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 |
DCAF25 |
DCA |
SOYBEANS NO. 1 JANUARY 2025 |
Roll on expiration date. |
DCBBF25 |
DCBB |
BLOCKBOARD JANUARY 2025 |
Roll on expiration date. |
DCBF25 |
DCB |
SOYBEANS NO. 2 JANUARY 2025 |
Roll on expiration date. |
DCCF25 |
DCC |
CORN JANUARY 2025 |
Roll on expiration date. |
DCCSF25 |
DCCS |
CORN STARCH JANUARY 2025 |
Roll on expiration date. |
DCFBF25 |
DCFB |
MEDIUM DENSITY FIBERBOARD JANUARY 2025 |
Roll on expiration date. |
DCIF25 |
DCI |
IRON ORE JANUARY 2025 |
Roll on expiration date. |
DCJDZ24 |
DCJD |
FRESH HEN EGG DECEMBER 2024 |
Roll on expiration date. |
DCJF25 |
DCJ |
METALLURGICAL COKE JANUARY 2025 |
Roll on expiration date. |
DCJMF25 |
DCJM |
COKING COAL JANUARY 2025 |
Roll on expiration date. |
DCLF25 |
DCL |
LINEAR LOW DENSITY POLYETHYLENE JANUARY 2025 |
Roll on expiration date. |
DCMF25 |
DCM |
SOYBEAN MEAL JANUARY 2025 |
Roll on expiration date. |
DCPF25 |
DCP |
RBD PALM OLEIN JANUARY 2025 |
Roll on expiration date. |
DCPPF25 |
DCPP |
POLYPROPYLENE JANUARY 2025 |
Roll on expiration date. |
DCVF25 |
DCV |
POLYVINYL CHLORIDE (PVC) JANUARY 2025 |
Roll on expiration date. |
DCYF25 |
DCY |
CRUDE SOYBEAN OIL JANUARY 2025 |
Roll on expiration date. |
DEBZ24 |
DEB |
ETHENYLBENZENE DECEMBER 2024 |
Roll on expiration date. |
DEGZ24 |
DEG |
ETHYLENE GLYCOL DECEMBER 2024 |
Roll on expiration date. |
DLHF25 |
DLH |
LIVE HOG JANUARY 2025 |
Roll on expiration date. |
DPGZ24 |
DPG |
LIQUEFIED PETROLEUM GAS DECEMBER 2024 |
Roll on expiration date. |
DRRF25 |
DRR |
POLISHED ROUND-GRAINED RICE JANUARY 2025 |
Roll on expiration date. |