Description of SPAN®’s risk parameter file
The SPAN® Risk Parameter file is downloaded from a source (ftp-server or similar).
The Nasdaq Commodities end of day SPAN® file is generated and distributed in the evening of each day being a trading day in any of Nasdaq Commodities' market.
Nasdaq Commodities has introduced the Intra-day SPAN® files from March 17th, 2014. For details regarding the Intra-day SPAN please contact Clearing Risk firstname.lastname@example.org
The FTP Location Site: ftp://ftp.nordic.nasdaqomxtrader.com
The SPAN® file has the following structure and location
- Production Folder Structure: /Commodities/PROD/Common/<date>
- Location: ftp://ftp.nordic.nasdaqomxtrader.com/Commodities/PROD/Common/
- Test Folder Structure: /Commodities/<TEST>/Common/<date> Exemple from External Test System 4
- Location: ftp://ftp.nordic.nasdaqomxtrader.com/Commodities/EXT4/Common/
The SPAN® files have the following name standard
- Example EOD SPAN®: NSPANPAR_-001__-SE-_____-140407-001.txt
- Example Intra-Day SPAN®: NSPANI___-001__-SE-_____-140407-015.txt
Full description of the SPAN® file:
SPAN® is a registered trademark of Chicago Mercantile Exchange Inc., used herein under license. Chicago Mercantile Exchange Inc. assumes no liability in connection with the use of SPAN® by any person or entity.