At the top of every file is a version key for when the file was last updated. Example: # Version: 2008040301 The version key is CCYYMMDDVV CC - Century YY - Year MM - Month DD - Day VV - Version File: barxcon.txt Contains a pre-fixed list of high volume futures contracts separated into different groupings, designed to be used on an overview quote page with about a dozen contracts per grouping. Example: W:Grains (Day Session):Wheat:WK8,WN8 Translation: Commodity Code: Grouping: Commodity Name: Featured Contracts (comma delimited if more than one) Where the grouping can be one of: Currencies, Energies, Grains, Financials, Indices, Meats, Metals, Softs File: barxfut.txt Contains all the information for every futures contracts. Example: AD: Australian Dollar:imm:4:4:Currencies:75804:$100,000:$1,000:M08;74519;06/16/2008:U08;520;09/15/2008:Z08;693;12/15/2008:H09;60;03/16/2009:M09;12;06/15/2009:U09;0;09/14/2009 Translation: Commodity Code: Name: Exchange: Futures Processing Type: Options Processing Type: Grouping: Open Interest: Value of One Futures Unit: Value of One Options Unit: (Contract; Open Interest; Expiration Date - repeated for each contract). The futures processing type can be either 6,5,4,3,2,1,0,-1,-2,-3,-4,-5 which corresponds to 6 decimal places, 5 decimals places, ... 1 decimal place, 0 decimal places, 1/8ths, 1/16ths, 1/32nds, 1/64ths or 1/128ths. So in the example above for TY which has a value of 1 unit of $1000 and trades in processing type 64ths then each tic is worth ($1,000/64) $15.625. In the example above for AD which has a value of 1 unit of $100,000 and trades in processing type 4 decimals then the tic size is 0.0001 and each tic is worth $10. N.B. Different rules for processing types below zero and above. File: barxcom.txt Exactly the same as barxfut.txt but for NYMEX Swaps and CME Weather which have a 3 character commodity code. Example: JEL:European ULSD 50 PPM FOB MED Swap:NYMEX:2:2:Futures:0:$100:$100:J08;0;04/01/2008 Translation: Commodity Code: Name: Exchange: Futures Processing Type: Options Processing Type: Grouping: Open Interest: Value of One Futures Unit: Value of One Options Unit: (Contract; Open Interest; Expiration Date - repeated for each contract). File: barxopt.txt Contains all the information you need on options contracts. * - represents the start of a new commodity code. Example: EDM8:EDK08:05/02/2008:EDK9737C:EDK9737P Translation: Underlying Futures Contract: Options contract: Expiration Date: (Options Strikes - repeated for all available strikes) N.B. The underlying futures contract can be a different contract month, and even commodity from the options contract. File: barxopc.txt Exactly the same as barxopt.txt but for NYMEX Swaps and CME Weather which have a 3 character commodity code. Example: CLX2:JAOX12:11/01/2012:JAOX2|11000C:JAOX2|6000P:JAOX2|7500P:JAOX2|8000P Translation: Underlying Futures Contract: Options contract: Expiration Date: (Options Strikes - repeated for all available strikes) The options strike is different for these contracts. The format is CCCMY|SSSSSC CCC - commodity code M - commodity month Y - commodity year | - delimiter SSSSS - strike value (up to 5) C - (C)all or (P)ut letter File: futexp.txt Contains the futures expiration dates for all active contracts. This information is also contained in barxfut.txt Example: AM,F2009,fex,12/29/2008 Translation: Commodity Code, Contract Month and Year, Spare, Expiration Date The expiration date is MM/DD/CCYY MM - Month DD - Day CC - Century YY - Year File: optexp.txt Contains the options expiration dates for all active contracts. This information is also contained in barxopt.txt Example: AB,V2008,oex,09/26/2008 Translation: Commodity Code, Contract Month and Year, Spare, Expiration Date The expiration date is MM/DD/CCYY MM - Month DD - Day CC - Century YY - Year