# this file defines how to read time series data
################################################
#
# the key is the symbol
#
dji:
    cols: 10
    col_in: Adjusted
    date_format: "%m/%d/%Y"
    test_date: "19350103"
    test_val: 105.14

#############################################################    
gold:
    cols: 2
    col_in: Close
    date_format: "%m/%d/%Y"
    test_date: "19720301"
    test_val: 47.8

r10y:
    cols: 2
    col_in: Close
    date_format: "%m/%d/%Y"
    test_date: "19620301"
    test_val: 3.98

chf:
    cols: 2
    col_in: Close
    date_format: "%m/%d/%Y"
    test_date: "20080505"
    test_val: 1.0539

vix:
    cols: 7
    col_in: Close
    date_format: "%m/%d/%Y"
    test_date: "19900110"
    test_val: 22.44

vvix:
    cols: 7
    col_in: Close
    date_format: "%Y-%m-%d"
    test_date: "20070110"
    test_val: 93.779999

wti:
    cols: 2
    col_in: Close
    date_format: "%m/%d/%Y"
    test_date: "19860106"
    test_val: 26.53

spx:
    cols: 7
    col_in: Close
    date_format: "%m/%d/%Y"
    test_date: "19500501"
    test_val: 18.22

vxv:
    cols: 7
    col_in: Close
    date_format: "%Y-%m-%d"
    test_date: "20060725"
    test_val: 14.61

xiv:
    cols: 7
    col_in: Close
    date_format: "%Y-%m-%d"
    test_date: "20140303"
    test_val: 29.43

#############################################################
# CBOE market data
#    
# spxoption2 only has a few days of data
spxoption2:
    source: CBOE
    cols: 201506
    col_in: LAST
    date_format: "%Y%m%d"
    test_date: NA
    test_val: NA
