Futures & Index FAQ
If you have any questions about our data or software products, you can likely find the answers here amongst our FAQ, File Format Guides, and TickWrite® User Guides. However, if you cannot find the answer to your question and/or prefer to speak with one of our data experts, please contact Tick Data today.
Do you have a map of Tick Data cash index symbols to Bloomberg symbols?
Do you have a map of Tick Data futures symbols to Bloomberg symbols?
Can I create continuous files of multiple futures contracts?
What if I find a problem with my data?
How is my data delivered?
Is the data clean?
Does the futures data contain a second or millisecond time stamp?
Why do the futures trading volumes observed in End-of-Day data not equal the volumes in Tick Data’s “Daily” data files?
Is quote data available for all futures contracts?
What is the source of the futures and cash index data?
Does Tick Data provide the complete history of trading for each contract month?
Does the futures data contain trade volume information?
How can I receive updates to the data?
Does the data include GLOBEX, electronic or the overnight sessions?
Is the E-mini data 24 hours?
In what format does the data come?
In what time zone is the data?
What software can I use to analyze the data?
Do I need Windows® to use the data?
TickWrite Support
- Instructions for creating Futures Data time series begin on page 44 of the TickWrite User Guide.
- Instructions for creating Cash Index Data time series begin on page 61 of the TickWrite User Guide.
Recommended Roll Dates
TickWrite offers a variety of roll methods for creating continuous futures data files. While most futures contracts will roll using TickWrite’s default FRONT and AUTO settings for “Contract” and “Roll Method” respectively, some contracts will not roll using these settings. The table below details recommended “Contract” and “Roll Method” settings for each futures symbol. Some symbols require additional setting, which are also noted. Very thinly-traded symbols that do not have enough data to produce continuous files are noted as “Too Thin to Roll.”
Symbol | Description | Exchange | Sector | Roll Date | Recommended “Contract” – “Roll Method” |
AD | Australian Dollar Futures | CME GROUP | Currency | 11 | Most Active – AutoRoll |
AG | Silver Futures | Shanghai Futures Exchange | Metals | 22 | Most Active – AutoRoll |
AI | DJ UBS Commodity Index Futures | CME GROUP | Commodity Index | 11 | Most Active – AutoRoll |
AL | Aluminum Futures MCX | Multi Commodity Ex. of India | Metals | 29 | Front – AutoRoll |
ALA | Aluminum Futures | Shanghai Futures Exchange | Metals | 8 | Most Active – AutoRoll |
ALMI | FTSE/JSE Top 40 Index Mini | JSE Equity Derivatives Market | Equity Index | 19 | Most Active – AutoRoll |
ALSI | FTSE/JSE Top 40 Index | JSE Equity Derivatives Market | Equity Index | 19 | Most Active – AutoRoll |
AM | Aluminum Mini Futures MCX | Multi Commodity Ex. of India | Metals | 28 | Front – AutoRoll |
AU | Australian 90-Day Bank Bill Futures | ASX Trade24 | Interest Rate | 0 | 1st Back – AutoRoll |
AUG | Gold Futures | Shanghai Futures Exchange | Metals | N/A | Most Active – AutoRoll |
AX | Australian 10-Year Bond Futures | ASX Trade24 | Interest Rate | 0 | Most Active – AutoRoll |
AY | Australian 3-Year Bond Futures | ASX Trade24 | Interest Rate | 0 | Front – AutoRoll |
AZ | 30-Day Interbank Cash Rate Futures | ASX Trade24 | Interest Rate | 3 | Front – AutoRoll |
BB | Blockboard Futures | Dalian Futures Exchange | Industrial | N/A | Too Thin to Roll |
BD | Big Dow DJIA ($25) Futures | Chicago Board of Trade | Equity Index | 12 | Too Thin to Roll |
BF | Euro-OAT Futures | Eurex | Interest Rate | 5 | Most Active – AutoRoll |
BGI | Cash Settled Live Cattle Futures BMFB | Bolsa de Mercadorias e Futuros | Agriculture | 20 | Most Active – AutoRoll |
BL | Euro-Bobl 5-Year Futures | Eurex | Interest Rate | 28 | Most Active – AutoRoll |
