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 |
| EPON24 |
EPO |
EAST MALAYSIAN CRUDE PALM OIL JULY 2024 |
Roll 33 trading days from the end of the month prior to expiration. |
| FSON24 |
FSO |
DCE SOYBEAN OIL JULY 2024 |
Roll 33 trading days from the end of the month prior to expiration. |
| GLDJ24 |
GLD |
GOLD APRIL 2024 |
Roll on expiration date. |
| KLIJ24 |
KLI |
KUALA LUMPUR STOCK EXCH COMP APRIL 2024 |
Roll on expiration date. |
| KPKK24 |
KPK |
CRUDE PALM KERNEL OIL MAY 2024 |
Roll on expiration date. |
| KPON24 |
KPO |
CRUDE PALM OIL JULY 2024 |
Roll 33 trading days from the end of the month prior to expiration. |
| M70J24 |
M70 |
MINI FTSE BURSA MALAYSIA MID 70 INDEX APRIL 2024 |
Roll on expiration date. |
| POLM24 |
POL |
USD RBD PALM OLEIN JUNE 2024 |
Roll on expiration date. |
| TINK24 |
TIN |
TIN MAY 2024 |
Roll on expiration date. |
| UPOK24 |
UPO |
CRUDE PALM OIL (USD) MAY 2024 |
Roll on expiration date. |
