• No : 1967
  • Updated Date : 2016/08/25 18:55
  • Modified on : 2019/06/24 10:41
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[J-GATE]How to calculate contract month

How to calculate  contract month
Category : 

Answer

Basically, it can be calculated from the "9-digit code" which is defined by the Security Identification Code Committee(SICC).
Please see <http://www.jpx.co.jp/sicc/> for the code numbering rules.
This value is set to "long_ins_id_s" field of BU124/DQ124 message in J-GATE.
Also please refer to description below for the series which does not have 9-digit code like combination series.

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Please judge by value set to structure "37301: Instrument Series, Basic Data" in DA124.
Please note that in OSE products, month of JGB Options' "date_last_trading_s" will not match the contract month since the last trading date is defined as the "The last business day of the month prior to the option contract month" in the contract specification.

Also for the following TOCOM products, month of "date_last_trading_s" will not match the contract month specified by the contract specification, so please refer to the contract specification of TOCOM for these products.

- 5 products in oil market except for crude oil.
- Corn
- Gold daily contract
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