End of Day Last Prices, Bids/Offers Now Available
Thu 20 Mar 2008
New Email Service for Data Centre Subscribers
1. Last Intraday Update Emails
d-cyphaTrade is pleased to announce a new feature to the Data Centre. A new email alert is available which provides a snapshot of the final prices each day - including final bids, final offers, size and last trades. This data is available for both futures and options contracts and is emailed daily to recipients in 2 CSV format files. This data can be used to follow how settlement prices are derived and additionally for options you are able to determine how the premium and hence the volatility is set for each strike.
>>Please see here to view a sample of these file.
>>Data Centre subscribers wishing to receive these files please advise by a return email.
2. Daily Settlement and Open Interest Files for Futures, Caps & Options
A benefit of the Data Centre includes a daily email of the settlement prices and open interest files in CSV format. The settlement price files are available and emailed after 18:30 (Sydney time) each evening to assist end of day processing. The open interest files are available and emailed after 07:30 each morning with respect to the previous days trading.
>>Non-subscribers can view a sample file here.
>>Data Centre subscribers can access these daily files here but to receive them via email please advise by a return email.
3. Datamine of key market statistics
The d-cyphaTrade Datamine is a tool developed to provide up-to-date statistics and volume analysis, broken down by state and product type. d-cyphaTrade continuously quote these figures in published material such as Market Wrap and Energy Focus. The tool calculates averages, traded MWh, face value of traded volume and differentiates between Block trade and EFP volume. Simply enter the interested date range and the Datamine will generate the market statistics. All the above information is exportable as a CSV file into Excel.
>>Non-subscribers please see here to view a snapshot of the Datamine output.
>>Data Centre subscribers can now access the Datamine here.
4. Online Strip Price Calculator
d-cyphaTrade Data Centre subscribers can view the calculator in Basic and Advanced Mode.
a) Basic Calculator - d-cyphaTrade has developed the Online Strip Price Calculator to automatically calculate quarterly futures prices resulting from trades in Calendar and Financial year Strip Products. This simple tool automatically sources relevant Daily Settlement Prices and contract MWh to derive quarterly price allocations in accordance with the SFE Operational Policy algorithm.
b) Advanced "Batch" Calculator - Provides the same functionality as the basic calculator with the added flexibility of being able to calculate multiple trades at a time. This calculator output is also able to be exported as a CSV file into Excel.
>>Non-subscribers please see here to view a snapshot of the calculator output.
>>Data Centre subscribers can now access the Online Strip Price Calculator here.
For further information or a demonstration of the Data Centre please call a member of the d-cyphaTrade Team on 1800 330 101 or go to the website.
>>To see an overview of all sample files please follow this link.
For a 12 month subscription to our Data Centre please click SUBSCRIBE and follow the prompts.