The symbology for a future
contract is
[FUTURE ROOT][MONTH CODE][2 DIGIT YEAR]
For example: @ESZ13 = Emini S&P 500 December 2013 Future Contract
The symbology for a future option contract is
[FUTURE SYMBOL][P/C][STRIKE]
For example: @ESZ13C154000 = Emini S&P 500 December Call at 1540.00
strike
MONTH CODES
Jan-F Feb-G Mar-H Apr-J May-K Jun-M
Jul-N Aug-Q Sep-U Oct-V Nov-X Dec-Z
· For combined session symbols, the first character is "+".
· For Night/Electronic sessions, the first character is "@" (example @ES) or "Q" (example QCL).
· Replace the Month and Year code with
"#" for Front Month (ie. @ES# instead of @ESZ13).
· Replace the Month and Year code with
"#C" for Front Month back-adjusted history (ie. @ES#C instead of @ESZ13).
