Singapore Exchange - FX Derivatives#

The Singapore Exchange ( SGX ) offers trading in foreign exchange derivatives

  • Country: Singapore [SG]

  • Mkt Hours: 08:00-17:00

  • Time Zone: Asia/Singapore

  • Start Date: 20140908

  • Real Time Available: No

  • Bars Available: Yes

  • Book Depth Available: No


Details are provided below


Includes the following coverage:

SGX_FX - Coverage#

Security Type

# of Symbols

% of Total

Future

410

27.48%

Futures Spread

1082

72.52%

Total

1492

100%

Consists of 3 Databases



SGX_FX#

Database includes the following Tables:

  • IND - Indicative pricing, e.g. indicative auction prices and imbalance

  • MKT - Market phase / instrument status information

  • QTE - Best bid / offer quotes

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

  • TRD - Trades




SGX_FX_BARS#

Database includes the following Tables:

  • 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




SGX_FX_DAILY#

Database includes the following Tables:

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