S&P Indicies (CME Sourced)

[TURLIES]

Hi,

When I list all of the S&P Indicies in a Symbol Search Window, only about a third of them have "Descriptions" to identify what they are. Is there another way to identify them, and are eSignal going to update the Descriptions for all of them?

Paul

[ScottJ]

Hi Paul,

All of the even moderately followed indices should have descriptions but descriptions are not sent by default in the feed so we have to source "names" separately. It's an ongoing process to add those missing descriptions. If there's a specific symbol you're following that is missing a description, just let us know and we can add it. Otherwise, the process will be an ongoing one across all the 100+ exchanges we cover.

Thanks.

[TURLIES]

Hi Scott,
Thanks for your reply.

If CME supply the data for them, then it would be great to have descriptions for the following S&P Indicies:

S&P GSCI ENERGY INDEX
S&P SMALLCAP 600
S&P GLOBAL 100
S&P GLOBAL 1200 SECTORS
S&P 500 EQUAL WEIGHT
S&P 500 SECTORS
S&P COMPOSITE 1500
S&P 1000
S&P 900
S&P EMERGING BMI
S&P GLOBAL PROPERTY
S&P EUROPE 350

Paul

[ScottJ]

Are you saying that the symbols already exist for those descriptions? If so, please add the symbols related to each description.

If that's not the case, please clarify your request.

Thanks.

[TURLIES]

Hi Scott,

I do not know if the S&P Indicies I have listed below are contained in S&P Indicies (CME Sourced).

I think GJ A0 is the GSCI Energy Index, but i had to find this out by trial and error.

I thought you might have access to information that describes what each symbol is, and have not got around to adding them into eSignal.

However, after reading you previous post, with the comment of "...so we have to source "names" separately", does this mean you don't have this information, and you need to search externally (eg: Internet / S&P website etc) for the descriptions like I would have to do?

If this is so, then that's where the misunderstanding has been.

Paul

[ScottJ]

As odd as that sounds (it was for me), we get the raw symbol and data components but no description. We do get names from announcements of new symbols but hundreds and hundreds of new symbols "appear" in the feed every year. So, yes, we have to externally research to discover the proper description and as you can imagine, it's time consuming!

Thanks.

[TURLIES]

Hi Scott,

I understand now! That's a lot of work for all the data you provide!

I am happy to search for the Description information I need, and inform you of them.

I am not sure how you identified the present descriptions listed for the CME S&P Indexes though. For example:

S&P GSCI COMMODITY INDEX = GN A0 in eSignal

When I search the CME website (including the Product-Codes spreadsheet), it only lists GD and GI for GSCI Futures. New York Independent Service Operator (NYISO) Zone G Daily Peak Electricity Swap Futures are listed under the ticker GN.

If you let me know the source of your descriptions, I can go and identify the information i need.

Paul

[ScottJ]

Thanks for the offer.

From what I understand, there isn't one single source, hence one reason it's so time consuming. We try to use standard symbology whenever possible but there can by symbol conflicts at times so we have to go with a different root or index symbol.

If I hear of a practical resource that's worth passing on, I'll be sure to do so.

Thanks.

[ScottJ]

Back to your GSCI example, that's a good one to demonstrate how confusing these symbol issues can be.

S&P GSCI Commodity Index futures (GI) trade off the CME.

GN is also the S&P GSCI Commodity Index but it reflects the spot or cash price. GI comes from the main CME feed, while GN comes from the S&P Index feed.

Couldn't find GN on the CME site but did find this reference in a Google search:

http://quotes.ino.com/chart/?s=CME_GN

So, the names are technically right but you need subscriptions to both CME and S&P Indices (CME Sourced) to get all of these symbols.

Thanks.

[TURLIES]

Hi Scott,

I can understand the complexity involved in the process.

I have subscribed to Market Data Indicies (CBOE) today, and that will provide some of the key Indexes I was missing.

With Dow Jones Indexes, what I do is download the latest "Vendor Codes" spreadsheet from their website, identify any Indexes I am interested in, and then test the "Suggested Ticker" in eSignal. This works well to identify any DJ Indexes I require.

I could try this approach with the S&P Indexes listed on CME as well.

Paul

[TURLIES]

Hi Scott,

I have found a list of eSignal symbols offered by the CME at:

Name of Distributor: eSignal

http://www.cmegroup.com/tools-information/vendorSymbol.html

Certain Cash Indexes are missing though (eg: GSCI sub-indexes like GP A0 or GY A0 etc)

Paul

[ScottJ]

Thanks Paul. We aren't directly involved in updating external sites like that so past experience says they can be out of date sometimes. Our lists are the best to use but it shouldn't hurt to reference that occasionally.

Thanks.