Multi Commodity Exchange of India (MCX)#

The Multi Commodity Exchange of India (MCX) offers trading in futures and options on metals, energy, and agricultural commodities.

  • Country: India [IN]

  • Mkt Hours: 08:00-17:00

  • Time Zone: Asia/Kolkata

  • Start Date: 20091111

  • Real Time Available: No

  • Bars Available: Yes

  • Book Depth Available: No


Details are provided below


Includes the following coverage:

MCX - Coverage#

Security Type

# of Symbols

% of Total

Future

154

27.85%

Index

399

72.15%

Total

553

100%

Consists of 3 Databases



MCX#

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




MCX_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




MCX_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