Commodity Market: ENCOM
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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).
| ENCOM: Records=10 |
| Future |
Future Root |
Description |
Roll Rule Description |
| CAQ22 |
CA |
CORN AUGUST 2022 |
Roll on expiration date. |
| EDWU22 |
EDW |
DURUM WHEAT SEPTEMBER 2022 |
Roll on expiration date. |
| PGQ22 |
PG |
RAPESEED AUGUST 2022 |
Roll on expiration date. |
| PMU22 |
PM |
MILLING WHEAT NO. 2 SEPTEMBER 2022 |
Roll on expiration date. |
| RSMU22 |
RSM |
RAPESEED MEAL SEPTEMBER 2022 |
Roll on expiration date. |
| RSOU22 |
RSO |
RAPESEED OIL SEPTEMBER 2022 |
Roll on expiration date. |
| RWPU22 |
RWP |
RESIDENTIAL WOOD PELLETS SEPTEMBER 2022 |
Roll on expiration date. |
| SKMQ22 |
SKM |
SKIMMED MILK POWDER AUGUST 2022 |
Roll on expiration date. |
| ULBQ22 |
ULB |
UNSALTED LACTIC BUTTER AUGUST 2022 |
Roll on expiration date. |
| WFPQ22 |
WFP |
SWEET WHEY FOOD GRADE POWDER AUGUST 2022 |
Roll on expiration date. |
