Documentation
Quick Guide – Custom Select
Learn how to tailor your Custom Select page with our easy-to-follow quick guide.
Login and click on Custom Select to display the Custom Select page.
Dashboard:
The Dashboard is where you create and manage instrument lists, run instrument search as well as preview and submit requests.
My Requests:
Displays the list of all requests submitted for processing and their status.
My Scheduled Requests:
Displays the list of all schedules created for processing and their status.
Preview and Request Submission:
This function allows you to see the data before running a request. Steps to create a preview are as follows:
Step 1:
- Enter the Symbol code in the search field (e.g., TR1) and hit enter. See appendix for the list of symbols available.
- Select the message type from the Message type drop-down. Note that Message types are instrument specific, e.g., Term SOFR – Reference Rates for TR1.
- Set the Start/End date or leaving the default dates.
Step 2:
- Click on the Preview button. This will allow you to run a preview to see a sample of the data your request will return.
Step 3:
- Close the preview by clicking on the ‘X’ icon and submit the request for processing by entering a friendly name and clicking on the submit button.
- This will submit the request for processing, the results will be available for download via My Requests page.
Appendix – A
| Symbol Code | Benchmark Dataset |
|---|---|
| TR1 | 1-MTH SOFR SYNTH FUT |
| TR3 | 3-MTH SOFR SYNTH FUT |
| TR6 | 6-MTH SOFR SYNTH FUT |
| T1Y | 12MTH SOFR SYNTH FUT |
| AVL | Agriculture Volatility Index |
| DCVL | Class III Milk CVOL Index |
| CVL | Corn COVL Index |
| GFVL | Feeder Cattle |
| HEVL | Lean Hogs CVOL Index |
| LEVL | Live Cattle CVOL Index |
| SVL | Soybean CVOL Index |
| SMVL | Soybean Meal CVOL Index |
| SOVL | Soybean Oil CVOL Index |
| WVL | Wheat CVOL Index |
| EVL | Energy Volatility Index |
| NGVL | Henry Hub Natural Gas CVOL Index |
| HOVL | NY Harbor ULSD CVOL Index |
| RBVL | RBOB Gasoline CVOL Index |
| CLVL | WTI Light Sweet Crude Oil CVOL Index |
| ADVL | AUD/USD CVOL Index |
| CAVL | CAD/USD CVOL Index |
| CHVL | CHF/USD CVOL Index |
| EUVL | Euro/USD CVOL Index |
| FXVL | G5 FX CVOL Index |
| GBVL | GBP/USD CVOL Index |
| JPVL | JPY/USD CVOL Index |
| MPVL | MXN/USD CVOL EOD |
| TYVL | 10-Year Treasury CVOL Index (Price Volatility) |
| TYVY |
10-Year Treasury CVOL Index (Yield Volatility)TUVL 2-Year Treasury CVOL Index (Price Volatility) |
| TUVY | 2-Year Treasury CVOL Index (Yield Volatility) |
| USVL | 30-Year Treasury (US), Price Volatility |
| USVY | 30-Year Treasury (US), Yield Volatility |
| FVVL | 5-Year Treasury (FV), Price Volatility |
| FVVY | 5-Year Treasury (FV), Yield Volatility |
| TPVL | Treasury Price CVOL Index |
| TVL | Treasury Yield Volatility Index |
| SRVL | SOFR-SR3 90-DAY |
| S1VL | SR3 1-Year MIDCURVE 90-DAY |
| S2VL | SR3 2-Year MIDCURVE 90-DAY |
| ALVL | Aluminium |
| HGVL | Copper CVOL Index |
| GCVL | Gold CVOL Index |
| MVL | Metals Volatility Index |
| POVL | Platinum |
| SIVL | Silver CVOL Index |
| IBX | CME Fresh Bacon Index |
| IMX | CME Boxed Beef Index |
| IHX | CME Lean Hog Index |
| IJX | CME Pork Cutout Index |
| CVX | Petroleum Index 5min Marker |
| CPX | Petroleum Index |
