Futures Symbols
The symbology for futures symbols depends on if it is an individual contract or a continuous contract. Futures symbols also use aliases to indicate what type of trading activity they represent, electronic only, pit only, or both electronic and pit. There is also an alias available for the day session of symbols that trade electronically 24 hours a day.
The symbols used for the Order Bar and the display of data in TradeStation may differ from the symbols used for the Account: Futures window for some futures and futures options. See Futures/Futures Options Symbology Exceptions for more information. You can also download the TradeStation Futures Symbol Reference, a document detailing the futures symbols that are traded on each exchange.
What would you like to do?
Individual Contracts
Continuous Contract Root Symbol
Continuous Contract Individual Symbol
Custom Continuous Contract Parameters
Alias Extensions
Daily Expiring Futures
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Individual Contracts
The symbology for an individual futures contract is the root (which may be one or two characters), followed by the month code, a two-digit year code, a decimal and the alias extension (optional).
Monthly Expiring Futures: [Symbol root][ Month code][ Year code].[Optional Extension]
Daily Expiring Futures (details below): [Symbol root][ Day code][ Month code][ Year code].[Optional Extension]
For example:
Electronic futures contracts for the S&P 500 June 2003 are displayed as SPM03. No extension is required for electronic futures symbols.
Pit traded futures contracts for the S&P 500 March 2003 Pit are displayed as SPH03.P
See the Aliases Extensions section below for an explanation of the .P extension.
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Continuous Contract Root Symbol
The symbology for a continuous futures contract is an at-sign (@) followed by the symbol root and an optional alias extension (preceded by a decimal point). This allows you to plot and back-test a futures contract by automatically linking the current and previous contracts at rollover points to ensure continuity.
You may not automate strategies or place an order using the symbol root continuous contract (see Continuous Contract Individual Symbol below).
@[Symbol root].[Optional Extension]
For example, continuous futures contracts for the S&P 500 Electronic are displayed as @SP. For more information on continuous contracts, see Continuous Futures Contracts.
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Continuous Contract Individual Symbol
The at-sign (@) may also be used with an individual contract symbol to plot and back-test the historical continuous contract data while also permitting orders to be placed for the specified individual contract, including automated strategy orders.
@[Symbol root][ Month code][ Year code].[Optional Extension]
For example, a continuous individual contract futures symbol for the S&P 500 June 2003 is displayed as @SPM03.
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Custom Continuous Contract Parameters
A continuous contract root or individual symbol can include custom continuous parameters that allow you to determine the values used for describing custom contract rollovers.
@[Symbol root][ Month code][ Year code].[Optional Extension]=[Custom Continuous Parameters]
For example, a custom continuous contract symbol based on the S&P 500 June 2006 with a September 2006 rollover (based on open interest and using a constant back adjust) is displayed as @SPM06=11INC . See Custom Continuous Futures Symbology for more information.
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Alias Extensions
The following extensions are used to indicate the type of trading activity. Extensions are optional; if you don't add an extension after a futures symbol, the data for the electronic only will be displayed.
.P = Pit only
.C = Composite (This extension includes data from both electronic and pit activity)
.D = Electronic day only
This extension is available only for those symbols that trade 24 hours a day electronically, such as the E-Mini S&P 500 which starts trading at 15:45 Central and continues until 15:15 Central. For example, to view only the day session for the E-Mini S&P 500 March 2003 Electronic, you would append .D to the symbol, so it would become ESH03.D.
The extension is appended to the symbol root after a decimal.
[Symbol root].[Optional Extension]
For example, SPM03.P indicates a future contract of the S&P 500 June 2003 Pit.
The symbology for futures symbols depends on if it is an individual contract or a continuous contract. Futures symbols also use aliases to indicate what type of trading activity they represent, electronic only, pit only, or both electronic and pit. There is also an alias available for the day session of symbols that trade electronically 24 hours a day.
The symbols used for the Order Bar and the display of data in TradeStation may differ from the symbols used for the Account: Futures window for some futures and futures options. See Futures/Futures Options Symbology Exceptions for more information. You can also download the TradeStation Futures Symbol Reference, a document detailing the futures symbols that are traded on each exchange.
What would you like to do?
Individual Contracts
Continuous Contract Root Symbol
Continuous Contract Individual Symbol
Custom Continuous Contract Parameters
Alias Extensions
Daily Expiring Futures
--------------------------------------------------------------------------------
Individual Contracts
The symbology for an individual futures contract is the root (which may be one or two characters), followed by the month code, a two-digit year code, a decimal and the alias extension (optional).
Monthly Expiring Futures: [Symbol root][ Month code][ Year code].[Optional Extension]
Daily Expiring Futures (details below): [Symbol root][ Day code][ Month code][ Year code].[Optional Extension]
For example:
Electronic futures contracts for the S&P 500 June 2003 are displayed as SPM03. No extension is required for electronic futures symbols.
Pit traded futures contracts for the S&P 500 March 2003 Pit are displayed as SPH03.P
See the Aliases Extensions section below for an explanation of the .P extension.
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Continuous Contract Root Symbol
The symbology for a continuous futures contract is an at-sign (@) followed by the symbol root and an optional alias extension (preceded by a decimal point). This allows you to plot and back-test a futures contract by automatically linking the current and previous contracts at rollover points to ensure continuity.
You may not automate strategies or place an order using the symbol root continuous contract (see Continuous Contract Individual Symbol below).
@[Symbol root].[Optional Extension]
For example, continuous futures contracts for the S&P 500 Electronic are displayed as @SP. For more information on continuous contracts, see Continuous Futures Contracts.
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Continuous Contract Individual Symbol
The at-sign (@) may also be used with an individual contract symbol to plot and back-test the historical continuous contract data while also permitting orders to be placed for the specified individual contract, including automated strategy orders.
@[Symbol root][ Month code][ Year code].[Optional Extension]
For example, a continuous individual contract futures symbol for the S&P 500 June 2003 is displayed as @SPM03.
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Custom Continuous Contract Parameters
A continuous contract root or individual symbol can include custom continuous parameters that allow you to determine the values used for describing custom contract rollovers.
@[Symbol root][ Month code][ Year code].[Optional Extension]=[Custom Continuous Parameters]
For example, a custom continuous contract symbol based on the S&P 500 June 2006 with a September 2006 rollover (based on open interest and using a constant back adjust) is displayed as @SPM06=11INC . See Custom Continuous Futures Symbology for more information.
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Alias Extensions
The following extensions are used to indicate the type of trading activity. Extensions are optional; if you don't add an extension after a futures symbol, the data for the electronic only will be displayed.
.P = Pit only
.C = Composite (This extension includes data from both electronic and pit activity)
.D = Electronic day only
This extension is available only for those symbols that trade 24 hours a day electronically, such as the E-Mini S&P 500 which starts trading at 15:45 Central and continues until 15:15 Central. For example, to view only the day session for the E-Mini S&P 500 March 2003 Electronic, you would append .D to the symbol, so it would become ESH03.D.
The extension is appended to the symbol root after a decimal.
[Symbol root].[Optional Extension]
For example, SPM03.P indicates a future contract of the S&P 500 June 2003 Pit.
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