Symbol Guide: Difference between revisions
From MultiCharts
→Futures Symbols
(31 intermediate revisions by the same user not shown) | |||
Line 89: | Line 89: | ||
|'''RN''' #F | |'''RN''' #F | ||
|style="width: 10%; background-color:#E3FBE5;"|'''RFE'''MYY | |style="width: 10%; background-color:#E3FBE5;"|'''RFE'''MYY | ||
|'''RF-M'''MY | |'''RF-M'''MY | ||
|style="width: 10%; background-color:#E3FBE5;"|'''RI'''MY | |style="width: 10%; background-color:#E3FBE5;"|'''RI'''MY | ||
|'''/RF'''MY | |'''/RF'''MY | ||
Line 111: | Line 111: | ||
|'''NQ''' #F <br> '''NQ''' MY | |'''NQ''' #F <br> '''NQ''' MY | ||
|style="width: 10%; background-color:#E3FBE5;"|'''ENQ'''MYY | |style="width: 10%; background-color:#E3FBE5;"|'''ENQ'''MYY | ||
|'''NQ'''MY | |'''NQ'''MY <br> '''@NQ''' | ||
|style="width: 10%; background-color:#E3FBE5;"|'''NQ'''MY | |style="width: 10%; background-color:#E3FBE5;"|'''NQ'''MY | ||
|'''/NQ'''MY | |'''/NQ'''MY | ||
Line 133: | Line 133: | ||
|'''YM''' #F <br> '''YM''' MY | |'''YM''' #F <br> '''YM''' MY | ||
|style="width: 10%; background-color:#E3FBE5;"|'''YM'''MYY | |style="width: 10%; background-color:#E3FBE5;"|'''YM'''MYY | ||
|'''YM'''MY | |'''YM'''MY <br> '''@YM''' | ||
|style="width: 10%; background-color:#E3FBE5;"|'''YM'''MY | |style="width: 10%; background-color:#E3FBE5;"|'''YM'''MY | ||
|'''/YM'''MY | |'''/YM'''MY | ||
Line 166: | Line 166: | ||
| | | | ||
|style="width: 10%; background-color:#E3FBE5;"|'''HSI'''MYY | |style="width: 10%; background-color:#E3FBE5;"|'''HSI'''MYY | ||
|'''HSI'''MY | |'''HSI'''MY <br> '''@HSI''' | ||
|style="width: 10%; background-color:#E3FBE5;"| | |style="width: 10%; background-color:#E3FBE5;"| | ||
| | | | ||
Line 177: | Line 177: | ||
| | | | ||
|style="width: 10%; background-color:#E3FBE5;"|'''NKD'''MYY | |style="width: 10%; background-color:#E3FBE5;"|'''NKD'''MYY | ||
| | | '''NKD'''MY <br> '''@NKD''' | ||
|style="width: 10%; background-color:#E3FBE5;" | |style="width: 10%; background-color:#E3FBE5;"| | ||
| | |||
|style="width: 10%; background-color:#E3FBE5;"| | |style="width: 10%; background-color:#E3FBE5;"| | ||
|- | |- | ||
Line 479: | Line 478: | ||
|'''CL''' #F <br> '''CL''' MY | |'''CL''' #F <br> '''CL''' MY | ||
|style="width: 10%; background-color:#E3FBE5;"|'''CLE'''MYY | |style="width: 10%; background-color:#E3FBE5;"|'''CLE'''MYY | ||
|'''GCL'''MY | |'''GCL'''MY <br> '''@GCL''' | ||
|style="width: 10%; background-color:#E3FBE5;"|'''CL'''MY | |style="width: 10%; background-color:#E3FBE5;"|'''CL'''MY | ||
|'''/CL'''MY | |'''/CL'''MY | ||
Line 490: | Line 489: | ||
|'''NG''' #F <br> '''NG''' MY | |'''NG''' #F <br> '''NG''' MY | ||
|style="width: 10%; background-color:#E3FBE5;"|'''NGE'''MYY | |style="width: 10%; background-color:#E3FBE5;"|'''NGE'''MYY | ||
|'''GNG'''MY | |'''GNG'''MY <br> '''@GNG''' | ||
|style="width: 10%; background-color:#E3FBE5;"|'''NG'''MY | |style="width: 10%; background-color:#E3FBE5;"|'''NG'''MY | ||
|'''/NG'''MY | |'''/NG'''MY | ||
Line 501: | Line 501: | ||
| | | | ||
|style="width: 10%; background-color:#E3FBE5;"|'''NQG'''MY | |style="width: 10%; background-color:#E3FBE5;"|'''NQG'''MY | ||
|'''QG'''MY | |'''QG'''MY <br> '''@QG''' | ||
