Trevor Harnett
posted this on February 17, 2010 14:12
The best source for trading symbols is from your data vendor's website (linked below) or by contacting them directly. We have provided some common futures symbols below for your convenience and guidance.
Instructional Videos
How to Setup Symbols - A General Overview (5 mins)
How to Setup Alias Symbols When Using DTN Market Access Backfill Service (4 mins)
How to Setup DTNMA Symbols with Multipliers (3 mins)
Helpful FAQ
How Do I Add and Change Symbols?
How to Setup MarketDelta Charts for Dual Feed Support - Power charts with one data source and route trades to a separate brokerage destination. Most popular is IQFeed as the data source and MarketDelta Trader as the brokerage destination.
Data Vendor Symbol Guides
* eSignal Symbol Guide
* DTN IQFeed and DTN Market Access Symbol Guide
* Transact Symbol Guide: click on TransAct Symbols.PDF at the bottom of this FAQ or call your broker.
* Interactive Brokers Symbol Guide
Things to know for Futures symbols
Replace the M with month code and the Y with the year (8 for 2008). For DTN you MUST specify a 2 digit year code YY (10 for 2010).
Examples: NQH0 (Mar 2010 E-mini Nasdaq 100) ESU0 (Sept 2010 E-mini S&P 500) or QCLU10 (Sept 2010 Crude Oil)
Click here for month codes and more information about different instruments.
Special Notes located under the matrix.
|
Name |
CQG | OEC |
Zenfire / |
Zen/Rith Exch* |
IB |
IB Exch* |
DTN IQFeed / DTNMA | eSignal | TransAct/ Infinity |
|
E-mini S&P 500 |
ESMY |
ESMY |
CME |
ESMY |
GLOBEX |
@ES# or @ESMYY |
ES #F or ES MY |
ESMY |
|
|
S&P 500 |
|
CME |
SPXMY |
GLOBEX |
+SP# or +SPMYY |
SP #F or SP MY |
|
||
| E-mini Midcap | EMDMY | ||||||||
|
E-mini Russell 2000 (ICE) |
TFMY | RLM-MMY |
TF FMM00YY! (2 spaces after TF) |
NYBOT |
TFMY |
NYBOT |
@TFS# or @TFSMYY |
TF #F or TF MY |
TFMY |
|
E-mini Nasdaq 100 |
NQMY |
NQMY |
CME |
NQMY |
GLOBEX |
@NQ# or @NQMYY |
NQ #F or NQ MY |
NQMY |
|
|
Mini - Sized DJIA |
YMMY |
YMMY |
YMMY |
CBOT |
YMMY |
ECBOT |
@YM# or @YMMYY |
YM #F or YM MY |
|
|
Euro FX |
6EMY |
6EMY |
CME |
EURMY |
GLOBEX |
@EU# or @EUMYY (OEC: @EU# *100 OR @EUMYY * 100) |
6E #F or 6E MY |
||
|
Eurodollar - i-rate derivative |
GEMY |
CME |
GEMY |
ECBOT |
@ED# or @EDMYY |
GE #F or GE MY |
GEMY |
||
|
E-Mini Japanese Yen |
J7MY |
J7MY |
CME |
J7MY |
ECBOT |
@JE# or @JEMYY |
ZJ #F or ZJ MY |
|
|
|
Japanese Yen |
6JMY | 6JMY |
CME |
JPYMY |
CME |
@JY# or @JYMYY |
JY #F or JY MY |
||
|
British Pound |
6BMY | 6BMY |
CME |
GBPMY |
GLOBEX |
@BP# or @BPMYY |
BP #F or BP MY |
||
|
Swiss Franc |
6SMY | 6SMY |
CME |
GLOBEX |
@SF# or @SFMYY |
SF #F |
|||
|
U.S. Dollar Index |
DXMY | DX-MMY |
DX FMM00YY! (2 spaces after DX) |
NYBOT |
@DX# |
DXMY | |||
|
Crude Oil Emini |
QMMY |
NYMEX |
QMMY |
NYMEX |
@QM# or @QMMYY |
QM #F or QM MY |
|
||
|
Crude Oil |
CLMY | GCLMY |
NYMEX |
|
NYMEX |
QCLMYY, QCL# |
CL #F or CL MY |
CLMY |
|
|
Brent Crude |
BRNMY | NSEA-MMY |
EBMYY, EB# |
||||||
|
E-Mini Natural Gas |
QGMY | QGMY | NYMEX | ||||||
|
E-mini 10 yr T Bond |
|
CBOT |
ZHMY |
ECBOT |
@YH# or @YHMYY |
YH #F or YH MY |
|
||
|
10 yr T Note |
ZNMY | ZNMY |
ZNMY |
CBOT |
ZNMY |
CBOT |
@TY# or @TYMYY |
ZN #F or ZN MY |
ZNMY |
|
E-mini 10 yr T Note |
|
CBOT |
YNMY |
ECBOT |
@YN# or @YNMYY |
|
|
||
|
30 yr T Bond |
ZBMY | ZBMY |
ZBMY |
CBOT |
ZBMY |
ECBOT |
@US# or @USMYY |
ZB #F or ZB MY |
ZBMY |
|
Australian Dollar |
6AMY | 6AMY | |||||||
|
Canadian Dollar |
6CMY | 6CMY | |||||||
|
E-Micro AUD/USD |
M6AMY | M6AMY | @M6A# | ||||||
|
E-Micro GBP/USD |
