# Chicago Mercantile Exchange setups.
# Copyright 2005, 2006, 2007, 2008, 2009 Kevin Ryde
# This file is part of Chart.
#
# Chart is free software; you can redistribute it and/or modify it under the
# terms of the GNU General Public License as published by the Free Software
# Foundation; either version 3, or (at your option) any later version.
#
# Chart is distributed in the hope that it will be useful, but WITHOUT ANY
# WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
# FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
# details.
#
# You should have received a copy of the GNU General Public License along
# with Chart. If not, see <http://www.gnu.org/licenses/>.
package App::Chart::Suffix::CME;
use strict;
use warnings;
use Locale::TextDomain 'App-Chart';
use App::Chart;
use App::Chart::Barchart;
use App::Chart::Sympred;
use App::Chart::TZ;
use App::Chart::Weblink;
use App::Chart::Yahoo;
my $pred = App::Chart::Sympred::Suffix->new ('.CME');
App::Chart::TZ->chicago->setup_for_symbol ($pred);
$App::Chart::Yahoo::latest_pred->add ($pred);
$App::Chart::Barchart::intraday_pred->add ($pred);
$App::Chart::Barchart::fiveday_pred->add ($pred);
#------------------------------------------------------------------------------
# weblink - contract specs
App::Chart::Weblink->new
(pred => $pred,
name => __('CME _Contract Specifications'),
desc => __('Open web browser at the Chicago Mercantile Exchange contract specifications for this commodity'),
proc => sub {
my ($symbol) = @_;
return 'http://www.cme.com/clearing/clr/spec/contract_specifications_cl.html?product='
. URI::Escape::uri_escape (App::Chart::symbol_commodity ($symbol));
});
#------------------------------------------------------------------------------
# (set! barchart-suffix-delay-alist (acons ".CME" 10
# barchart-suffix-delay-alist))
App::Chart::Barchart::commodity_mung
($pred,
# interest rate products (IMM)
# "EM" # 1-month LIBOR
'GLB' => 'GH', # 1-month LIBOR electronic
'TB' => undef, # 13-week treasury bills
'GTB' => undef, # 13-week treasury bills electronic
# 'S2' # 2-year swap pit+electronic
# 'S5' # 5-year swap electronic
'SW5' => undef, # 5-year swap pit
# 'S0' # 10-year swap
'SW0' => 'S0', # 10-year swap electronic
'TIE' => 'F3', # 28-day mexican TIIE
'GTI' => 'F4', # 28-day mexican TIIE electronic
'CET' => 'F1', # 91-day mexican CETES
'GCE' => 'F2', # 91-day mexican CETES electronic
'Y5' => undef, # 5-year eurodollar bundle options
'CPI' => 'CI', # consumer price index
# 'ED' # eurodollar
# 'GE' # eurodollar electronic
'3F' => undef, # eurodollar FRA
# 'EY' # euroyen
# 'EL' # euroyen LIBOR
'TZ' => undef, # fed funds turn
# 'JB' # japanese government bonds
# (F0, F5 agency swaps delisted 11 Apr 05)
# equity products
# 'NQ' # e-mini nasdaq 100
# 'ES' # e-mini s&p 500
'EMD' => 'MD', # e-mini s&p 500
'FIN' => 'PF', # financial spctr
# 'GI' # GSCI
'GD' => undef, # GSCI electronic
# 'ND' # nasdaq 100 pit+electronic
# 'NK' # nikkei 225 dollar
'NKD' => 'NY', # nikkei 225 dollar electronic
'NIY' => 'NL', # nikkei 225 yen electronic
'RS1' => 'RW', # russell 1000
# 'RL' # russell 2000 pit+electronic
'ER2' => 'EZ', # e-mini russell 2000
# 'SP' # s&p 500
# 'SG' # s&p 500 barra growth
# 'SU' # s&p 500 barra value
# 'MD' # s&p midcap 400 pit+electronic
'SMC' => 'PC', # s&p smallcap 600 electronic
'QCN' => 'NC', # e-mini nasdaq composite pit+elec
'TEC' => 'PT', # technology spctr
'X1' => undef, # X-Funds 1 index
'X2' => undef, # X-Funds 2 index
'X3' => undef, # X-Funds 3 index