BM | Bovespa Futures, Mini | Bolsa de Mercadorias e Futuros | Equity Index | 14 | Front – Expiration |
BMA | 10-Year Korea Treasury Bond (KTB) Futures | Korea Exchange | Interest Rate | 18 | Most Active – AutoRoll |
BN | Euro-Bund 10-Year Futures | Eurex | Interest Rate | 28 | Most Active – AutoRoll |
BO | Soybean Oil Futures | Chicago Board of Trade | Agriculture | *20 | Most Active – AutoRoll |
BP | British Pound Futures | CME GROUP | Currency | 10 | Most Active – AutoRoll |
BR | IBOVESPA Index Futures | Bolsa de Mercadorias e Futuros | Equity Index | 0 | Most Active – AutoRoll |
BRL | Brazilian Real Futures | CME GROUP | Currency | 8 | Front – AutoRoll |
BS | Short-Term Euro-BTP Futures | Eurex | Interest Rate | 6 | Most Active – AutoRoll |
BT | Long-Term Euro-BTP Futures | Eurex | Interest Rate | 6 | Most Active – AutoRoll |
BU | Bitumen Futures | Shanghai Futures Exchange | Energy | N/A | Most Active – AutoRoll |
BX | Euro-Buxl 30-Year Futures | Eurex | Interest Rate | 28 | Most Active – AutoRoll |
BZ | Euro-Schatz 2-Year Futures | Eurex | Interest Rate | 28 | Most Active – AutoRoll |
C | London Cocoa Futures ICE | ICE Futures Europe Commodities | Agriculture | 8 | Most Active – AutoRoll |
CA | FTSE China A50 Futures SGX | Singapore Exchange (was SIMEX) | Equity Index | 29 | Most Active – AutoRoll |
CB | Canadian 10-Year Futures | Montreal Exchange | Interest Rate | *27 | Most Active – AutoRoll |
CC | Cocoa Futures | ICE Futures US Softs | Agriculture | *15 | Most Active – AutoRoll |
CD | Canadian Dollar Futures | CME GROUP | Currency | 10 | Most Active – AutoRoll |
CF | CAC 40 Index Futures | Euronext Derivatives Paris | Equity Index | 0 | Most Active – AutoRoll |
CFC | Cotton No.1 Futures | Zhengzhou Commodity Exchange | Agriculture | N/A | Most Active – AutoRoll |
CL | Light Crude Oil Futures NYMEX | New York Mercantile Exchange | Energy | *19 | Most Active – AutoRoll |
CM | Corn E-Mini Futures | Chicago Board of Trade | Agriculture | *20 | Most Active – AutoRoll |
CN | Corn Futures | Chicago Board of Trade | Agriculture | *20 | Most Active – AutoRoll |
CO | Brent Crude Oil Futures ICE | ICE Futures Europe Commodities | Energy | 0 | Most Active – AutoRoll |
COKE | Coke Futures | Dalian Futures Exchange | Metals | N/A | Most Active – AutoRoll |
CORN | Corn Futures | Dalian Futures Exchange | Agriculture | N/A | Most Active – AutoRoll |
CR | Crude Oil Futures MCX | Multi Commodity Ex. of India | Energy | 20 | Most Active – AutoRoll |
CRUD | Dubai Crude Oil TOCOM | Tokyo Commodity Exchange | Energy | 3 | Front – Inception; “Days After” = 1 |
CS | DCE Corn Starch Futures | Dalian Futures Exchange | Metals | N/A | Most Active – AutoRoll |
CSC | Cash-Settled Cheese Futures | CME GROUP | Agriculture | N/A | Most Active – AutoRoll |
CT | Cotton #2 Futures | ICE Futures US Softs | Agriculture | *20 | Most Active – AutoRoll |
CU | Copper Futures MCX | New York Mercantile Exchange | Metals | 29 | Front – Date = 29 |
CUC | Copper Cathode Futures | Shanghai Futures Exchange | Metals | 13 | Front – AutoRoll |
CX | Canadian Bankers’ Acceptance 3-Month (BAX) Futures | Montreal Exchange | Interest Rate | 28 | Most Active – AutoRoll |
DA | DAX Index Futures | Eurex | Equity Index | 17 | Most Active – AutoRoll |
DC | Class III Milk Futures | CME GROUP | Agriculture | N/A | Most Active – AutoRoll |
DJ | DJIA ($10) Futures | Chicago Board of Trade | Equity Index | 12 | Most Active – AutoRoll |
DM | German Mark Futures | CME GROUP | Currency | 10 | Most Active – AutoRoll |
DO | U.S. Dollar Futures BM&F BOVESPA | Bolsa de Mercadorias e Futuros | Currency | 30 | Most Active – AutoRoll |
DR | USD/INR Currency Futures MSEI | Natl Stock Exchange of India | Currency | 27 | Most Active – AutoRoll |
DX | Dollar Index Futures ICE | ICE Futures US Currencies | Currency | 1 | Most Active – AutoRoll |
DY | Dry Whey Futures | CME GROUP | Agriculture | N/A | Most Active – AutoRoll |
