_configure_and_broker_block_cost_sorted_by_diff(data: dataBlob) -> pd.D return both -def df_of_configure_and_broker_block_cost_sorted_by_index(data: dataBlob) -> pd.DataFrame: - both = df_of_configure_and_broker_block_cost_sorted_by_diff(data) - both = both.sort_index() - - return both def update_valid_and_missing_costs_for_instrument_code(instrument_code: str,