private void Init()
{
TickerPrefix = "COT.FinFut.";
RecentDataPath = string.Format("/files/dea/history/fut_fin_txt_{0}.zip", DateTime.Now.Year);
for (int i = DateTime.Now.Year - 1; i > 2016; --i)
{
HistorticalDataPaths.Add(string.Format("/files/dea/history/fut_fin_txt_{0}.zip", i));
}
HistorticalDataPaths.Add("/files/dea/history/fin_com_txt_2006_2016.zip");
ColumnsToTimeseriesMapping.Add(7, "Open_Interest_All");
ColumnsToTimeseriesMapping.Add(8, "Dealer_Positions_Long_All");
ColumnsToTimeseriesMapping.Add(9, "Dealer_Positions_Short_All");
ColumnsToTimeseriesMapping.Add(11, "Asset_Mgr_Positions_Long_All");
ColumnsToTimeseriesMapping.Add(12, "Asset_Mgr_Positions_Short_All");
ColumnsToTimeseriesMapping.Add(14, "Lev_Money_Positions_Long_All");
ColumnsToTimeseriesMapping.Add(15, "Lev_Money_Positions_Short_All");
ColumnsToTimeseriesMapping.Add(17, "Other_Rept_Positions_Long_All");
ColumnsToTimeseriesMapping.Add(18, "Other_Rept_Positions_Short_All");
}
private void Init()
{
TickerPrefix = "COT.CmdtsFutOpt.";
RecentDataPath = string.Format("/files/dea/history/com_disagg_txt_{0}.zip", DateTime.Now.Year);
for (int i = DateTime.Now.Year - 1; i > 2016; --i)
{
HistorticalDataPaths.Add(string.Format("/files/dea/history/com_disagg_txt_{0}.zip", i));
}
HistorticalDataPaths.Add("/files/dea/history/com_disagg_txt_hist_2006_2016.zip");
ColumnsToTimeseriesMapping.Add(7, "Open_Interest_All");
ColumnsToTimeseriesMapping.Add(8, "Prod_Merc_Positions_Long_All");
ColumnsToTimeseriesMapping.Add(9, "Prod_Merc_Positions_Short_All");
ColumnsToTimeseriesMapping.Add(10, "Swap_Positions_Long_All");
ColumnsToTimeseriesMapping.Add(11, "Swap_Positions_Short_All");
ColumnsToTimeseriesMapping.Add(13, "M_Money_Positions_Long_All");
ColumnsToTimeseriesMapping.Add(14, "M_Money_Positions_Short_All");
ColumnsToTimeseriesMapping.Add(16, "Other_Rept_Positions_Long_All");
ColumnsToTimeseriesMapping.Add(18, "Other_Rept_Positions_Short_All");
}
