Commodity Market: KCBOT_GBX
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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).
KCBOT_GBX: Records=10 |
Future |
Future Root |
Description |
Roll Rule Description |
@C3SH25 |
@C3S |
KC WHEAT CSO MAR-JUL SYNTHETIC MARCH 2025 |
Roll on expiration date. |
@CKSN25 |
@CKS |
KC WHEAT CSO JUL-DEC SYNTHETIC JULY 2025 |
Roll on expiration date. |
@K6SZ25 |
@K6S |
KC WHEAT CSO DEC-JUL SYNTHETIC DECEMBER 2025 |
Roll on expiration date. |
@KC7H25 |
@KC7 |
KC WHEAT CSO CONSECUTIVE SYNTHETIC MARCH 2025 |
Roll on expiration date. |
@KNSN25 |
@KNS |
KC WHEAT CSO JUL-JUL SYNTHETIC JULY 2025 |
Roll on expiration date. |
@KWH25 |
@KW |
HARD RED WINTER WHEAT MARCH 2025 |
Roll 8 trading days from the end of the month prior to expiration. |
@KWTH25 |
@KWT |
HARD RED WINTER WHEAT TAS MARCH 2025 |
Roll on expiration date. |
@KZSZ25 |
@KZS |
KC WHEAT CSO DEC-DEC SYNTHETIC DECEMBER 2025 |
Roll on expiration date. |
@QKCN25 |
@QKC |
KC HRW WHEAT-WHEAT IC SPREAD SYNTHETIC JULY 2025 |
Roll on expiration date. |
@WMKN25 |
@WMK |
MGEX-KCBT WHEAT ICSO SYNTHETIC JULY 2025 |
Roll on expiration date. |