Tradestation futures contract 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.
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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. You can also download the TradeStation Futures Symbol Reference , a document detailing the futures symbols that are traded on each exchange. Continuous Contract Root Symbol. Continuous Contract Individual Symbol. Custom Continuous Contract Parameters.
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. Daily Expiring Futures details below: No extension is required for electronic futures symbols.
See the Aliases Extensions section below for an explanation of the. 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. For more information on continuous contracts, see Continuous Futures Contracts.
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. See Custom Continuous Futures Symbology for more information.
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. D to the symbol, so it would become ESH The extension is appended to the symbol root after a decimal. The CME recently launched the 3 Month Eurodollar Forward Rate Agreement FRA futures.
This futures market, unlike many other futures markets, uses a daily expiration. For that reason, we have created a new symbology to handle markets that make use of a daily expiration.
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This new symbology indicates the day of the month on which the contract expires. The symbology for all futures markets that do not use a daily expiration will not change. Therefore, all of the futures symbology that you are currently using will not change. The tenth day of the month is indicated by 10, the eleventh day of the month by 11, etc.
The 1 character month code is the standard 1 character month code that is used for all futures in TradeStation. Likewise, the 2 digit year code is the same as the standard 2 digit year code that is used for all futures in TradeStation. Here is a specific example of the symbology for a daily expiring future that would appear in TradeStation.
The symbol root for the FRA futures is 3F. Therefore, the symbology for the July 21, FRA futures would break down as follows:. As an actual symbol, it would look like this: This rule will apply to any markets utilizing daily expiration that may be added in the future. At this time, the FRA futures symbol root 3F are the only futures in TradeStation that make use of daily expirations. In the Symbology expressions given in this section, [x] denotes a parameter that should be replaced with a value.
Futures Contracts Specifications, Symbols, Months and Point Values
The brackets [ ] are not a part of the expression. For example, [Symbol root] should be replaced with a symbol, such as ORCL. Items in italics are optional.