A period code represents an absolute or relative delivery period for some commodity or financial future
Valid Period Codes
Here is a list of the standard naming portions of period codes:
| Name | Definition | Example |
|---|
| ABS_YEAR | yyyy | 2020 |
| ABS_DAY | ABS_YEAR D MONTH DAY | 2020D1022 |
| ABS_DAYAHEAD | ABS_YEAR DA MONTH DAY | 2020DA1022 |
| PERIOD | [0-9]([0-9])* | 01 |
| MONTHNAME | 3 char English month name | JAN |
Here is a list of the syntax for valid period codes
Intraday periods
| Name | Definition | Example |
|---|
| Quarter hour | ABS_DAY “-QH” PERIOD | 2020D1022-QH01 |
| Relative quarter hour | “QH” PERIOD | QH01 |
| Half hour | ABS_DAY “-HH” PERIOD | 2020D1022-HH01 |
| Relative half hour | “HH” PERIOD | HH01 |
| Hour | ABS_DAY “-H” PERIOD | 2020D1022-H01 |
| Relative hour | “H” PERIOD | H01 |
| Day | ABS_DAY | 2020D1022 |
| Relative day | “D” PERIOD | D01 |
| Day Ahead | ABS_DAYAHEAD | 2020DA1022 |
| Relative Day Ahead | “DA“ PERIOD | DA01 |
Standard periods
| Name | Definition | Example |
|---|
| Weekend | ABS_YEAR “WKD” PERIOD | 2020WKD01 |
| Relative weekend | “WKD” PERIOD | WKD01 |
| Working week | ABS_YEAR “WW” PERIOD | 2020WW01 |
| Relative working week | “WW” PERIOD | WW01 |
| Week | ABS_YEAR “W” PERIOD | 2020W01 |
| Relative week | “W” PERIOD | W01 |
| Half month | ABS_YEAR “HM”((DAY))? PERIOD | 2020HM01 or 2020HM(14)01 |
| Relative half month | “HM”((DAY))? PERIOD | HM01 or HM(14)01 |
| Month | ABS_YEAR “M” PERIOD | 2020M01 |
| Relative month | “M” PERIOD | M01 |
| Quarter | ABS_YEAR “Q” PERIOD | 2020Q01 |
| Relative quarter | “Q” PERIOD | Q01 |
| Season | ABS_YEAR “S” PERIOD | 2020S01 |
| Relative season | “S” PERIOD | S01 |
| US Winter Season | ABS_YEAR “USW” | 2020USW |
| US Winter Relative season | “USW” PERIOD | USW01 |
| US Spring Season | ABS_YEAR “USP” | 2020USP |
| US Spring Relative season | “USP” PERIOD | USP01 |
| US Summer Season | ABS_YEAR “USS” | 2020USS |
| US Summer Relative season | “USS” PERIOD | USS01 |
| Half year | ABS_YEAR “HY” PERIOD | 2020HY01 |
| Relative half year | “HY” PERIOD | HY01 |
| Year starting on month | ABS_YEAR “Y” MONTHNAME | 2020YJAN |
| Relative year starting on month | “Y” MONTHNAME PERIOD | YJAN01 |
| Year | ABS_YEAR “Y” | 2020Y |
| Relative year | “Y” PERIOD | Y01 |
| Gas year | ABS_YEAR “GY” | 2020GY |
| Relative gas year | “GY” PERIOD | GY01 |
End of period periods
| Name | Definition | Example |
|---|
| End of month | ABS_YEAR “EOM” PERIOD | 2020EOM01 |
| Relative end of month | “EOM” PERIOD | EOM01 |
| End of quarter | ABS_YEAR “EOQ” PERIOD | 2020EOQ01 |
| Relative end of quarter | “EOQ” PERIOD | EOQ01 |
| End of year | ABS_YEAR “EOY” PERIOD | 2020EOY01 |
| Relative end of year | “EOY” PERIOD | EOY01 |
Relative only periods
| Name | Definition | Example |
|---|
| Balance of week | “BOW” | BOW |
| Balance of month | “BOM” | BOM |
| Balance of quarter | “BOQ” | BOQ |
| Balance of year | “BOY” | BOY |
| Within day | “WD” | WD |
| Spot | “SPOT” | SPOT |
| Prompt | “PROMPT” | PROMPT |
| Dated | “DTD” | DTD |
| Saturday | “SAT” | SAT |
| Sunday | “SUN” | SUN |
Financial periods
| Name | Definition | Example |
|---|
| Spot | “SP” | SP |
| Overnight | “ON” | ON |
| Tomorrow next | “TN” | TN |
| Spot next | “SN” | SN |
| Spot week | “SW” | SW |
| Financial week | PERIOD “W” | 1W |
| Financial month | PERIOD “M” | 1M |
| Financial year | PERIOD “Y” | 1Y |
Spreads
| Name | Definition | Example |
|---|
| Absolute spread | period “-” period | 2021Y-2022Y |
| Relative spread | period “-” period | M01-M02 |
Custom
You can create custom period codes where you can specify the following:
- Relative code
- Absolute code
- Start of delivery
- End of delivery
- Expiry/Last trade date
These custom codes can be used for one-off strange periods or in the case that the required period isn't supported in the list above.