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 |
ZCFN25 |
ZCF |
COTTON NO. 1 JULY 2025 |
Roll on expiration date. |
ZFGM25 |
ZFG |
FLAT GLASS JUNE 2025 |
Roll on expiration date. |
ZJRN25 |
ZJR |
JAPONICA RICE JULY 2025 |
Roll on expiration date. |
ZLRN25 |
ZLR |
LATE INDICA RICE JULY 2025 |
Roll on expiration date. |
ZMAM25 |
ZMA |
METHANOL JUNE 2025 |
Roll on expiration date. |
ZOIN25 |
ZOI |
RAPESEED OIL JULY 2025 |
Roll on expiration date. |
ZPMN25 |
ZPM |
COMMON WHEAT JULY 2025 |
Roll on expiration date. |
ZRIN25 |
ZRI |
EARLY RICE JULY 2025 |
Roll on expiration date. |
ZRMN25 |
ZRM |
RAPESEED MEAL JULY 2025 |
Roll on expiration date. |
ZRSN25 |
ZRS |
RAPESEED JULY 2025 |
Roll on expiration date. |
ZSFM25 |
ZSF |
FERROSILICON JUNE 2025 |
Roll on expiration date. |
ZSMM25 |
ZSM |
MANGANESE SILICON JUNE 2025 |
Roll on expiration date. |
ZSRN25 |
ZSR |
WHITE SUGAR JULY 2025 |
Roll on expiration date. |
ZTAM25 |
ZTA |
PURE TEREPHTHALIC ACID JUNE 2025 |
Roll on expiration date. |
ZWHN25 |
ZWH |
STRONG GLUTEN WHEAT JULY 2025 |
Roll on expiration date. |
ZZCM25 |
ZZC |
THERMAL COAL JUNE 2025 |
Roll on expiration date. |