Format of Futures Files: The standard format of the futures daily files is comma delimited. Example: NQ,Y,11/11/2003,1412.5,1418.46,1401.45,1409.64 NQ,Z2003,11/11/2003,1416.5,1420,1402,1411.5 NQ,z2003,11/10/2003,223801,260154,232322 NQ,H2004,11/11/2003,1416.5,1422.5,1406.5,1415 NQ,h2004,11/10/2003,56,1191,23 NQ,dvl,11/10/2003,223857,261345,232345 The first field is always the root futures symbol. In the example above NQ - E-Mini Nasdaq 100. The second field defines the contract you are viewing. The contract can either by 'Y' which stands for a cash record, or 'dvl' which stands for a composite volume and open interest record or the contract can relate to a specific futures month such as Z2003 (Dec 2003). The futures month code can be one of the following {F, G, H, J, K, M, N, Q, U, V, X, Z} - {Jan ... Dec}. If the month code is a capital letter then the price data is open, high, low, close. If the month code is a lower case letter then the price data is contract volume and open interest. The third field is the date of the prices. The volume date is normally the date of the prior business day, except for holidays and other occasions when the market was closed in such cases we adjust the date to reflect the actual previous trading date. The date is always a 10 character buffer. The first two characters are the month, the 4th and 5th characters are the day of month and the 7th, 8th, 9th and 10th characters are the century and year. In the example above the volume is as off November 10th 2003. The remaining fields depends on whether you are viewing price information or volume information. If you are viewing price information, upper case month code or cash, then the final four fields are open, high, low and closing price respectively. If you are viewing volume information, lower case month code or dvl, then the first two fields are volume and open interest for the previous day, and the third field is the volume information for today, if available from the exchange. The dvl record is the composite volume and open interest which is the total volume and open interest for all active futures contract for the commodity. Please note we will only pass down a volume and open interest record if either volume or open interest exists.