Symbol Guide: Difference between revisions
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== Interactive Brokers Futures == | == Interactive Brokers Futures Symbols == | ||
See the [[Interactive Brokers]] guide to set up the data connection.<br> | See the [[Interactive Brokers]] guide to set up the data connection.<br> | ||
Interactive Brokers provide native continuous contracts. The symbols start with '''@''', like '''@ES'''.<div style="background-color: #E3FBE5;">'''Note''': Continuous contracts are not tradable. For trading they should be mapped to front-month contracts. See the '''[[How to Set Up Symbol Mapping]]''' guide.</div> | Interactive Brokers provide native continuous contracts. The symbols start with '''@''', like '''@ES'''.<div style="background-color: #E3FBE5;">'''Note''': Continuous contracts are not tradable. For trading they should be mapped to front-month contracts. See the '''[[How to Set Up Symbol Mapping]]''' guide.</div> | ||
Individual contract names consist of a '''symbol root''' (like ES), '''month code (M)''', and one-digit '''year code (Y)''' | Individual contract names consist of a '''symbol root''' (like ES), '''month code (M)''', and one-digit '''year code (Y)''', e.g., '''ESM4'''<br> | ||
To ensure correct symbol parameters, we recommend adding symbols from data source in QuoteManager → Instrument → Add Symbol → From Data Source. | To ensure correct symbol parameters, we recommend adding symbols from data source in QuoteManager → Instrument → Add Symbol → From Data Source. | ||
Revision as of 17:52, 15 April 2024
To get consistent data in MultiCharts one should add the correct symbol into the QuoteManager base. Detailed instructions on adding symbols directly from a data source can be found here
FUTURES
Each futures market has a ticker symbol that is followed by symbols for the contract month and year. The symbol name consists of abbreviation, month code and single/2-digit year.
Month Codes
Month | Jan | Feb | Mar | April | May | June | July | Aug | Sep | Oct | Nov | Dec |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Code | F | G | H | J | K | M | N | Q | U | V | X | Z |
Futures Symbols
In the table below can be found the correct abbreviations and formatting of Futures Symbols.
M stands for the MonthCode
Y or YY stand for the year
M* - Month is numeric
MON - Month name shortened to first 3 letters
Name | Interactive Brokers | Rithmic | DTN IQFeed | eSignal | CQG | GAIN Capital (ex.Open E Cry) |
Barchart | MBTrading | Trading Technologies |
---|---|---|---|---|---|---|---|---|---|
Indices | |||||||||
S&P 500 E-mini | ESMY @ES |
ESMY | @ES# @ESMYY |
ES #F ES MY |
EPMYY | ESMY @ES |
ESMY | /ESMY | ESMY |
S&P 500 | SPXMY @SP |
SPMY | SP# +SPMYY @SP# @SPMYY |
