Three Dimensional Data Tables: Instructions for use
A Three Dimentional Data table TD3D, is an original and practical way to convey miscellaneous information of products and instruments on one single screen. As we will see now, the possibilities of combining information from various sources on a table are practically limitless.
Let us see some examples:
To view prices of all options and all dates of expiry and all exercise prices for any underlying value at a glance.
To follow price fluctuations of any product during the last sessions prior to their expiry date, and the price movements of each product on each date.
To see a three dimensional interest type structure of a currency on one single screen:
1 – Prices.
2 – To view all calendar months together.
3 – The price movement for every calendar month over several sessions at once.
See first hand the evolution of multiple calendar Spreads for any date of expiry of contracts, for futures or options. The boxes show the price difference between the two instruments that make up the calendar Spread. This way it is easy to see which is the best calendar to use for any particular strategy you may wish to follow.
See Spread ratios in which the factor of each component changes. For example: diesel oil is quoted in gallons and oil in barrels. As a barrel contains 42 gallons, in order to see on the screen the price of the conversion of a barrel of crude into a barrel of diesel oil, it is necessary to multiply the price of diesel oil by 42 and subtract the price of a barrel of crude. The data presentation software on the ETCHART 3D tables, shows the refined price for each calendar month on each date and on one single screen.
The configuration file of a table
In the ETCHART/TABLAS folder there are lots of configuration files supplied by default. Such folder contains many configured tables set up for the most usual and interesting presentation of data and reference products.
On the first expiry date of each table, its file will be updated with a new date of maturity and the user will be able to download it from the Web.
Also, the user will be able to configure and customise any data presentation they choose.
Description of the configuration file of a table
Each table will represent as many horizontal and vertical boxes as the resolution of the user´s screen allows.
The users who cannot see well the resolution of the configuration files supplied by default, can reduce the number of rows and columns on the first line of data of each table. In that case the files and columns following the numbers listed will not be shown.
It will be possible to configure in text files all the tables deemed appropriate, with a name describing its content and an extension ¨TBL¨, so they can be recognised by the software.
The configuration files of tables ¨*TBL¨ will be kept in the folder ETCHART/TABLAS. In order to avoid replacing the files configured by the user with the files downloaded from the Web, they can be kept in the folder ETCHART/TABLAS/USUARIO.
The format of the text file to configure a table is as follows:
First line of text
This line must necessarily begin with a letter to avoid confusion with the lines of data. You can write on it a description of what is being represented on that table, which will appear above the data boxes of the table.
Without this line the description will remain empty.
First line of data
On the first line of data of the file you can select the number of files and columns, as well as the colour of the background and squares.
Example:
12, 12, 000033, 222222
This line shows that the table is made up of 12 rows, 12 columns, a dark blue background colour and a very soft line to divide the squares.
Zero line
This line, that must necessarily begin with zero to distinguish it from the others, repeats itself at the beginning of each row of data. Its composition is as follows:
Zero, row number (with ¨+¨ it assigns the following row number to the previous one. This way, after a date of expiry, it is not necessary to touch up the row number of all the lines), size of data numbers, the colour of data, the decimal numbers, text or data size located beneath the data of each box, text colour.
Example:
0, +, 14, 00FF00, 4, 10, FFFFFF
In the previous line the zero is mandatory, the sign ¨+¨ to assign the row following the last one, the size of the font of data figure 14, text in green colour, precision data with 4 decimals, size of font of text 10, text colour or date located beneath the data, white.
Normal line of data for each box
Each box will have a line of data with the following fields separated by commas:
- Field 1: number of column.
- Field 2: text.
- Field 3: number of securities involved (if only to render text, mark zero).
- Field 4: number of previous records
- Field 5: file name 1
- Field 6: file name 2
- Field 7: file name 3
- Field 8: data to be shown. In this field a letter will identify the following data:
L = Last
P = Open
X= Maximum
I = Minimum
V = Volume
D = Date
O = Open Interest
- Field 9: text size for text only boxes without any other data.
