Browse Data Example

The MIM browser displays the schema of the MIM server. The schema consists of categories (folders), relations (symbols) and columns (fields). By double clicking on the categories, you can drill down into the folders and locate the symbols available there. Once you reach a symbol, the browser will display the available columns.

Let’s look at an example that locates the symbol CL that stands for Crude Oil, Light Sweet Futures.

From the Excel dialog, double-click on Futures or select Futures then click the folder button with the down arrow.

Next, double click on Nymex or select Nymex and the folder button.

Your browser should now look like the graphic below. Select CL – NYMEX: Light, Sweet Crude Oil Futures in the left-hand column. In the right-hand column, select Volume, then select Next>>.

Select the desired date and time range.

The following outlines the date, time and data retrieval options:

Get Data From

  1. Choosing the start of the available data will make the start date the first available data point date.

  2. Choosing the last…N Time Period will narrow down your start date by your selections. (e.g., 3 months, 10 years, 7 quarters)

  3. Selecting a specific date and time will take normal mm/dd/yyyy calendar dates. If there are specific time constraints for the data, you will need to also specify a time.

Get Data To

The end date for the data is chosen here.

  1. the end of the available data will make the end date the last data point in the database.

  2. a specific date and time will take a normal date and/or time for the data to stop.

Additional data retrieval options

  1. Use data resolution of N Time Period. This option defaults to 1 day (e.g., Daily). Sometimes you may have a need to look at weekly, monthly, or yearly data. The time period has a pull-down menu for this choice.

  2. Fill missing data points with X. A default NaN is filled if there is no data point available for a given date. You can pull this down to have the data filled in other ways (e.g., Fill forward or backward, linear interpolated values, logarithmic interpolated values)

  3. If you have a real time feed connected to the MIM server, check Use Current Tick Data. (Consult your LIM System Administrator as this is not common)

  4. Finally, if you’d like MIM generated summary statistics to go along with the data request, check Include Summary Statistics. The statistics included are: Sum, Average, Average Positive, Average Negative, Percent Positive, Percent Negative, Highest, Lowest, Standard Deviation, Z stat, and Variance.

After entering your date information, click on Next>> in the Excel dialog and then go to the next step in the lesson.

This part of the Excel dialog shows where the data will display in the Excel workbook. Select the cell in the Excel workbook where you want the data to display.

Another method is to select the bar next to the destination cell. The MIM Data Selection dialog closes and the Excel Worksheet opens. Select the desired cell to store the data, then select the button to return to the MIM Data Selection dialog.

The following outlines the destination, data placement and formatting options:

Returned data starts at cell

This is where the first date will be placed. The first data point will be in the cell immediately to the left. You can type the location directly (e.g., Sheet1!$B$1), select the cell in the Excel spreadsheet or select the button.

Additional Data Placement and Formatting Options (check which ones)

  1. Merge Data and Time Columns into a single column for adjacent data requests. By default all adjacent requests with the same time parameters are merged to have a single data column. If you uncheck this box, the requests will overwrite the data into the sheet.

  2. Add column headers using Symbol and Column. This option will add the symbol and column as a header to the request.

    Example:

    Date

    MSFT (Close)

    4/19/99

    81

    4/20/99

    83.125

    4/21/99

    82

  3. Add column headers using Symbol Description. This option will enter the symbol description as the header.

    Example:

    Date

    Microsoft Corp (CUSIP 59491810)

    4/19/99

    81

    4/20/99

    83.125

    4/21/99

    82

  4. Clear the cells in the column of the range. This will clear any other data contained in the destination column every time the request is made.

  5. Clear the cells adjacent to the range. This will clear data that is not separated by empty cells around the range. This is used to put data into areas on a spreadsheet.

  6. Clear the cells in the column below the range. When this option is checked data in the cells below the range will be cleared.

  7. Add new columns before the range. New columns will be added on every request. To use this feature all of the data requests should have the same cell target. This is useful to create a portfolio of values and avoid editing several requests to remove a single request.

Choose the Futures Contract Options then select Finish.

In order to see the data, you must select Refresh Data from the MIM menu.

The MIM Excel Add-in runs the request and places the data in the selected column.

This completes the browse data example. In the next lesson, you will see how to search using a MIM symbol.