Futures Product Name | Most Platforms | TradeStation |
E-mini S&P 500 | (ES) | (ES) |
E-mini NASDAQ 100 | (NQ) | (NQ) |
E-mini Russell 2000 | (RTY) | (RTY) |
Mini-DOW | (YM) | (YM) |
Nikkei NKD | (NKD) | (NK) |
Australian Dollar | (6A) | (AD) |
British Pound | (6B) | (BP) |
Canadian Dollar | (6C) | (CD) |
Euro FX | (6E) | (EC) |
Japanese Yen | (6J) | (JY) |
Swiss Franc | (6S) | (SF) |
E-mini Euro FX | (E7) | (E7) |
Gold | (GC) | (GC) |
Silver | (SI) | (SI) |
Copper | (HG) | (HG) |
Crude Oil | (CL) | (CL) |
E-mini Crude Oil | (QM) | (QM) |
Natural Gas | (NG) | (NG) |
E-mini Natural Gas | (QG) | (QN) |
Corn | (ZC) | (C) |
Wheat | (ZW) | (W) |
Soybeans | (ZS) | (S) |
Soybean Meal | (ZM) | (SM) |
Soybean Oil | (ZL) | (BO) |
Lean Hogs | (HE) | (LH) |
Live Cattle | (LE) | (LC) |
2-Year Note | (ZT) | (TU) |
5-Year Note | (ZF) | (FV) |
10-Year Note | (ZN) | (TY) |
30-Year Bond | (ZB) | (US) |
Ultra-Bond | (UB) | (UB) |
Ultra-Note | (TN) | (TEN) |
Eurodollar | (GE) | (ED) |
Individual Contracts
The symbology for an individual futures contract is the root (which may be one or more characters), followed by the month code, a two-digit year code, a decimal and the alias extension (optional).
[Symbol root][Month Code][Year Code].[Alias]
For example, futures contracts for the S&P 500 June 2020 Pit are displayed as ESM20.P. See the Alias Extensions section below for an explanation of the .P extension.
Continuous Futures Contracts - *Not Tradable - for analysis only*
Continuous futures data is necessary for the back-testing of futures markets due to the limited lifespan of this type of market. This data is linked at rollover points and is adjusted to ensure continuity.
The symbology for a continuous futures contract is an ampersand (@) followed by the symbol root, a decimal and the alias extension (optional).
@[Symbol root].[Alias]
For example, continuous futures contracts for the S&P 500 Electronic are displayed as @ES. For more information on continuous contracts, click on Help – TradeStation Platform Help in the TradeStation platform. Under the Index tab, enter continuous and click on Continuous Contracts.
Alias Extensions
Extensions are optional; if you don’t add an extension after a futures symbol, the data for the electronic-only futures will be displayed.
The following extensions are used to indicate the type of trading activity:
.C = Composite (includes data from both electronic and pit activity)
.D = Electronic day only
.P = Pit only
Note: The .D extension is available only for symbols that trade 24 hours a day electronically, such as the E-Mini S&P 500, which starts trading at 5 p.m. Central Time and continues until 4:15 p.m. on the following day. For example, to view only the day session for the E-Mini S&P 500 March 2020 Electronic, append .D to the symbol, so it would become ESH20.D.