Commodity Market: MGE_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).
MGE_GBX: Records=14 |
Future |
Future Root |
Description |
Roll Rule Description |
@MS1H25 |
@MS1 |
MGEX HRSW CSO CONSECUTIVE SYNTHETIC MARCH 2025 |
Roll on expiration date. |
@MS4H25 |
@MS4 |
MGEX HRSW CSO MAR - JUL SYNTHETIC MARCH 2025 |
Roll on expiration date. |
@MS5H25 |
@MS5 |
MGEX HRSW CSO MAR - SEP SYNTHETIC MARCH 2025 |
Roll on expiration date. |
@MS6H25 |
@MS6 |
MGEX HRSW CSO MAR - DEC SYNTHETIC MARCH 2025 |
Roll on expiration date. |
@MS7K25 |
@MS7 |
MGEX HRSW CSO MAY - SEP SYNTHETIC MAY 2025 |
Roll on expiration date. |
@MS8K25 |
@MS8 |
MGEX HRSW CSO MAY - DEC SYNTHETIC MAY 2025 |
Roll on expiration date. |
@MS9K25 |
@MS9 |
MGEX HRSW CSO MAY - MAR SYNTHETIC MAY 2025 |
Roll on expiration date. |
@MWH25 |
@MW |
HARD RED SPRING WHEAT MARCH 2025 |
Roll 8 trading days from the end of the month prior to expiration. |
@MY1N25 |
@MY1 |
MGEX HRSW CSO JUL - DEC SYNTHETIC JULY 2025 |
Roll on expiration date. |
@MY2N25 |
@MY2 |
MGEX HRSW CSO JUL - MAR SYNTHETIC JULY 2025 |
Roll on expiration date. |
@MY3N25 |
@MY3 |
MGEX HRSW CSO JUL - MAY SYNTHETIC JULY 2025 |
Roll on expiration date. |
@MY4U25 |
@MY4 |
MGEX HRSW CSO SEP - MAR SYNTHETIC SEPTEMBER 2025 |
Roll on expiration date. |
@MY5U25 |
@MY5 |
MGEX HRSW CSO SEP - MAY SYNTHETIC SEPTEMBER 2025 |
Roll on expiration date. |
@MY7Z25 |
@MY7 |
MGEX HRSW CSO DEC - MAY SYNTHETIC DECEMBER 2025 |
Roll on expiration date. |