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DCE

Dalian Commodity Exchange

Overview

Founded on February 28, 1993 and with its operation beginning from November 18 in the same year, Dalian Commodity Exchange (DCE) is one of the five futures exchanges in Chinese mainland and is the only futures exchange in Northeast China. The trading volume of DCE's futures and options ranked first in global commodity derivatives market. Now DCE is the world's largest agricultural product, plastics, coke, coal and iron ore futures market.

The futures data on following commodity are available from DCE - Corn, Corn Starch, Polished Round-grained Rice, No.1 Soybean, No.2Soybean, Soybean Meal, Soybean Oil, RBD Palm Olein, Egg, Live Hog, Fiberboard, Blockboard, Linear Low Density Polyethylene (LLDPE), Polyvinyl Chloride (PVC), Polypropylene (PP), Ethylene Glycol (EG), Ethenylbenzene (EB), Metallurgical Coke, Coking Coal, Iron Ore,Liquefied Petroleum Gas (LPG)

website: http://www.dce.com.cn

Datasets

DCE_AG_FUT

Dalian Commodity Exchange Agriculture Futures

Schedule

The end of day updates are processed at 17:30 GMT on DCE business days.

Sample File

Sample file for DCE Futures

Type

The data is stored as #Agriculture.

Data ID and Name

Example data id and name:

Data IdName
DCE.AG.CN.C.CORN.FUTDalian Commodity Exchange China Corn Futures Curve
DCE.AG.CN.A.NO1_SOYBEAN.FUTDalian Commodity Exchange China No1_Soybean Futures Curve
DCE.AG.CN.RR.POLISHED_ROUND_GRAINED_RICE.FUTDalian Commodity Exchange China Polished_Round_grained_Rice Futures Curve

Expiry Calendar

Below set of expiry calendars are used in calculating rolling forward data. The expiry and rollover calendars remain same.

Expiry CalendarRule
RDCEMThe 10th trading day of the contract month
RDCE3MThe 3rd trading day after the last trading day

Attributes

NameValue
SourceDCE
Source NameDalian Commodity Exchange
DatasetDCE_AG_FUT
Dataset NameDalian Commodity Exchange Agriculture Futures
CurrencyCNY
UnitMT
MarketFutures
CommodityAgriculture
ProductGrains Futures
LocationChina
RegionAsia
Quote CalendarHDCE

Validation

Data is validated for missing data points using HDCE calendar for expected absences.

Licensing

This data requires agreement with Euronext before it can be supplied.

http://www.dce.com.cn/DCE/Market_Data/License_Guide/index.html