Blog

 

Entertainment

 

First

Prev

Next

Last

 

Switch to Chinese中文

   

EastMoney USDCNY Reference Rate Data Interface

June 15, 2016
The forex data of Sina Stock Data is realtime trading data, but USDCNY reference rate is widely used in QDII, so the SZ162411 Net Value calculation may have 0.1 cent of difference compared with final official data. As the difference is so small, and I also believe the trading price will move to reference rate during the day, I was not changing it. After all, I will not trade based 0.1 cent any way.
Since this year, the manager of SZ160216 works very hard to keep its net value moves almost the same as USO, and triggered huge amount of arbitrage between SZ160216 and CL future. One of them, zzzzv, is trading for 0.05 cent profit now, so the use of USDCNY reference rate is necessary. Based on his long term experience, he also confirmed me that the trading price will not move to the USDCNY reference rate. He also provided the USDCNY reference rate interface from Easy Money USDCNY, which was used in his Excel+VBA tools.
Document first, then to implement my ForexReference class. The data as following:
var js={futures:["USDCNY0,USDCNY,美元人民币,6.5842,6.5835,6.5966,6.5966,6.5804,0,1, 0.0000,0,0,6.5842,0.0000,0,0,0.0124,0.19%,0.0000, 0,0,0,0,0,0.0024,0.0000,2016-06-14 23:45:00,3"]}
After removed double quotation marks, separated by ',', the interpretation of words in the next table.

IndexOriginal DataMeaning
0USDCNY0Interface symbol
1USDCNYName
2美元人民币Chinese name
36.5842Previous close?
46.5835Open
56.5966Current price
66.5966Today high
76.5804Today low
8-120,1,0.0000,0,0(Unknown)
136.5842Previous close?
14-160.0000,0,0(Unknown)
170.0124Change
180.19%Change percentage
19-260.0000,0,0,0,0,0,0.0024,0.0000(Unknown)
272016-06-14 23:45:00Date and time
283(Unknown)

USCNY and USDCNY

June 16, 2016
The auto calibration last night used data from East Money, but today's SZ162411 net value still has small difference compared with official data. Continue to get advise from zzzzv, I found that the USDCNY data from East Money is actually the same USDCNY data from Sian, they are both trading data. To get USDCNY reference rate from East Money, symbol USCNY is needed. Data saved in uscny.txt.

No comments for this page yet. All Comment

More options? Please login or register account.