Commodity Market: ZCE
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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).
ZCE: Records=16 |
Future |
Future Root |
Description |
Roll Rule Description |
ZCFF25 |
ZCF |
COTTON NO. 1 JANUARY 2025 |
Roll on expiration date. |
ZFGZ24 |
ZFG |
FLAT GLASS DECEMBER 2024 |
Roll on expiration date. |
ZJRF25 |
ZJR |
JAPONICA RICE JANUARY 2025 |
Roll on expiration date. |
ZLRF25 |
ZLR |
LATE INDICA RICE JANUARY 2025 |
Roll on expiration date. |
ZMAZ24 |
ZMA |
METHANOL DECEMBER 2024 |
Roll on expiration date. |
ZOIF25 |
ZOI |
RAPESEED OIL JANUARY 2025 |
Roll on expiration date. |
ZPMF25 |
ZPM |
COMMON WHEAT JANUARY 2025 |
Roll on expiration date. |
ZRIF25 |
ZRI |
EARLY RICE JANUARY 2025 |
Roll on expiration date. |
ZRMN25 |
ZRM |
RAPESEED MEAL JULY 2025 |
Roll on expiration date. |
ZRSN25 |
ZRS |
RAPESEED JULY 2025 |
Roll on expiration date. |
ZSFZ24 |
ZSF |
FERROSILICON DECEMBER 2024 |
Roll on expiration date. |
ZSMZ24 |
ZSM |
MANGANESE SILICON DECEMBER 2024 |
Roll on expiration date. |
ZSRF25 |
ZSR |
WHITE SUGAR JANUARY 2025 |
Roll on expiration date. |
ZTAZ24 |
ZTA |
PURE TEREPHTHALIC ACID DECEMBER 2024 |
Roll on expiration date. |
ZWHF25 |
ZWH |
STRONG GLUTEN WHEAT JANUARY 2025 |
Roll on expiration date. |
ZZCZ24 |
ZZC |
THERMAL COAL DECEMBER 2024 |
Roll on expiration date. |