FUTURES (Requires service subscription to each futures exchange.)
|
|
Enter the one or two character contract symbol, a space, month code, then last two digits of the year. Example: ES H20 (March 2020)
For contracts that expire starting in 2018, a 2 digit year format is required:
2018: 18
2019: 19
2010: 20
|
|
Expiration Month Codes
|
Jan |
F |
|
Jul |
N |
Feb |
G |
Aug |
Q |
Mar |
H |
Sep |
U |
Apr |
J |
Oct |
V |
May |
K |
Nov |
X |
Jun |
M |
Dec |
Z |
Cash/Spot |
A0 |
|
For Cash/Spot be sure to use the number 0 and not the letter o.
|
|
Continuous Futures (US Futures only) (See KB Article 2258 for addt'l info)
|
Replace the month code and year with a #F Example: ES #F |
|
Charting Expired Contracts |
In order to chart expired futures contracts you will need to enter the symbol, a space, the expiration month code and then the 4 digit year.
For example: US Z2007 is the US 30yr Bonds for December 2007 AX U2007-DT is the September 2007 DAX on the Eurex exchange
|
|
Aggregate Contract Volume |
This symbol tracks the total volume traded across all contracts for each future by adding the volume for each delivery month to display a Total Aggregate Volume. Replace the month code and the year with a #V. Example: ES #V |
|
Aggregate Open Interest |
This symbol tracks the total open interest across all contracts for each future by adding the Open Interest for each individual delivery month to display the Total Aggregate Open Interest. Replace the month code and year with a #OI. Example: ES #OI |
|
Futures Session ID's
|
The ability to separate the day and night sessions on certain futures are available. Example: ES H20=1 (Globex) & ES H20=2 (Day)
|
|
Futures Options
|
Enter the contract symbol, a space, month code, the last two digits of the year, C for call or P for put, then the strike price. Examples: ES Z22C1140
|
|
International Futures **
|
Enter the contract symbol, a space, month code, the last two digits of the year, dash, then the exchange code. Example: XJO Z22-ASF
|
|
International Futures Options **
|
Enter the contract symbol, a space, month code, the last digit of the year, C for call or P for put, the strike price, dash, then exchange code. Example: XJO H3C1500-ASF (S&P/ASX 200 Call 1500 Strike Price)
|
|
|
|
eSignal Quick Tips |
|
List available futures contracts by right-clicking any futures symbol and choose Autolist. |
|
List available futures options by right-clicking any futures symbol and choose Option Chain. |
|
|