|
Removing "Root:Futures:options"
category
from the MIM
LIM Data Warehouse -
Effective 3/14/2003 - As a service to all our clients, LIM
provides Implied Volatility and Historical Volatility data for futures in
the MIM database. This data is located in the MIM as a column of the
Futures series to which it applies. For example, to see the Implied
Volatility and Historical Volatility of NYMEX Natural Gas:
SHOW
1: ImpVol of NG
2: HistVol of NG
Subsequently, the Futures Volatility data has also been loaded into
"alias" symbols for every contract. Each "alias" symbol
is the original contract with an "_OPT"
appended to it. For example, the query below would also return the same
results:
SHOW
1: ImpVol of NG_OPT
2: HistVol of NG_OPT
In order to eliminate redundancy and any potential confusion, LIM will be
removing all of the "_OPT" alias series on Monday evening 3/14/2003. These series are located under the
hierarchy in Root:Futures:options.
If you have questions or concerns, please contact support@lim.com.
|
For more information,
please contact:
Logical Information Machines
Attention: Sales Department
email: sales@lim.com
voice: 1.800.LIM.XMIM (1.800.546.9646)
|
|