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What's the difference between @ES, @ES.D, @ESH22, and @ESH22.D? Thanks.


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What's the difference between @ES, @ES.D, @ESH22, and @ESH22.D? Thanks.

  #1 (permalink)
 kand 
Seattle WA
 
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Good evening,

I'm just getting going in futures and the naming conventions are tricky. May I ask what's the difference between @ES, @ES.D, @ESH22, and @ESH22.D?

I know @ is the continuous contract, and ES is the big mini contract. I don't understand the .D or the 22. I'm using TradeStation 10.

Thanks.

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 josh 
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kand View Post
Good evening,

I'm just getting going in futures and the naming conventions are tricky. May I ask what's the difference between @ES, @ES.D, @ESH22, and @ESH22.D?

I know @ is the continuous contract, and ES is the big mini contract. I don't understand the .D or the 22. I'm using TradeStation 10.

Thanks.

Futures Symbology

"D" is apparently "electronic session day only". Presumably this would be the cash hours, or 9am to 4pm ET.

"22" is the year. ESM23 is the June 2023 contract, for example.

Plain "@ES" is probably the front month contract. "@ESH22" is the March 2022 contract, which is the current front month contract, so until this contract expires, it would be equivalent to @ES.

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  #3 (permalink)
 kevinkdog   is a Vendor
 
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A couple clarifications:

1. @ES and @ESH22 are indeed identical right now. You can't live trade @ES though. You can live auto trade @ESH22, which is referred to as the continuous tradable contract. @ES is mainly for backtesting.

2. When @ES and @ESH22 are nor longer identical, you will know it is time to roll position to @ESM22. At that time, @ES=@ESM22

3. The .D is what Tradestation calls the "day session." They mainly have these for the stock indices. These symbols (8:30 AM - 3:15 PM M-F, Exchange [Central] time)) have no overnight hours, so if your strategy has a stop/target, those will NOT be active overnight if you automate it.

Hope this helps!



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 bobwest 
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kand View Post
Good evening,

I'm just getting going in futures and the naming conventions are tricky. May I ask what's the difference between @ES, @ES.D, @ESH22, and @ESH22.D?

I know @ is the continuous contract, and ES is the big mini contract. I don't understand the .D or the 22. I'm using TradeStation 10.

Thanks.

Moved this thread from the generic "Emini and Emicro Index" section to the "Trade Station" section.

These symbol variants are used in TradeStation, but probably would be puzzling to non-TradeStation users.

@kevinkdog has explained the usage in his post, above.

Bob.

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Last Updated on December 20, 2021


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