Commodity Market: CBOTMINI
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The symbology for a future contract is [FUTURE ROOT][MONTH CODE][2 DIGIT YEAR]
For example: @ESZ15 = Emini S&P 500 December 2015 Future Contract
The symbology for a future option contract is [FUTURE SYMBOL][P/C][STRIKE]
For example: @ESZ15C154000 = 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
· Replace the Month and Year code with "#" for Front Month (ie. @ES# instead of @ESZ15).
· Replace the Month and Year code with "#C" for Front Month back-adjusted history (ie. @ES#C instead of @ESZ15).
| CBOTMINI: Records=7 |
| Future |
Future Root |
Description |
Roll Rule Description |
| @MKCN24 |
@MKC |
MINI KC HRW WHEAT JULY 2024 |
Roll 8 trading days from the end of the month prior to expiration. |
| @YCN24 |
@YC |
MINI CORN JULY 2024 |
Roll 8 trading days from the end of the month prior to expiration. |
| @YKN24 |
@YK |
MINI SOYBEAN JULY 2024 |
Roll 8 trading days from the end of the month prior to expiration. |
| @YMM24 |
@YM |
E-MINI DOW JONES $5 JUNE 2024 |
Roll 5 trading days before expiration date. |
| @YMTM24 |
@YMT |
E-MINI DOW JONES $5 BTIC JUNE 2024 |
Roll 7 trading days before expiration date. |
| @YMXM24 |
@YMX |
E-MINI DOW JONES $5 TMAC JUNE 2024 |
Roll 7 trading days before expiration date. |
| @YWN24 |
@YW |
MINI WHEAT JULY 2024 |
Roll 8 trading days from the end of the month prior to expiration. |