'X4' => undef, # X-Funds 4 index
'X5' => undef, # X-Funds 5 index
# FX products
# 'AD' # australian dollar
'6A' => 'A6', # australian dollar electronic
'UAC' => 'UG', # AUD/CAND
'ACD' => undef, # AUD/CAND electronic
'UAY' => 'UI', # AUD/NZD
'AJY' => undef, # AUD/NZD electronic
'UAN' => 'UK', # AUD/Yen
'ANE' => undef, # AUD/Yen electronic
# 'BR' # brazilian real
'6L' => 'L6', # brazilian real electronic
# 'BP' # british pound
'6B' => 'B6', # british pound electronic
'UPS' => 'UN', # pound/swiss franc
'PSF' => undef, # pound/swiss franc electronic
'UPY' => 'UR', # pound/yen
'PJY' => undef, # pound/yen electronic
# 'CD' # canadian dollar
'6C' => 'D6', # canadian dollar electronic
'UCY' => 'UF', # canadian/yen
'CJY' => undef, # canadian/yen electronic
'CZK' => 'WC', # czech koruna pit+electronic
# 'E7' # e-mini euro
# 'J7' # e-mini yen
# 'EC' # euro fx
'6E' => 'E6', # euro fx electronic
'UEA' => 'UC', # euro/australian
'EAD' => undef, # euro/australian electronic
'UE' => 'RP', # euro/pound
# 'RP' # euro/pound electronic
'UEC' => 'UE', # euro/canadian
'ECD' => undef, # euro/canadian electronic
'ECZ' => 'WE', # euro/czech koruna
'ECK' => undef, # euro/czech koruna electronic
'EHU' => 'WU', # euro/hungarian forint
'EHF' => undef, # euro/hungarian forint electronic
'UH' => 'RY', # euro/yen
# 'RY' # euro/yen electronic
'UEN' => 'UB', # euro/norwegian krone
'ENK' => undef, # euro/norwegian krone electronic
'EPL' => 'WZ', # euro/polish zloty
'EPZ' => undef, # euro/polish zloty electronic
'UES' => 'UA', # euro/swedish krona
'ESK' => undef, # euro/swedish krona electronic
'UA' => 'RF', # euro/swiss franc
# 'RF' # euro/swiss franc electronic
'HFO' => 'WH', # hungarian forint pit+electronic
# 'JY' # yen
'6J' => 'J6', # yen electronic
'MP' => 'MQ', # mexican peso
'6M' => 'M6', # mexican peso electronic
# 'NE' # new zealand dollar
'6N' => 'N6', # new zealand dollar electronic
'UNK' => 'NR', # norwegian krone
'NOK' => undef, # norwegian krone electronic
'PLZ' => 'WP', # polish zloty
'PLN' => undef, # polish zloty electronic
# 'RU' # russian ruble
'6R' => 'R6', # russian ruble electronic
# 'RA' # south african rand
'6Z' => 'T6', # south african rand electronic
'USK' => 'SK', # swedish krona
'SEK' => undef, # swedish krona electronic
# 'SF' # swiss franc
'6S' => 'S6', # swiss franc electronic
'USY' => 'UP', # swiss franc/yen
'SJY' => undef, # swiss franc/yen electronic
# commodity products
# 'DB' # butter
# 'DA' # class III milk
# 'DK' # class IV milk
# 'FC' # feeder cattle
# 'GF' # feeder cattle electronic
'GPB' => 'PD', # pork bellies electronic
# 'PB' # frozen pork bellies
# 'LH' # lean hogs
# 'HE' # lean hogs electronic
# 'LC' # live cattle
# 'LE' # live cattle electronic
'NF' => 'DF', # non-fat dry milk
'AA' => undef, # spot butter grade AA
'BK' => undef, # spot cheese blocks
'RB' => undef, # spot cheese barrels
'NM' => undef, # spot nonfat dry milk grade A
'NX' => undef, # spot nonfat dry milk extra grade
# 'LB' # lumber
'DP' => 'TD', # diammonium phosphate (DAP)
'UL' => 'TL', # ammonium nitrate (UAN)
'UF' => 'TZ', # urea
# environmental products
'QM' => undef, # NYMEX e-miNY light sweet crude
'QG' => undef, # NYMEX e-miNY natural gas
# weather ...
# TRAKRS Products
'CCC' => undef, # Commodity TRAKRS
'ECT' => undef, # Euro Currency TRAKRS
'GLD' => undef, # Gold TRAKRS
'OOO' => undef, # LMC TRAKRS
'MLT' => undef, # Long-Short Tech TRAKRS
'LST' => undef, # Long-Short Tech TRAKRS III
'TTT' => undef, # Select 50 TRAKRS
);
1;
__END__