Commodity Market: DCE
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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).
DCE: Records=21 |
Future |
Future Root |
Description |
Roll Rule Description |
DCAN25 |
DCA |
SOYBEANS NO. 1 JULY 2025 |
Roll on expiration date. |
DCBBU25 |
DCBB |
BLOCKBOARD SEPTEMBER 2025 |
Roll on expiration date. |
DCBN25 |
DCB |
SOYBEANS NO. 2 JULY 2025 |
Roll on expiration date. |
DCCN25 |
DCC |
CORN JULY 2025 |
Roll on expiration date. |
DCCSN25 |
DCCS |
CORN STARCH JULY 2025 |
Roll on expiration date. |
DCFBN25 |
DCFB |
MEDIUM DENSITY FIBERBOARD JULY 2025 |
Roll on expiration date. |
DCIN25 |
DCI |
IRON ORE JULY 2025 |
Roll on expiration date. |
DCJDN25 |
DCJD |
FRESH HEN EGG JULY 2025 |
Roll on expiration date. |
DCJMN25 |
DCJM |
COKING COAL JULY 2025 |
Roll on expiration date. |
DCJN25 |
DCJ |
METALLURGICAL COKE JULY 2025 |
Roll on expiration date. |
DCLN25 |
DCL |
LINEAR LOW DENSITY POLYETHYLENE JULY 2025 |
Roll on expiration date. |
DCMN25 |
DCM |
SOYBEAN MEAL JULY 2025 |
Roll on expiration date. |
DCPN25 |
DCP |
RBD PALM OLEIN JULY 2025 |
Roll on expiration date. |
DCPPN25 |
DCPP |
POLYPROPYLENE JULY 2025 |
Roll on expiration date. |
DCVN25 |
DCV |
POLYVINYL CHLORIDE (PVC) JULY 2025 |
Roll on expiration date. |
DCYN25 |
DCY |
CRUDE SOYBEAN OIL JULY 2025 |
Roll on expiration date. |
DEBN25 |
DEB |
ETHENYLBENZENE JULY 2025 |
Roll on expiration date. |
DEGN25 |
DEG |
ETHYLENE GLYCOL JULY 2025 |
Roll on expiration date. |
DLHN25 |
DLH |
LIVE HOG JULY 2025 |
Roll on expiration date. |
DPGN25 |
DPG |
LIQUEFIED PETROLEUM GAS JULY 2025 |
Roll on expiration date. |
DRRN25 |
DRR |
POLISHED ROUND-GRAINED RICE JULY 2025 |
Roll on expiration date. |