Commodity Market: SMALL
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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).
| SMALL: Records=3 |
| Future |
Future Root |
Description |
Roll Rule Description |
| 10YV23 |
10Y |
SMALL 10 YR US TREASURY YIELD OCTOBER 2023 |
Roll on expiration date. |
| 2YV23 |
2Y |
SMALL 2 YR US TREASURY YIELD OCTOBER 2023 |
Roll on expiration date. |
| 30YV23 |
30Y |
SMALL 30 YR US TREASURY YIELD OCTOBER 2023 |
Roll on expiration date. |