M6BMY | M6BMY | @M6B# | ||||||
|
E-Micro USD/CAD |
M6CMY | M6CMY | @M6C# | ||||||
|
E-Micro EUR/USD |
M6EMY | M6EMY | @M6E# | ||||||
|
E-Micro USD/JPY |
M6JMY | M6JMY | @M6J# | ||||||
|
E-Micro USD/CHF |
M6SMY | M6SMY | @M6S# | ||||||
|
Name |
Zenfire/Rithmic Symbol |
Zen/Rith |
IB |
*Exch |
DTN IQFeed / DTNMA |
eSignal |
Transact/ |
||
|
Hang Seng |
HSIMY |
|
|
HSIMY |
HKFE |
n/a |
|
|
|
|
S&P 500 |
|
|
|
CME |
|
SP #F |
|
||
|
Nasdaq 100 Index |
NDMY |
CME |
|
CME |
|
ND #F |
|
||
|
Corn |
ZCMY |
ZCMY |
ZCMY |
CBOT |
ZCMY |
CBOT |
@C# or @CMYY |
C #F |
ZCMY |
|
Soybean |
ZSMY |
ZSMY |
ZSMY |
CBOT |
ZSMY |
ECBOT |
@SKMYY |
S #F |
ZSMY |
|
Bean Oil |
ZLMY | ZLMY | |||||||
| Wheat | ZWMY | ZWMY | ZWMY | CBOT | ZWMY | CBOT | @W# | ||
|
Gold |
GCMY | GGCMY |
GCMY |
COMEX |
GCMY |
NYMEX |
QGCMYY, QGC# |
GC MY |
GCMY, GC #F |
|
Silver |
SIMY | GSIMY |
SIMY |
COMEX |
GCMY |
NYMEX |
+SIMYY, QSI# |
SI MY |
|
| Copper | HGMY | COMEX | QHGMYY, QHG# |
||||||
| Coffee | KCMY | ICE | @KCMYY | ||||||
| Cocoa | CCMY | ICE | @CCMYY or @CC# | ||||||
|
Nikkei 225 |
NKDMY |
CME |
NKMY |
SGX |
@NKDMYY or @NKD# |
|
|||
|
DAX |
FDAXMY | FDAXMY |
EUREX |
DAXMY |
DTB |
XGMYY or XG# |
AX U6-DT |
FDAXMY |
|
|
Euro Stoxx |
FESXMY | FESXMY |
EUREX |
ESTX50MY |
DTB |
EXMYY or EX# |
ET U6-DT |
|
|
|
BUND |
FGBLMY | FGBLMY |
EUREX |
GBLMY |
DTB |
BDMYY or BD# |
GB Z9-DT |
|
*Exchange setup required for IB and Zenfire/Rithmic. All others use "Auto".
Day Session (RTH) and 24hr trading session times are Eastern U.S. Time.
Indices and Statistics
Note: Futures only brokers (eg. Transact or Zenfire based) do not provide non-futures data
|
Name |
IB |
IB |
DTN IQFeed / DTNMA |
eSignal |
|
|
Dow Jones Industrial Avg |
INDU |
NYSE |
INDU.X |
$INDU |
^DJI |
|
Nasdaq Composite Index |
COMP |
NASDAQ |
COMPX.X |
$COMPQ |
^IXIC |
|
S&P 500 Stock Index |
SPX |
CBOE |
SPX.XO |
$SPX |
^SPX |
|
NYSE Cumulative Tick |
TICK-NYSE |
NYSE |
TICK.Z |
$TICK |
|
|
NYSE TRIN |
TRIN-NYSE |
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 |
CBOE |
VIX.XO |
$VIX |
^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 |
RUT |
CBOE |
RUT.XO |
$RUT |
^RUT |
|
Biotechnology Index |
BTK |
AMEX |
BTK.X |
$BTK |
^BTK |
|
CBOE Put/Call Ratio |
|
|
PCRATIO.Z |
|
|
|
Mini Dow Premium |
|
|
PRYM.Z |
|
|
|
Russell 2000 TRIN |
|
|
RIRT.Z |
|
|
|
SP Futures Premium |
|
|
SP-PREM.Z |
$PREM |
|
*Exchange setup required only for IB. All others use "Auto" by default.

For information on formatting the historical data to match the real time data, Click Here.
Any symbol which natively includes a colon (:) character can NOT be added directly to a chart or quote page. Instead, open the type of chart you desire for this symbol, using any other symbol. Then press Alt+A to open the instrument setup dialog. From this dialog, type in the new symbol with the colon. For example, in eSignal there are exchange traded spread symbols similar to CL U9:CLQ9. Note the space and the lack of a space in the second half of the syntax.
When displaying grains in a footprint chart using the Transact data feed, the symbol instrument display format needs to be set to 99.9999 and the Footprint Data tab of the chart setup needs to have the Price Range set to Custom Range 0.0025. For the Yen (again on Transact only), use the same display format as the grains, but set the Custom Range value to 0.00000025. See this video for using DTNMA with instruments that have different live versus historical decimal formatting.
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