Bloomberg CME GLOBEX or PIT data?

E

Engy

Hello:

Does anyone know if Bloomberg's NYMEX Crude Oil Front Month futures series , BBG's ticker 'CL1', is

CME GLOBEX

or

the Pit (floor traded)

data?

Sorry for the newbie question.
 
Is it a fair guess that the BBG data for front month ftr reflects both? Since from CME website,

"If the CME Globex and open outcry sessions overlap for a given product, the trading day includes both the CME Globex session and the trading floor open outcry session."
 
It depends on how you enter the ticker.

F9 = CMDY button on Bloomy. If you hit CL1 CMDY <GO> that is the NYMEX front month crude contract. If you hit CL1 COMB CMDY <GO> that is the combined (like NBBO) price.

Just hit CL1 CMDY DES <GO> you will be able to see the two tickers for the combined and exchange specific contracts.

Also - if you hit Alt+L on the bloomberg with a normal keyboard it'll bring up a screen of the keys from the terminal keyboard that you can select with a mouse, etc.
 
Quote from WinstonTJ:

It depends on how you enter the ticker.

F9 = CMDY button on Bloomy. If you hit CL1 CMDY <GO> that is the NYMEX front month crude contract. If you hit CL1 COMB CMDY <GO> that is the combined (like NBBO) price.

Just hit CL1 CMDY DES <GO> you will be able to see the two tickers for the combined and exchange specific contracts.

Also - if you hit Alt+L on the bloomberg with a normal keyboard it'll bring up a screen of the keys from the terminal keyboard that you can select with a mouse, etc.
More...

Thanks! Yes, I checked... got it now.
 
Quote from Dan Dierdorf:

Lol. When does it open and close?
More...

Seriously? Why are you in this thread?

Quote from Engy:

Thanks! Yes, I checked... got it now.
More...

Helpdesk is also your friend. On the equities side Bloomberg's "US EQUITY" is a propriatary custom calculation that is weighted for every exchange trading the securities - so it is different than the SIAC NBBO (nat best bid/offer).

On the commodities side I'm not 100% sure because I don't trade energy or futures, etc. but I would imagine that the Bloomberg "NBBO" quote may be slightly different than other 2nd tier data providers. HELP HELP can give you the exact weighted calculation which might help.
 
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