London Metal Exchange#

The London Metal Exchange (LME) is the world’s largest market for trading base metals futures and options.

  • Country: UK United Kindom [GB]

  • Mkt Hours: 08:00-17:00

  • Time Zone: Europe/London

  • Start Date: 20130805

  • Real Time Available: No

  • Bars Available: Yes

  • Book Depth Available: No


Details are provided below


Includes the following coverage:

LME - Coverage#

Security Type

# of Symbols

% of Total

FX

3

0.02%

Future

6834

35.31%

Futures Spread

11107

57.38%

Option

1412

7.29%

Total

19356

100%

Consists of 3 Databases



LME#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • IDX - Index values

  • MKT - Market phase / instrument status information

  • QTE - Best bid / offer quotes

  • STAT - Static data, e.g. ISIN, description, security type

  • TRD - Trades




LME_BARS#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • MKT - Market phase / instrument status information

  • QTE_1M - 1-minute quote bars

  • TRD_1D - Daily trade bars

  • TRD_1M - 1-minute trade bars

  • VWAP_1H - 1-hour VWAP bars




LME_DAILY#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • STAT - Static data, e.g. ISIN, description, security type