Liffe Data interpretation

[techTD]

Hi All,

Can some one please help me with the interpreting liffe data available on liffe site?

I am looking into following link:

http://www.liffe.com/data/dind090507.txt

What does H, S and HS means?

What is data in the first column (sample given below)? is it Opening Trans or Settle Price?

650


542H
488
530

459H


443
351H
300
319H

Cheers
techTD

 

[arabianights]

See Index Options price histories file specifications

 

[techTD]

arabianights thanks for spec link.

But I can't see anything about H,S and HS in there.

Cheers
techTD

See Index Options price histories file specifications

 

[arabianights]

It's to do with strategies but I don't want to commit to exactly which letter means what.

If you think about a particular leg, a high can be:

1. Outright trade
2. Leg of strategy that never explicitly trades, but other leg of strategy trades.
3. Leg of strategy that trades through strategy trading.
4. Leg of strategy that never trades, but a leg of said strategy trades through other strategy.

And by strategy I can also include an outright in underlying, i.e. if ftse's at 4300 you're not going to have a call of 4000 with high below 300.

Don't want to commit to which letter is which though as I don't do options.

 

[MrGecko]

for strategies...

http://www.euronext.com/fic/000/010/729/107297.pdf

good little document that

 

[techTD]

Thanks MrGecko.

for strategies...

http://www.euronext.com/fic/000/010/729/107297.pdf

good little document that