Add training workflow, datasets, and runbook

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+5FOr Beginners Only
+ ■ Contract Specifications
+Futures contracts are traded for a wide variety of markets on a number of exchanges both in the 
+United states and abroad. The specifications for these contracts, especially details such as daily price 
+limits, trading hours, and ticker symbols, can change over time; exchange web sites should be con-
+sulted for up-to-date information. Table 1.1 provides the following representative trading details for 
+six futures markets (
+e-mini s&P 500, 10-year T -note, euro, Brent crude oil, corn, and gold): 
+ 1. exchange. note that some markets are traded on more than one exchange. in some cases, 
+different contracts for the same commodity (or financial instrument) may even be traded on the 
+same exchange.
+ 2. ticker symbol. The quote symbol is the letter code that identifies each market (e.g., es for 
+the e-mini s&P 500, C for corn, eC for the euro), combined with an alphanumeric suffix to 
+represent the month and year.
+ 3. Contract size. The specification of a uniform quantity per contract is one of the key ways in 
+which a futures contract is standardized. By multiplying the contract size by the price, the trader 
+can determine the dollar value of a contract. For example, if corn is trading at $4.00/bushel (bu), 
+the contract value equals $20,000 ($4 × 5,000 bu per contract). 
+if Brent crude oil is trading at 
+$48.30, the contract value is $48,300 ($48.30 × 1,000 barrels). although there are many impor-
+tant exceptions, very roughly speaking, higher per-contract dollar values will imply a greater 
+potential/risk level. (The concept of contract value has no meaning for interest rate contracts.)
+ 4. Price quoted in. This row indicates the relevant unit of measure for the given market.
+ 5. Minimum price fluctuation (“tick”) size and value. This row indicates the minimum 
+increment in which prices can trade, and the dollar value of that move. For example, the mini-
+mum fluctuation for the 
+e-mini s&P 500 contract is 0.25 index points. Thus, you can enter an 
+order to buy December e-mini s&P futures at 1,870.25 or 1,870.50, but not 1,870.30. The 
+minimum fluctuation for corn is 1
+4 ¢/bu, which means you can enter an order to buy December 
+corn at $4.01 1
+2 or $4.01 3
+4 , but not $4.01 5
+8 per bushel. The tick value is obtained by multiply-
+ing the minimum fluctuation by the contract size. For example, for Brent crude oil, one cent 
+($0.01) per barrel × 1,000 barrels = $10. For corn, 
+1
+4 50 00 12 50¢/bu ×=,$ ..
+ 6. Contract months. each market is traded for specific months. For example, the e-mini s&P 
+500 futures contract is traded for March, June, september, and December. Corn is traded for 
+March, May, July, september, and December. Table 1.2 shows the letter designations for each 
+month of the year, which are added (along with the contract year) to a market’s base ticker 
+symbol to create a contract-specific ticker symbol. For example, December 2017 
+e-mini s&P 
+500 futures have a ticker symbol of esZ17, while the symbol for the March 2018 contract is 
+esH18. The symbol for May 2017 corn is CK17. The last trading day for a contract typically 
+occurs on a specified date in the contract month, although in some markets (such as crude oil), 
+the last trading day falls in the month preceding the contract month. For most markets, futures 
+are listed for contract months at least one year forward from the current date. However, trading 
+activity is normally heavily concentrated in the nearest two contracts.