Thailand Futures Exchange#

The Thailand Futures Exchange ( TFEX ) offers trading in futures and options on equities, indices, commodities, and interest rates.

  • Country: Thailand [TH]

  • Mkt Hours: 08:00-17:00

  • Time Zone: Asia/Bangkok

  • Start Date: 20201102

  • Real Time Available: No

  • Bars Available: Yes

  • Book Depth Available: No


Details are provided below


Includes the following coverage:

THAILAND_FUT - Coverage#

Security Type

# of Symbols

% of Total

Future

615

49.08%

Futures Spread

422

33.68%

Option

216

17.24%

Total

1253

100%

Consists of 3 Databases



THAILAND_FUT#

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




THAILAND_FUT_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




THAILAND_FUT_DAILY#

Database includes the following Tables:

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