|style="width: 10%; background-color:#E3FBE5;"| | |style="width: 10%; background-color:#E3FBE5;"| | ||
| | | | ||
Line 536: | Line 536: | ||
|'''C''' #F | |'''C''' #F | ||
|style="width: 10%; background-color:#E3FBE5;"|'''ZCE'''MYY | |style="width: 10%; background-color:#E3FBE5;"|'''ZCE'''MYY | ||
|'''ZC'''MY | |'''ZC'''MY <br> '''@ZC''' | ||
|style="width: 10%; background-color:#E3FBE5;"| | |style="width: 10%; background-color:#E3FBE5;"| | ||
| | | | ||
Line 547: | Line 547: | ||
|'''S''' #F | |'''S''' #F | ||
|style="width: 10%; background-color:#E3FBE5;"|'''ZSE'''MYY | |style="width: 10%; background-color:#E3FBE5;"|'''ZSE'''MYY | ||
|'''ZS'''MY | |'''ZS'''MY <br> '''@ZS''' | ||
|style="width: 10%; background-color:#E3FBE5;"| | |style="width: 10%; background-color:#E3FBE5;"| | ||
| | | | ||
Line 558: | Line 558: | ||
| | | | ||
|style="width: 10%; background-color:#E3FBE5;"|'''ZLE'''MYY | |style="width: 10%; background-color:#E3FBE5;"|'''ZLE'''MYY | ||
|'''ZL'''MY | |'''ZL'''MY <br> '''@ZL''' | ||
|style="width: 10%; background-color:#E3FBE5;"| | |style="width: 10%; background-color:#E3FBE5;"| | ||
| | | | ||
Line 569: | Line 569: | ||
| | | | ||
|style="width: 10%; background-color:#E3FBE5;"|'''ZWA'''MYY | |style="width: 10%; background-color:#E3FBE5;"|'''ZWA'''MYY | ||
|'''ZW'''MY | |'''ZW'''MY <br> '''@ZW''' | ||
|style="width: 10%; background-color:#E3FBE5;"| | |style="width: 10%; background-color:#E3FBE5;"| | ||
| | | | ||
Line 580: | Line 580: | ||
|'''GC''' MY | |'''GC''' MY | ||
|style="width: 10%; background-color:#E3FBE5;"|'''GCE'''MYY | |style="width: 10%; background-color:#E3FBE5;"|'''GCE'''MYY | ||
|'''GGC'''MY | |'''GGC'''MY <br> '''@GGC''' | ||
|style="width: 10%; background-color:#E3FBE5;"| | |style="width: 10%; background-color:#E3FBE5;"| | ||
| | | | ||
Line 591: | Line 591: | ||
|'''SI''' MY | |'''SI''' MY | ||
|style="width: 10%; background-color:#E3FBE5;"|'''SIE'''MYY | |style="width: 10%; background-color:#E3FBE5;"|'''SIE'''MYY | ||
|'''GSI'''MY | |'''GSI'''MY <br> '''@GSI''' | ||
|style="width: 10%; background-color:#E3FBE5;"| | |style="width: 10%; background-color:#E3FBE5;"| | ||
| | | | ||
Line 629: | Line 629: | ||
|style="width: 10%; background-color:#E3FBE5;"| | |style="width: 10%; background-color:#E3FBE5;"| | ||
|} | |} | ||
== Futures Symbols == | |||
=== Interactive Brokers Futures Symbols === | |||
See the '''[[Interactive Brokers]]''' guide to set up the data connection.<br> | |||
Interactive Brokers provide native continuous contracts. The symbols start with '''@''', like '''@ES'''.<div style="background-color: #E3FBE5;">'''Note''': Continuous contracts are not tradable. For trading they should be mapped to front-month contracts. See the '''[[How to Set Up Symbol Mapping]]''' guide.</div> | |||
Individual contract names consist of a '''symbol root''' (like ES), '''month code (M)''', and one-digit '''year code (Y)''', e.g., '''ESM4'''<br> | |||
See the '''[[Symbol_Guide#Month_Codes|Month Codes]]''' section for reference. | |||
To ensure correct symbol parameters, we recommend adding symbols from data source: QuoteManager → Instrument → Add Symbol → From Data Source.<br> | |||
