Timeseries ID
Describe the meaning behind using numbers in reference rates' name.
Last updated
Describe the meaning behind using numbers in reference rates' name.
Last updated
The value of the serial number of a single asset reference rate signs the computation method used for its calculation.
Daily single assets are computed once a day for multiple different timezones. Each series is identified by a serial number and its suffix is uniquely defined by
Timezone
Publication time
| Suffix | Timezone | Publication | Methodology |
|---|---|---|---|
p-d | Europe/London | 16:00 | VAP 15:00 to 16:00 |
p-2-d | Europe/London | 15:00 | VFIX at 15:00 |
p-3-d | Europe/London | 16:00 | VAP 12:00 to 16:00 |
p-4-d | America/New_York | 16:00 | VFIX at 16:00 |
p-5-d | Europe/London | 16:00 | VFIX at 16:00 |
p-6-d | Europe/London | 20:00 | VAP 19:00 to 20:00 |
p-7-d | Europe/London | 16:30 | VAP 15:30 to 16:30 |
p-8-d | America/New_York | 16:00 | VAP 15:00 to 16:00 |
p-9-d | Europe/London | 16:30 | VFIX at 16:30 |
p-10-d | Europe/London | 16:00 | VFIX at 16:00 with 24H LOCF* |
*A 24-hour last observation carried forward (LOCF) is used.
VFIX
The created_at and timestamp are derived from the calculation time, not the trades' created_at.
Deprecation notice
The c-* series of indices is deprecated in favor of the methodologically equivalent p-* series.
While existing symbols will continue to be calculated for compatibility, new series will not have a c-* counterpart.
We recommend transitioning to the p-* denomination.