Symbol Help: Futures

Collective2 is able to track most CBOT, CME, NYMEX, EUREX, LIFFE, SIMEX, and NYBOT/ICE futures that you might want to trade in your system. Contracts that are currently in the database are listed below. If you don't see below a contract that you want to trade,  let us know and we'll add it for you.
Important note about pit contracts versus electronic contracts: The world is moving toward electronic contracts. While C2 supports pit traded contracts, we encourage system developers to use electronics wherever possible. There are two important reasons for this. First, it will help you attract subscribers. This is because many futures brokers do not support pit contracts, but all support electronics. For customers of these brokers, AutoTrading simply won't work for any pit contract you specify. The second reason electronics are better: We receive more accurate price feeds and faster fill reporting. You'll run into far fewer "bad ticks," and customer service issues. So, when in doubt, use electronics!

What if I have a pit position but I want to close my position when pit trading is closed but electronic trading is available? Many pit-traded futures have alternate 'electronic contracts' available for trading during evening/off hours. These electronic contracts are labeled below with the symbol. If you open a position with a standard ('pit') contract and want to close the position using the electronic contract, you'll need to convert your position into the electronic contract first. (Or vice versa, if you open a position at night and want to close it during the day.) How to do this: When you go to your trading system's "Details" page, positions which are available in both electronic and pit contracts will display a symbol. Just click the next to your position to convert between day and night symbols. Keep in mind this probably isn't a great thing to do if you have subscribers, because not all brokers support pit contracts. So if you switch to a pit contract and your subscriber's broker doesn't allow that, he will not longer receive your signals for that position.

Collective2 Futures Symbology

Symbol = ROOT + DELIVERYMONTH + LAST DIGIT OF YEAR

example: @ESH0 = E-Mini S&P (March 2010)

Note that for year 2010 contracts, you use a single "0" (zero) as the year... not "10"

So, for example, the December 2010 Emini Russell is @TFSZ0

So, for example, the March 2011 Coffee is @KCH1

Delivery Month Codes
JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC
F G H J K M N Q U V X Z

Futures

Purple text indicates contracts denominated in currencies other than U.S. Dollars

