Symbol Guide: Difference between revisions
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→Rithmic 01 Futures Symbols
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== 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 contain 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> | |||
== INDICES AND STATISTICS == | == INDICES AND STATISTICS == | ||
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|style="width: 10%; background-color:#E3FBE5;"|$'''PREM''' | |style="width: 10%; background-color:#E3FBE5;"|$'''PREM''' | ||
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