- Field 10: empty at the moment.
- Field 11: factor for the file 1:
- Field 12: factor for the file 2:
- Field 13: factor for the file 3: (the data to be included for the factors of the three files consist of a number and an operand + – * /)
- Field 14: formula of Spreads: Example 1*2-3 another example 1-2. (to facilitate the configuration of Spreads and not make it more complex than necessary, multiplication or division with the number three value must never be used. The sign * or / can only be between the value 1 and 2. Therefore, between the value 2 and 3, it is only possible to use the sign + or -)
Examples:
6,,1,4,IEZ9.ERB,0,0,L
Represent on column 6 the closing price of the Euribor future for December 2009, corresponding to the 4 sessions prior to the last updated day on the database.
2,,2,0,HOXY.NYM,CLXY.NYM,0,L,0,0,*42,,,1-2
Shows the refining cost of diesel oil. Column 2, displays the difference of multiplying the price of diesel oil for November by 42, and subtracting the price of a barrel of crude oil for November.
If we tried to represent on the same row the last 10 sessions of the difference between the price of a barrel of diesel oil and one of crude oil, it would be shown as follows:
2,,2,0,HOXY.NYM,CLXY.NYM,0,L,0,0,*42,,,1-2
3,,2,1,HOXY.NYM,CLXY.NYM,0,L,0,0,*42,,,1-2
4,,2,2,HOXY.NYM,CLXY.NYM,0,L,0,0,*42,,,1-2
5,,2,3,HOXY.NYM,CLXY.NYM,0,L,0,0,*42,,,1-2
6,,2,4,HOXY.NYM,CLXY.NYM,0,L,0,0,*42,,,1-2
7,,2,5,HOXY.NYM,CLXY.NYM,0,L,0,0,*42,,,1-2
8,,2,6,HOXY.NYM,CLXY.NYM,0,L,0,0,*42,,,1-2
9,,2,7,HOXY.NYM,CLXY.NYM,0,L,0,0,*42,,,1-2
10,,2,8,HOXY.NYM,CLXY.NYM,0,L,0,0,*42,,,1-2
11,,2,9,HOXY.NYM,CLXY.NYM,0,L,0,0,*42,,,1-2
12,,2,10,HOXY.NYM,CLXY.NYM,0,L,0,0,*42,,,1-2
Chained table sequences
The tables whose name begins by a number followed by a space, regardless whether there is other text behind, will have the power to link together with the table with the next number at the beginning of its name. This way it will be possible to see a series or sequences of tables without having to look for them with the mouse. It will be possible to go from one table to the next or the previous one with a simple click on a single key.
When viewing a table, pressing certain keys will get the following:
- Pressing the ¨Enter¨ key opens the table with the next number (not necessarily a consecutive number) in the name of the configuration file (*TBL), always within the same folder where the current table file is located.
- Press the space bar to return to the previous table.
Viewing dates other than the last
To view all the data generated on a table on different dates and sessions prior to the current one, it is necessary to proceed as follows:
- Pressing the left arrow will show all the data on the table corresponding to the previous session.
- Pressing the ¨Start¨ key will show the last day updated in the data base.
- Pressing the numbers 1, 5, 6 and 0 respectively, will show the data of 1 session, 5 sessions, 60 or 10 previous sessions respectively.
- After having pressed any of the previous numbers, the right arrow will move forward in time the same number of sessions pressed last time. The left arrow will move backward the same number of sessions as the last number pressed. This number of sessions will remain until any other number is pressed.
Example: if zero has been pressed to go 10 sessions behind, pressing the right arrow will move 10 sessions forward.
If after going back 5, 10 or 20 sessions, you wish to move forward one by one, press number 1 and from that moment the arrows will move forward day by day.
The present table shows the half-yearly Spreads among the Euribor futures of different expiry dates and how they have evolved in the last ten sessions.
The software for the presentation of TD3D tables, as well as the Data Base will be freely available in this Web in a few days.











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