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 |
| ZCFU24 |
ZCF |
COTTON NO. 1 SEPTEMBER 2024 |
Roll on expiration date. |
| ZFGQ24 |
ZFG |
FLAT GLASS AUGUST 2024 |
Roll on expiration date. |
| ZJRU24 |
ZJR |
JAPONICA RICE SEPTEMBER 2024 |
Roll on expiration date. |
| ZLRU24 |
ZLR |
LATE INDICA RICE SEPTEMBER 2024 |
Roll on expiration date. |
| ZMAQ24 |
ZMA |
METHANOL AUGUST 2024 |
Roll on expiration date. |
| ZOIU24 |
ZOI |
RAPESEED OIL SEPTEMBER 2024 |
Roll on expiration date. |
| ZPMU24 |
ZPM |
COMMON WHEAT SEPTEMBER 2024 |
Roll on expiration date. |
| ZRIU24 |
ZRI |
EARLY RICE SEPTEMBER 2024 |
Roll on expiration date. |
| ZRMQ24 |
ZRM |
RAPESEED MEAL AUGUST 2024 |
Roll on expiration date. |
| ZRSQ24 |
ZRS |
RAPESEED AUGUST 2024 |
Roll on expiration date. |
| ZSFQ24 |
ZSF |
FERROSILICON AUGUST 2024 |
Roll on expiration date. |
| ZSMQ24 |
ZSM |
MANGANESE SILICON AUGUST 2024 |
Roll on expiration date. |
| ZSRU24 |
ZSR |
WHITE SUGAR SEPTEMBER 2024 |
Roll on expiration date. |
| ZTAQ24 |
ZTA |
PURE TEREPHTHALIC ACID AUGUST 2024 |
Roll on expiration date. |
| ZWHU24 |
ZWH |
STRONG GLUTEN WHEAT SEPTEMBER 2024 |
Roll on expiration date. |
| ZZCQ24 |
ZZC |
THERMAL COAL AUGUST 2024 |
Roll on expiration date. |