SP #F SP MY |
SPAMYY | SPMY | SPMY | /SPMY | SPMY |
Russell 1000 E-mini | RFMY @RF |
RFMY | @RS1MYY | RN #F | RFEMYY | RF-MMY | RIMY | /RFMY | RIMY |
Russell 2000 E-mini | TFMY @TF |
TF FMM00YY! | @TFS# @TFSMYY |
TF #F TF MY |
TFEMYY | RLM-MMY | RJMY | /TFMY | TFMY |
Nasdaq 100 E-mini | NQMY @NQ |
NQMY | @NQ# @NQMYY |
NQ #F NQ MY |
ENQMYY | NQMY @NQ |
NQMY | /NQMY | NQMY |
Nasdaq 100 Index | NDMY | ND #F | NDAMYY | ||||||
DJIA E-mini | YM MON YY @YM |
YMMY | @YM# @YMMYY |
YM #F YM MY |
YMMYY | YMMY @YM |
YMMY | /YMMY | YMMY |
FTSE 100 | FTSEMY | FTSEMY | LF# | QFAMYY | FTSEMY | ||||
CAC 40 | FCEMY | MT# MTMYY |
PILMYY | FCEMY | |||||
Hang Seng | HSIMY | HSIMYY | HSIMY @HSI |
||||||
Nikkei 225 | NKDMY @NKD |
NKDMY | @NKDMYY @NKD# |
NKDMYY | NKDMY @NKD |
||||
DAX | FDAX MON YY @FDAX |
FDAXMM*YY | XGMYY XG# |
AX U6-DT | DDMYY | FDAXMY | DYMY | ||
Euro Stoxx | FESX MON YY @FESX |
FESXMM*YY | EXMYY EX# |
ET U6-DT | DSXMYY | FESXMY | |||
BUND | FGBL MON YY @FGBL |
FGBLMM*YY | BDMYY BD# |
GB Z9-DT | DBMYY | FGBLMY | |||
BOBL | FGBM MON YY @FGBM |
FGBMM*Y | BLMYY BL# |
DLMYY | FGBMMY | ||||
Euro Schatz | FGBS MON YY @FGBS |
FGBSMY | EZMYY EZ# |
DGMYY | FGBSMY | ||||
Currencies | |||||||||
Euro FX | 6EMY @6E |
6EMY | @EU# @EUMYY |
6E #F 6E MY |
EU6MYY | 6EMY @6E |
EUMY | /6EMY | 6EMY |
Eurodollar - i-rate derivative | GEMY @GE |
GEMY | @ED# @EDMYY |
GE #F GE MY |
|||||
E-Mini Japanese Yen | J7MY @J7 |
J7MY | @JE# @JEMYY |
ZJ #F ZJ MY |
J7MY @J7 |
||||
Japanese Yen | 6JMY @6J |
6JMY | @JY# @JYMYY |
JY #F JY MY |
EJYMYY | 6JMY @6J |
JYMY | /JYMY | JYMY |
British Pound | 6BMY @6B |
6BMY | @BP# @BPMYY |
BP #F BP MY |
BP6MYY | 6BMY @6B |
B6MY | /6BMY | 6BMY |
Australian Dollar | 6AMY @6A |
6AMY | @ADMYY | 6A #F 6A MY |
DA6MYY | 6AMY @6A |
A6MY | /6AMY | 6AMY |
New Zealand Dollar | 6NMY @6N |
6NMY | NZD# | 6N #F 6N MY |
NE6MYY | 6NMY @6N |
N6MY | /6NMY | 6NMY |
Canadian Dollar | 6CMY @6C |
6CMY | @CD# | 6C #F 6C MY |
CA6MYY | 6CMY @6C |
D6MYY | /6CMY | 6CMY |
Swiss Franc | 6SMY @6S |
6SMY | @SF# | SF #F SF MY |
SF6MYY | 6SMY @6S |
S6MY | /6SMY | 6SMY |
U.S. Dollar Index | DXMY @DX |
DX FMM00YY! | @DX# | DX #F DX MY |
DXEMYY | DX-MMY | DXMY | /DXMY | |
E-mini 10 yr T Bond | ZHMY | @YH# @YHMYY |
YH #F YH MY |
||||||
10 yr T Note | ZN MON YY @ZN |
ZNMY | @TY# @TYMYY |
ZN #F ZN MY |
ZNMYY | ZNMY @ZN |
|||
E-mini 10 yr T Note | YNMY | @YN# @YNMYY |
|||||||
30 yr T Bond | ZB MON YY @ZB |
ZBMY | @US# @USMYY |
ZB #F ZB MY |
ZBMYY | ZBMY @ZB |
|||
E-Micro AUD/USD | M6AMY @M6A |
@M6A# | M6A #F | M6AMYY | M6AMY @M6A |
||||
E-Micro GBP/USD | M6BMY @M6B |
@M6B# | M6B #F | M6BMYY | M6BMY @M6B |
||||
E-Micro USD/CAD | @M6C# | M6C #F | M6CMYY | M6CMY @M6C |
|||||
E-Micro EUR/USD | M6EMY @M6E |
@M6E# | M6E #F | M6EMYY | M6EMY @M6E |
