Commodity Market: MDEX
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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).
MDEX: Records=10 |
Future |
Future Root |
Description |
Roll Rule Description |
EPOG25 |
EPO |
EAST MALAYSIAN CRUDE PALM OIL FEBRUARY 2025 |
Roll 33 trading days from the end of the month prior to expiration. |
FSOH25 |
FSO |
DCE SOYBEAN OIL MARCH 2025 |
Roll 33 trading days from the end of the month prior to expiration. |
GLDZ24 |
GLD |
GOLD DECEMBER 2024 |
Roll on expiration date. |
KLIZ24 |
KLI |
KUALA LUMPUR STOCK EXCH COMP DECEMBER 2024 |
Roll on expiration date. |
KPKZ24 |
KPK |
CRUDE PALM KERNEL OIL DECEMBER 2024 |
Roll on expiration date. |
KPOG25 |
KPO |
CRUDE PALM OIL FEBRUARY 2025 |
Roll 33 trading days from the end of the month prior to expiration. |
M70Z24 |
M70 |
MINI FTSE BURSA MALAYSIA MID 70 INDEX DECEMBER 2024 |
Roll on expiration date. |
POLG25 |
POL |
USD RBD PALM OLEIN FEBRUARY 2025 |
Roll on expiration date. |
TINZ24 |
TIN |
TIN DECEMBER 2024 |
Roll on expiration date. |
UPOZ24 |
UPO |
CRUDE PALM OIL (USD) DECEMBER 2024 |
Roll on expiration date. |