Interactive Brokers Futures can be searched by root (e.g. '''ES''') or full symbol name (e.g. '''ESM4''').<br> | |||
You can find symbol roots in the '''[[Symbol_Guide#Futures_Symbols|Futures Symbols]]''' table above or in the IB Trader Workstation.<br> | |||
To see expired contracts in the search results, check the '''Include Expired Contracts''' box. | |||
=== Rithmic 01 Futures Symbols === | |||
See the '''[[Rithmic 01]]''' guide to set up the data connection.<br> | |||
Rithmic 01 provides native continuous contracts. The symbols consist of a symbol root only, like '''ES'''.<div style="background-color: #E3FBE5;">'''Note''': Continuous contracts are not tradable. For trading they should be mapped to front-month contracts. See the '''[[How to Set Up Symbol Mapping]]''' guide.</div> | |||
Individual contract names consist of a '''symbol root''' (like ES), '''month code (M)''', and one-digit '''year code (Y)''', e.g., '''ESM4'''<br> | |||
See the '''[[Symbol_Guide#Month_Codes|Month Codes]]''' section for reference. | |||
To ensure correct symbol parameters, we recommend adding symbols from data source: QuoteManager → Instrument → Add Symbol → From Data Source.<br> | |||
Rithmic 01 Futures can be searched by root (e.g. '''ES''') or full symbol name (e.g. '''ESM4''').<br> | |||
You can find symbol roots in the '''[[Symbol_Guide#Futures_Symbols|Futures Symbols]]''' table above or in the Rithmic Trader Pro.<br> | |||
Rithmic 01 does not provide expired contracts list and data for them. | |||
=== IQFeed Futures Symbols === | |||
See the '''[[IQFeed]]''' guide to set up the data connection.<br> | |||
IQFeed provides native continuous contracts. The symbols start with '''@''' and contain # at the end, like '''@ES#'''. There are also back adjusted instruments with C at the end: '''@ES#C'''.<div style="background-color: #E3FBE5;">'''Note''': Continuous contracts are not tradable. For trading they should be mapped to front-month contracts. See the '''[[How to Set Up Symbol Mapping]]''' guide.</div> | |||
Individual contract names consist of a '''symbol root''' (like '''ES'''), '''month code (M)''', and two-digit '''year code (YY)'''. Some symbol names start with '''@''' e.g., '''@ESM24'''<br> | |||
See the '''[[Symbol_Guide#Month_Codes|Month Codes]]''' section for reference. | |||
To ensure correct symbol parameters, we recommend adding symbols from data source: QuoteManager → Instrument → Add Symbol → From Data Source.<br> | |||
It’s possible to load the entire IQFeed symbol list by entering '''*''' into the search field and clicking '''Lookup'''. | |||
Individually IQFeed symbols can be searched by root (e.g. '''ES'''), a part of or full symbol name (e.g. '''ESM'''), and description (e.g. '''E-MINI''').<br> | |||
You can find symbol roots in the '''[[Symbol_Guide#Futures_Symbols|Futures Symbols]]''' table above or in the IQFeed app.<br> | |||
=== CQG Futures Symbols === | |||
See the '''[[CQG]]''' guide to set up the data connection.<br> | |||
CQG does not provide native continuous contracts. It's possible to receive continuous data for the current futures contract by enabling the '''Request Continuation Data for the Front Month Contract''' option on the data provider's end and in the '''[[CQG]]''' data source settings. <br> | |||
