Symbol Guide: Difference between revisions
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→IQFeed Futures Symbols
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|'''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 | ||
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|'''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 | ||
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|'''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 | ||
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|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;"| | ||
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|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;"| | ||
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|style="width: 10%; background-color:#E3FBE5;"| | |style="width: 10%; background-color:#E3FBE5;"| | ||
|- | |- | ||
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|'''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;"| | ||
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|'''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;"| | ||
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|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;"| | ||
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|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;"| | ||
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|'''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;"| | ||
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|'''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;"| | ||
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|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. | |||
=== 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> | |||
== INDICES AND STATISTICS == | == INDICES AND STATISTICS == | ||
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|style="width: 10%; background-color:#E3FBE5;"|$'''PREM''' | |style="width: 10%; background-color:#E3FBE5;"|$'''PREM''' | ||
|-} | |-} | ||
[[Category: | [[Category:Help]] |