Permitted Futures Symbols - TradeStation

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.

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