kibot

Data Sources and References

Kibot's reference documentation, contract specifications, trading hours, expiration rules, holiday calendars, is compiled from official exchange sources and verified against broker documentation. This page is the provenance record: the primary exchange pages, broker resources, vendor cross-references, and calculation references used across the support pages, so that anyone reading a Kibot spec can independently verify it against the underlying authority.

Exchange Sources by Asset Class

Equity Index Futures

  • CME Group Equity Index Products
  • Covers E-mini S&P 500 (ES), E-mini Nasdaq-100 (NQ), E-mini Dow (YM), E-mini Russell 2000 (RTY), Micro E-mini contracts, and others.

Currency Futures

  • CME Group FX Products
  • Covers Euro FX (6E), Japanese Yen (6J), British Pound (6B), Australian Dollar (6A), Canadian Dollar (6C), Swiss Franc (6S), and others.

Energy Futures

  • CME Group Energy Products (NYMEX division)
  • Covers Crude Oil (CL), Natural Gas (NG), Heating Oil (HO), RBOB Gasoline (RB), and others.

Grain Futures

  • CME Group Grains and Oilseeds (CBOT division)
  • Covers Corn (ZC), Soybeans (ZS), Wheat (ZW), Soybean Oil (ZL), Soybean Meal (ZM), Oats (ZO), and others.

Metal Futures

  • CME Group Metals Products (COMEX division)
  • Covers Gold (GC), Silver (SI), Copper (HG), Platinum (PL), Palladium (PA), and Micro Gold/Silver contracts.

Treasury Futures

  • CME Group Interest Rate Products (CBOT division)
  • Covers 30-Year Bond (ZB), 10-Year Note (ZN), 5-Year Note (ZF), 2-Year Note (ZT), Ultra Bond (UB), and others.

Livestock Futures

VIX Futures

  • CBOE VIX Products
  • Covers VIX futures and options traded on the CBOE Futures Exchange (CFE).

Trading Hours

  • CME Group Trading Hours
  • Comprehensive listing of electronic and pit trading sessions for all CME Group products across CME, CBOT, NYMEX, and COMEX divisions. See Trading hours for Kibot's consolidated view.

Holiday Calendar

Broker Documentation

Kibot cross-references exchange specifications against broker documentation to confirm contract details, margin requirements, and symbol mappings.

  • Interactive Brokers: https://www.interactivebrokers.com/, Extensive contract search tool with specifications for futures, options, stocks, and forex.
  • Charles Schwab: https://www.schwab.com/, Formerly TD Ameritrade (the thinkorswim platform migrated to Schwab following their 2023-2024 merger). Futures specifications and educational resources.
  • NinjaTrader: https://ninjatrader.com/futures/, Futures trading platform with detailed contract specifications and margin schedules.

Data Vendor Cross-References

  • Barchart Futures: https://www.barchart.com/futures, Independent source for verifying contract months, last trading dates, and settlement procedures.
  • IQFeed (DTN): Kibot's primary real-time data source. IQFeed provides tick-by-tick market data from US exchanges with low latency and high reliability.
  • Kibot rollover rules: Futures rollover rules, Kibot's documentation of how continuous futures contracts are constructed, including rollover dates and methods for each product. See Continuous futures for the concept and Futures expirations for the underlying contract months.

Forex data providers

Unlike stocks, ETFs, and futures, which originate on a single identifiable exchange, forex is over-the-counter, so Kibot's forex archive is consolidated from several providers and a single "best source" is picked per pair. Support has identified the three providers in use as TenFore, Barclays, and FXCM, and has described the selection rule as "for each pair we select the provider with the most trades" (per support). Price levels agree closely across the three but not exactly, so customers who cross-check a specific pair against an external source should expect small-but-nonzero divergence rather than bit-identical rows; matching the right feed provider to the right pair is more important than matching one vendor globally. Volume in forex files is tick count rather than executed volume (Data format reference), because no centralised venue exists to report traded size.

Exchange symbol lists

Kibot publishes three parallel symbol rosters for stocks and ETFs, each refreshed once per week and distributed as tab-delimited text files so downstream code can parse without quoting quirks. The first line of each file is the column header row; the size and start-date columns describe the 1-minute file for that symbol rather than the daily file (per support).

These URLs are what the Online link inside Kibot Agent downloads to refresh the symbol-list dropdown, and they are the fastest way for a scripted pipeline to enumerate what is currently available for purchase without having to sign in. A full consolidated list of stocks and ETFs with intraday coverage is also published at http://www.kibot.com/Files/2/All_Stocks_and_ETFs_Intraday.txt for workflows that want the intraday subset specifically. For per-exchange breakdowns (NYSE vs NASDAQ vs AMEX), Kibot does not publish its own split and refers users to the NASDAQ listing pages (per support).

When Kibot's daily or intraday prices appear to disagree with another vendor, the difference is most often a futures settlement-price vs. last-trade-close mismatch, or a different continuous-contract adjustment method (panama-canal-shifted, ratio-shifted, weighted-average, calendar-weighted) being applied by the other source (per kibot's support Faq). Cross-referencing against Barchart or the exchange directly usually resolves the discrepancy.

Calculation References

  • Easter Algorithm for Good Friday: Wikipedia, Computus, Good Friday (the Friday before Easter Sunday) is a market holiday for US equity and futures markets. Easter's date is calculated using the computus algorithm, which Kibot implements to generate holiday calendars programmatically.
  • Old/New Crop Calendars: CME Grains Seasonality, Understanding old-crop vs. new-crop contract months is essential for correct futures continuous contract construction and spread analysis.

Key Takeaways

  • Kibot's published specifications derive from CME Group and CBOE for futures, with Interactive Brokers, Schwab/thinkorswim, and NinjaTrader used as broker-side cross-references.
  • IQFeed (DTN) is Kibot's primary real-time tick feed; Barchart is used independently to verify contract months and settlement procedures.
  • Forex data is consolidated from TenFore, Barclays, and FXCM, with the best provider picked per pair by trade count, cross-vendor price comparisons for a single pair will be close but not bit-identical.
  • Good Friday dates are generated programmatically using the computus (Easter) algorithm rather than being hardcoded.
  • When Kibot data disagrees with another vendor, the difference is usually a settlement-vs-last-trade close distinction or a continuous-futures adjustment method chosen by the other vendor.
  • Three parallel tab-delimited symbol roster URLs (allactive.txt, all.txt, alldelisted.txt) under kibot.com/files/2/ are refreshed weekly and drive Agent's Online symbol refresh.
  • Grain contract month selection requires awareness of old-crop vs. new-crop calendars, which CME publishes in its educational materials.
  • Data completeness, the quality-assurance process that uses these sources to define "expected" bar counts
  • Market holidays, the calendar derived from CME Group's holiday schedule and the computus algorithm
  • Trading hours, session definitions sourced from the CME Group Trading Hours page
  • Continuous futures, how Kibot's rollover rules combine with these exchange sources
  • Futures specifications, per-contract spec pages that cite this source registry