Hello: Does anyone know if Bloomberg's NYMEX Crude Oil Front Month futures series , BBG's ticker 'CL1', is CME GLOBEX or the Pit (floor traded) data? Sorry for the newbie question.
Is it a fair guess that the BBG data for front month ftr reflects both? Since from CME website, "If the CME Globex and open outcry sessions overlap for a given product, the trading day includes both the CME Globex session and the trading floor open outcry session."
It depends on how you enter the ticker. F9 = CMDY button on Bloomy. If you hit CL1 CMDY <GO> that is the NYMEX front month crude contract. If you hit CL1 COMB CMDY <GO> that is the combined (like NBBO) price. Just hit CL1 CMDY DES <GO> you will be able to see the two tickers for the combined and exchange specific contracts. Also - if you hit Alt+L on the bloomberg with a normal keyboard it'll bring up a screen of the keys from the terminal keyboard that you can select with a mouse, etc.
Seriously? Why are you in this thread? Helpdesk is also your friend. On the equities side Bloomberg's "US EQUITY" is a propriatary custom calculation that is weighted for every exchange trading the securities - so it is different than the SIAC NBBO (nat best bid/offer). On the commodities side I'm not 100% sure because I don't trade energy or futures, etc. but I would imagine that the Bloomberg "NBBO" quote may be slightly different than other 2nd tier data providers. HELP HELP can give you the exact weighted calculation which might help.