@ES E-Mini S&P CME
@AD Australian Dollar (Electronic) CME
@BO Soybean Oil (Electronic) CBT
EB Brent Crude Oil ICE
@BP British Pound (Electronic) CME
CGB Canadian Government Bond 10-Yr Montreal Exchange
BAX Canadian Banker's Acceptance 3-Month Montreal Exchange
@C Corn (Electronic) CBT
YC Mini-Corn CBT
MT CAC-40 (priced in Euros) EUREX
@CC Cocoa (Electronic) NYB/ICE
@CD Canadian Dollar (Electronic) CME
@KC Coffee (Electronic) NYB/ICE
QHG Copper (Electronic) CMX
@CT Cotton (Electronic) NYB/ICE
QCL Crude Oil (Electronic) NYM
@QM E-Miny Crude Oil NYM
XG DAX (Euros) EUREX
MXE MDAX (Euros) EUREX
CI CRB Index NYB
@DX US Dollar Index (Electronic) NYB / ICE
@YM Dow Jones Emini (Electronic) CBT
YM Dow Jones Emini (Electronic trading, but daytime 8:20-16:15 hours only) CBT
AC Ethanol CME
@AC Ethanol (Electronic) CME
EU Euro FX CME
@EU Euro FX (Electronic) CME
@ME Euro FX Emini CME
BL BOBL (Euros) EUREX
BD Bund (Euros) EUREX
EBE Euribor (Euros) EUREX
IE Euribor (Euros) LIFFE
LS Euroswiss Franc 3Month (Swiss Franc) LIFFE
ED Eurodollar CME
@ED Eurodollar (Electronic) CME
EX Eurostoxx EUREX
EM Libor 1 Month CME
EY EuroYen CME
@GF Feeder Cattle (Electronic) CME
FV Five Year Note CBOT
@FV Five Year Note (Electronic) CBOT
LF FTSE 100 Index LIFFE
@QU Gasoline RBOB E-Mini NYM
QGC Gold CMX
@YG CBOT Gold E-mini CBT
@ZG CBOT Gold Full Size CBT
QHO Heating Oil (Electronic) NYM
@QH E-Miny Heating Oil NYM
HU Unleaded Gas
(see also: RBOB)
NYM
JY Japanese Yen CME
@JE E-mini Japanese Yen CME
@JY Japanese Yen (Electronic 6pm - 5pm EST) CME
KW Kansas City Wheat KCBOT
LB Lumber CME
@LE Live Cattle (Electronic) CME
LH Lean Hogs CME
@HE Lean Hogs (Electronic) CME
LG Long Gilt LIFFE
@PX Mexican Peso CME
MB 10-Year Municipal Bond Index CBT
MD S&P 400 Midcap (Pit) CME
@EMD E-Mini S&P 400 Midcap (Electronic) (eg: March04=@EMDH4) CME
ND Big Nasdaq 100 Index (Pit) CME
@ND Big Nasdaq 100 Index (Electronic) CME
@NQ Emini Nasdaq 100 Index CME
NG Natural Gas (Pit) NYM
QNG Natural Gas (Electronic) NYM
@QG E-Mini Natural Gas NYM
@NE New Zealand Dollar CME
NK Nikkei Index ($ denominated) (Pit)  CME
@NKD Nikkei Index ($ denominated) (Electronic) CME
NNA Nikkei Index (Yen) Singapore
O Oats CBT
@O Oats (Electronic) CBT
@OJ Orange Juice (Electronic) NYB/ICE
RB RBOB Gasoline (Pit) NYM
QRB RBOB Gasoline (Electronic) NYM
@QU E-Mini RBOB Gasoline NYM
PA Palladium CMX
QPA Palladium (Electronic) NYM
PB Pork Bellies CME
PL Platinum NYM
QPL Platinum (Electronic) NYM
PN Propane (Pit) NYM
QPN Propane (Electronic) NYM
RA South African Rand (Pit) CME
@RA South African Rand (Electronic) CME
RR Rough Rice CBT
@RS1 Russell 1000 Index (eg: March07=@RS1H7) CME
MR Mini Russell 1000 Index (NYBOT) NYB
@TFS Russell 2000 Index E-Mini
(Example: Dec 08 contract is @TFSZ8)
NYB/ICE
@TO Russell 2000 Index
(Example: Dec 08 contract is @TFSZ8)
NYB/ICE
RR Rough Rice CBT
@RR Rough Rice (Electronic) CBT
EZ Schatz (Euros) EUREX
SI Silver CMX
QSI Silver (Electronic) CMX
@YI CBOT Mini Silver CBT
@ZI CBOT 5000 oz Silver CBT
S Soybeans CBT
@S Soybeans (Electronic) CBT
SM Soybean Meal CBT
@SM Soybean Meal (Electronic) CBT
YK Mini-Soybeans CBT
@SB Sugar (#11, World) Electronic NYB
SE Sugar #14 NYB
@SE Sugar #14 (Electronic) NYB
S0 10 Year Swap CME
S2 2 Year Swap CME
S5 5 Year Swap CME
SF Swiss Franc CME
@SF Swiss Franc (Electronic) CME
SW Swiss Market Index SMI (CHF) EUREX
SM Soybean Meal CBT
SP S&P 500 (Pit) CME
@SP S&P 500 (Electronic) CME
@SU S&P 500 Barra Value Index (Electronic) CME
LL Sterling Short 3-Month LIFFE
TB T-Bills CME
TU Two Year Note CBT
@TU Two Year Note (Electronic) CBT
@TX S&P Topix Index CME
TY Ten Year Notes CBT
@TY Ten Year Notes (Electronic) CBT
US T-Bonds CBT
@US T-Bonds (Electronic) CBT
W Wheat CBT
@W Wheat (Electronic) CBT
YW Mini-Wheat CBT