||||
E-Micro USD/JPY | @M6J# | M6J #F | M6JMYY | M6JMY @M6J |
|||||
E-Micro USD/CHF | @M6S# | M6S #F | M6SMYY | M6SMY @M6S |
|||||
Energies | |||||||||
Crude Oil Emini | QMMY @QM |
QMMY | @QM# @QMMYY |
QM #F QM MY |
|||||
Crude Oil | CLMY @CL |
CLMY | QCL# QCLMYY |
CL #F CL MY |
CLEMYY | GCLMY @GCL |
CLMY | /CLMY | CLMY |
Natural Gas | NGMY @NG |
NGMY | +NG# +NGMYY |
NG #F NG MY |
NGEMYY | GNGMY @GNG |
NGMY | /NGMY | NGMY |
E-Mini Natural Gas | NQGMY | QGMY @QG |
|||||||
Heating Oil | HOMY @HO |
HOMY | +HO# HOMY |
HO #F HO MY |
HOEMYY | HOMY | HOMY | /HOMY | HOMY |
Brent Crude | BZMY @BZ |
EB# @EBMYY |
BRNMY | NSEA-MMY | |||||
Commodities | |||||||||
Corn | ZC MON YY @ZC |
ZCMY | @C# @CMYY |
C #F | ZCEMYY | ZCMY @ZC |
|||
Soybean | ZS MON YY @ZS |
ZSMY | @SMYY | S #F | ZSEMYY | ZSMY @ZS |
|||
Bean Oil | ZLEMYY | ZLMY @ZL |
|||||||
Wheat | ZW MON YY @ZW |
ZWMY | @W# | ZWAMYY | ZWMY @ZW |
||||
Gold | GCMY @GC |
GCMY | QGC# QGCMYY |
GC MY | GCEMYY | GGCMY @GGC |
|||
Silver | SIMY @SI |
SIMY | QSI# +SIMYY |
SI MY | SIEMYY | GSIMY @GSI |
|||
Copper | HGMY @HG |
HGMY | QHG# QHGMYY |
||||||
Coffee | KCMY @KC |
KCMY | @KCMYY | ||||||
Cocoa | CCMY @CC |
CCMY | @CCMYY @CC# |
Interactive Brokers Futures Symbols
See the Interactive Brokers guide to set up the data connection.
Interactive Brokers provide native continuous contracts. The symbols start with @, like @ES.
Individual contract names consist of a symbol root (like ES), month code (M), and one-digit year code (Y), e.g., ESM4
To ensure correct symbol parameters, we recommend adding symbols from data source in QuoteManager → Instrument → Add Symbol → From Data Source.
INDICES AND STATISTICS
Indices and Statistics Symbols
Name | Interactive Brokers | DTN IQFeed | eSignal |
---|---|---|---|
Dow Jones Industrial Avg | INDU | INDU.X | $INDU |
Nasdaq Composite Index | COMP | COMPX.X | $COMPQ |
S&P 500 Stock Index | SPX | SPX.XO | $SPX |
NYSE Cumulative Tick | TICK-NYSE | TICK.Z | $TICK |
NYSE TRIN | TRIN-NYSE | TRIN.Z | $TRIN |
NYSE Down Volume | VOL-NYSE | VIND.Z | $DVOL |
NYSE Up Volume | VOL-NYSE | VINA.Z | $UVOL |
NYSE Up - Down Volume | JVNT.Z | $VOLD | |
NYSE Total Volume | VINT.Z | $TVOL | |
Market Volatility (CBOE) | VIX | VIX.XO | $VIX |
NYSE Advancing Issues | AD-NYSE | IINA.Z | $ADV |
NYSE Declining Issues | AD-NYSE | IIDA.Z | $DECL |
NYSE Adv minus Decl | JINT.Z | $ADD | |
Nasdaq Advancing Iss. | IIQA.Z | $ADVQ | |
Nasdaq Declining Iss. | IIQD.Z | $DECLQ | |
Nasdaq Adv minus Decl | IIQA.Z-IIQD.Z | $ADDQ | |
Russell 2000 Stock Index | RTY | RUT.X | $RUT |
Biotechnology Index | BTK | BTK.X | $BTK |
CBOE Put/Call Ratio | PCRATIO.Z | ||
Mini Dow Premium | PRYM.Z | ||
Russell 2000 TRIN | RIRT.Z | ||
SP Futures Premium | SP-PREM.Z | $PREM |