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. |
DCBBZ24 |
DCBB |
BLOCKBOARD DECEMBER 2024 |
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. |
DCFBZ24 |
DCFB |
MEDIUM DENSITY FIBERBOARD DECEMBER 2024 |
Roll on expiration date. |
DCIZ24 |
DCI |
IRON ORE DECEMBER 2024 |
Roll on expiration date. |
DCJDX24 |
DCJD |
FRESH HEN EGG NOVEMBER 2024 |
Roll on expiration date. |
DCJMZ24 |
DCJM |
COKING COAL DECEMBER 2024 |
Roll on expiration date. |
DCJZ24 |
DCJ |
METALLURGICAL COKE DECEMBER 2024 |
Roll on expiration date. |
DCLF25 |
DCL |
LINEAR LOW DENSITY POLYETHYLENE JANUARY 2025 |
Roll on expiration date. |
DCMZ24 |
DCM |
SOYBEAN MEAL DECEMBER 2024 |
Roll on expiration date. |
DCPPZ24 |
DCPP |
POLYPROPYLENE DECEMBER 2024 |
Roll on expiration date. |
DCPZ24 |
DCP |
RBD PALM OLEIN DECEMBER 2024 |
Roll on expiration date. |
DCVZ24 |
DCV |
POLYVINYL CHLORIDE (PVC) DECEMBER 2024 |
Roll on expiration date. |
DCYF25 |
DCY |
CRUDE SOYBEAN OIL JANUARY 2025 |
Roll on expiration date. |
DEBX24 |
DEB |
ETHENYLBENZENE NOVEMBER 2024 |
Roll on expiration date. |
DEGX24 |
DEG |
ETHYLENE GLYCOL NOVEMBER 2024 |
Roll on expiration date. |
DLHX24 |
DLH |
LIVE HOG NOVEMBER 2024 |
Roll on expiration date. |
DPGX24 |
DPG |
LIQUEFIED PETROLEUM GAS NOVEMBER 2024 |
Roll on expiration date. |
DRRZ24 |
DRR |
POLISHED ROUND-GRAINED RICE DECEMBER 2024 |
Roll on expiration date. |