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=8 |
| Future |
Future Root |
Description |
Roll Rule Description |
| ASFX24 |
ASF |
SALMON NOVEMBER 2024 |
Roll on expiration date. |
| BKSZ24 |
BKS |
MILLING WHEAT NO. 2 VS KC HRW WHEAT DECEMBER 2024 |
Roll on expiration date. |
| BMSH25 |
BMS |
MILLING WHEAT NO. 2 VS CORN MARCH 2025 |
Roll on expiration date. |
| BWSZ24 |
BWS |
MILLING WHEAT NO. 2 VS CHICAGO WHEAT DECEMBER 2024 |
Roll on expiration date. |
| CAX24 |
CA |
CORN NOVEMBER 2024 |
Roll on expiration date. |
| EDWZ24 |
EDW |
DURUM WHEAT DECEMBER 2024 |
Roll on expiration date. |
| PGX24 |
PG |
RAPESEED NOVEMBER 2024 |
Roll on expiration date. |
| PMZ24 |
PM |
MILLING WHEAT NO. 2 DECEMBER 2024 |
Roll on expiration date. |
