ProphetX / DTN Help Guide

 

To get started:  Click on the “ProphetX” icon on your desktop or, on the Start menu, go to Programs, FIMI, ProphetX

 

DTN is quite powerful for current and historical commodity price quotes.  It can be used for equities but such prices are not adjusted for stock splits, dividends, etc.

 

Energy Commodities

 

Where I refer to a “price,” the data displayed will include Close, High, Low, Open, Volume, and Open Interest.  The symbol for NYMEX natural gas is “NG  The symbol for NYMEX crude oil is “CL

 

To get the current prompt month price for NYMEX natural gas since it began trading (typically 3 years ago):  On the top Chart menu, select New Tabular Window, and type “NG@1” and hit <enter>

 

If you wanted the current month beyond the prompt mo going back to when it began trading, e.g. April 2003, you would use “NG@2” instead of “NG@1”

 

To get the price for what was then the prompt month for NYMEX natural gas:  On the top Chart menu, select New Tabular Window, and type “NG@C” and hit <enter>

Such historical daily data goes back to June 1999.  Historical weekly NYMEX natural gas data goes back to when NYMEX natural gas began trading; April 1990.  Note that “NG@C” is the same as typing “NG@C1”.  To get the price for what was then one month beyond the prompt month for NYMEX natural gas:  type “NG@C2” and hit <enter>

 

If the data does not go back as far as you need, under the Chart menu, select Preferences and then increase the Working Space Size.

 

To get a strip of natural gas futures quotes:  On the top Quotes menu, select New Quotes Window, and type “NG” in the first cell and hit <F3>

That will give you all current forward contracts.  To get only 12 months of forward contracts, type “NG 12” and hit <F3>

 

To get historical prices for a particular month of NYMEX natural gas:  As an example, say you want the March 2004 NG contract, on the top Chart menu, select New Tabular Window, and type “NGH2004” and hit <enter>

 

To get a quote of the historical prices for a currently trading month of NYMEX natural gas Options on Futures:  As an example, say you want the June 2004 NG call option contract at a strike of $6.00/ MMBtu, on the top Chart menu, select New Tabular Window, and type “NGM4C6000” and hit <enter>

 

Governtment Bills, Bonds, Notes, etc.

 

Where I refer to a “price,” the data displayed will include Close, High, Low, Open, Volume, and Open Interest.  The symbol for CBOT 5 year U.S. Treasury is “FV  The symbol for the U.S. Federal Funds rate is “FF

 

 

Other Info

 

NYMEX Futures month codes are as follows:

Code     Month
F          January
G          February
H          March
J           April
K          May
M          June
N          July
Q          August
U          September
V          October
X          November
Z          December