Bloomberg CME GLOBEX or PIT data?

Discussion in 'Data Sets and Feeds' started by Engy, Jan 18, 2010.

  1. Engy



    Does anyone know if Bloomberg's NYMEX Crude Oil Front Month futures series , BBG's ticker 'CL1', is



    the Pit (floor traded)


    Sorry for the newbie question.
  2. Engy


    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."
  3. 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.
  4. Lol. When does it open and close?
  5. Engy


    Thanks! Yes, I checked... got it now.
  6. 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.