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 |
| ASFK25 |
ASF |
SALMON MAY 2025 |
Roll on expiration date. |
| BKSU25 |
BKS |
MILLING WHEAT NO. 2 VS KC HRW WHEAT SEPTEMBER 2025 |
Roll on expiration date. |
| BMSH26 |
BMS |
MILLING WHEAT NO. 2 VS CORN MARCH 2026 |
Roll on expiration date. |
| BWSU25 |
BWS |
MILLING WHEAT NO. 2 VS CHICAGO WHEAT SEPTEMBER 2025 |
Roll on expiration date. |
| CAM25 |
CA |
CORN JUNE 2025 |
Roll on expiration date. |
| EDWK25 |
EDW |
DURUM WHEAT MAY 2025 |
Roll on expiration date. |
| PGQ25 |
PG |
RAPESEED AUGUST 2025 |
Roll on expiration date. |
| PMK25 |
PM |
MILLING WHEAT NO. 2 MAY 2025 |
Roll on expiration date. |