Individual contract names consist of a '''symbol root''' (like '''EP'''), '''month code (M)''', and two-digit '''year code (YY)''' e.g., '''EPM24'''<br> | |||
See the '''[[Symbol_Guide#Month_Codes|Month Codes]]''' section for reference. | |||
To ensure correct symbol parameters, we recommend adding symbols from data source: QuoteManager → Instrument → Add Symbol → From Data Source.<br> | |||
CQG Futures can be searched by root (e.g. '''EP'''), full symbol name (e.g. '''EPM24'''), and description (e.g. '''E-MINI''').<br> | |||
You can find symbol roots in the '''[[Symbol_Guide#Futures_Symbols|Futures Symbols]]''' table above.<br> | |||
To see expired contracts in the search results, check the '''Include Expired Contracts''' box. | |||
=== GAIN Capital Futures Symbols === | |||
See the '''[[GAIN Capital]]''' guide to set up the data connection.<br> | |||
GAIN Capital provides native continuous contracts. The symbols start with '''@''', like '''@ES'''.<div style="background-color: #E3FBE5;">'''Note''': Continuous contracts are not tradable. For trading they should be mapped to front-month contracts. See the '''[[How to Set Up Symbol Mapping]]''' guide.</div> | |||
Individual contract names consist of a '''symbol root''' (like ES), '''month code (M)''', and one-digit '''year code (Y)''', e.g., '''ESM4'''<br> | |||
See the '''[[Symbol_Guide#Month_Codes|Month Codes]]''' section for reference. | |||
To ensure correct symbol parameters, we recommend adding symbols from data source: QuoteManager → Instrument → Add Symbol → From Data Source.<br> | |||
GAIN Capital Futures can be searched by root (e.g. '''ES''') or full symbol name (e.g. '''ESM4''').<br> | |||
You can find symbol roots in the '''[[Symbol_Guide#Futures_Symbols|Futures Symbols]]''' table above.<br> | |||
GAIN Capital does not provide expired contracts list and data for them. | |||
=== Barchart Futures Symbols === | |||
See the '''[[Barchart]]''' guide to set up the data connection.<br> | |||
Barchart provides native continuous contracts. The symbols consist of a symbol root only, like '''ES'''.<div style="background-color: #E3FBE5;">'''Note''': Continuous contracts are not tradable. For trading they should be mapped to front-month contracts. See the '''[[How to Set Up Symbol Mapping]]''' guide.</div> | |||
Individual contract names consist of a '''symbol root''' (like ES), '''month code (M)''', and one-digit '''year code (Y)''', e.g., '''ESM4'''<br> | |||
See the '''[[Symbol_Guide#Month_Codes|Month Codes]]''' section for reference. | |||
To ensure correct symbol parameters, we recommend adding symbols from data source: QuoteManager → Instrument → Add Symbol → From Data Source.<br> | |||
Barchart Futures can be searched by root (e.g. '''ES''') or full symbol name (e.g. '''ESM4''').<br> | |||
You can find symbol roots in the '''[[Symbol_Guide#Futures_Symbols|Futures Symbols]]''' table above.<br> | |||
== INDICES AND STATISTICS == | == INDICES AND STATISTICS == | ||
Line 750: | Line 823: | ||
|style="width: 10%; background-color:#E3FBE5;"|$'''PREM''' | |style="width: 10%; background-color:#E3FBE5;"|$'''PREM''' | ||
|-} | |-} | ||
[[Category: | [[Category:Help]] |