DCS-Based Market Data

Provision
Use

For commodity futures and listed options, you can either enter DCS-based market data manually or
upload it into the system using a data interface (datafeed). For each derivative and combination of
DCS and Market Identifier Code, the affected market data tables retain, for example, the rate date,
term (for futures), price type, strike price, and put/call (for options).

Prerequisites

You have made the settings that are described in the section DCS-Based Market Data Management.

Activities

Manually Entering DCS-Based Commodity Prices

1. Call transaction FC17 (or transaction FDCS17 for DCS-based financial instruments only) in the area
menu under Financial Risk Management for Commodities Market Data and Simulation Market
Data.

2. Choose CPE on Contract Specification Basis. Choose a valid combination of DCS ID and MIC.

Note: To find out which MICs are assigned to a DCS, you can use transaction FDCS01.

3. Switch to change mode and then choose the New Input Line (F5) pushbutton.

4. Enter the price data, such as the price date, rate type, key date, and quotation price.

5. Save your entries.

Notes:
 The system displays only data for the period that you have selected.

If, for example, after having selected the period "December 1 to December 7", you then enter a price
falling outside of this period (such as a price for December 13), this price is not displayed because,
when you save, the system re-reads the price data for the selected period only.

 Note that, in the display mode, the number of decimal places displayed for prices depends on the
DCS version that you have selected. To change the settings governing the number of decimal
places displayed, call transaction FDCS01 and go to the Derivative Details tab. In the change
mode, all 14 decimal places are always displayed.

Uploading Market Data Using Datafeed

You can use translation tables to upload market data either from Excel files or data files into the
system. For derivative contract specifications, the internal market data class (instrument
class) 08 has been added.

Uploading Data from an Excel File

Market data from Excel files with a valid, readable format can be written directly (that is, without
conversion) to the market data tables. For more information, see the system documentation for the
transaction Market Data Transfer from Spreadsheet (TBEXN).

Uploading Data from a Data File (xml or txt)

The data files are uploaded to the system by means of translation tables. For derivative contract
specifications, the internal market data class (instrument class) 08 is available. Before you can
transfer data from an external provider, you need to have made the settings under Basic
Functions Market Data Management Datafeed Translation Table Derivative Contract
Specification.

Example of input values:

 RIC Data Source Instrument Pricing Pricing Price CurrencyNot Not Not Term
(Instrument Property Date Time RelatedRelatedRelated(Time to
Name) Maturity)

MAL0 IDN_SELECTFEEGEN_VAL23006201216540018524.5USD 20120430

D

1. First save the data file of your provider locally.

2. Run transaction TBD5.

3. Select the file that has been saved locally and confirm by hitting Enter.

For more information, see the system documentation.

More Information