EC | Euro FX Futures | CME GROUP | Currency | 10 | Most Active – AutoRoll |
ECF | EUA Futures ICE | ICE Futures Europe Commodities | Energy | 14 | Most Active – AutoRoll |
ECO | Rapeseed Futures | Euronext Derivatives Paris | Agriculture | 23 | Most Active – AutoRoll |
ED | Eurodollar Futures CME | CME GROUP | Interest Rate | *15 | Most Active – AutoRoll |
EE | Euro FX E-mini Futures | CME GROUP | Currency | 10 | Most Active – AutoRoll |
EI | MSCI Emerging Markets Mini Futures | ICE Futures US Indices | Equity Index | 12 | Most Active – AutoRoll |
EL | Eurodollar Futures NYSE Liffe US | ICE Futures Europe Financials | Interest Rate | 21 | Front – AutoRoll |
EM | LIBOR 1-Month Futures | CME GROUP | Interest Rate | *28 | Front – AutoRoll |
EN | Nikkei 225 Futures SGX | Singapore Exchange (was SIMEX) | Equity Index | 0 | Most Active – AutoRoll |
EO | Amsterdam AEX Index Futures | Euronext Derivatives Amsterdam | Equity Index | *20 | Most Active – AutoRoll |
ER | Russell 2000 eMini ICE/CME Combined | CME GROUP | Equity Index | 12 | Most Active – AutoRoll |
ES | S&P 500 E-Mini Futures | CME GROUP | Equity Index | 12 | Most Active – AutoRoll |
ET | Denatured Ethanol Futures CBOT | Chicago Board of Trade | Energy | *20 | Front – AutoRoll |
EU | Euro FX E-micro Futures | CME GROUP | Currency | 13 | Most Active – AutoRoll |
FB | Fiberboard Futures | Dalian Futures Exchange | Agriculture | N/A | Too Thin to Roll |
FC | Feeder Cattle Futures | CME GROUP | Agriculture | *29 | Most Active – AutoRoll |
FCPO | Crude Palm Oil Futures | Bursa Malaysia | Agriculture | 17 | Most Active – AutoRoll |
FF | 30-Day Federal Funds Futures | Chicago Board of Trade | Interest Rate | *28 | 3rd Back – AutoRoll |
FG | Glass Futures | Zhengzhou Commodity Exchange | Industrial | N/A | Most Active – AutoRoll |
FI | 5-Year Deliverable Interest Rate Swap Futures | Chicago Board of Trade | Interest Rate | 7 | Front – Date = 7 |
FKLI | FTSE Bursa Malaysia KLCI Futures | Bursa Malaysia | Equity Index | 29 | Most Active – AutoRoll |
FN | CNX Nifty Index Futures SGX | Singapore Exchange (was SIMEX) | Equity Index | 27 | Most Active – AutoRoll |
FS | 5-Year Interest Rate Swap Futures | Chicago Board of Trade | Interest Rate | *28 | Most Active – AutoRoll |
FT | FTSE 100 Index Futures | ICE Futures Europe Financials | Equity Index | 21 | Front – Expiration |
FU | Fuel Oil Futures | Shanghai Futures Exchange | Energy | N/A | Too Thin to Roll |
FV | US 5-Year T-Note Futures | Chicago Board of Trade | Interest Rate | *28 | Most Active – AutoRoll |
FVS | VXSTOXX Futures | Eurex | Equity Index | 14 | Front – Days Prior to Expiration = 1 |
FXXP | Stoxx Europe 600 Index Futures | Eurex | Equity Index | 19 | Most Active – AutoRoll |
GASO | Gasoline Futures TOCOM | Tokyo Commodity Exchange | Energy | 28 | Front – Inception; “Days After” = 1 |
GC | Gold Futures COMEX | Commodity Exchange, Inc. | Metals | *27 | Most Active – AutoRoll |
GD | Gold Futures MCX | Multi Commodity Ex. of India | Metals | 30 | Most Active – AutoRoll |
GL | Long Gilt Futures | ICE Futures Europe Financials | Interest Rate | 5 | Front – Date = 5 |
GM | Gold Mini Futures MCX | Multi Commodity Ex. of India | Metals | 20 | Most Active – AutoRoll |
GNF | Non-Fat Dry Milk Futures | CME GROUP | Agriculture | N/A | Most Active – AutoRoll |
GO | Low Sulphur Gasoil Futures ICE | ICE Futures Europe Commodities | Energy | 0 | Most Active – AutoRoll |
GP | Gold Petal Futures MCX | Multi Commodity Ex. of India | Metals | 23 | Most Active – AutoRoll |
HC | H-Shares Hang Seng China Enterprises Index | Hong Kong Futures Exchange | Equity Index | 29 | Front – Expiration |
HCH | Hot-rolled Coil Futures | Shanghai Futures Exchange | Metals | N/A | Most Active – AutoRoll |
HG | Copper High Grade Futures COMEX | Commodity Exchange, Inc. | Metals | *27 | Most Active – AutoRoll |
HI | Hang Seng Index Futures | Hong Kong Futures Exchange | Equity Index | 28 | Front – Expiration |
HM | Mini Hang Seng Index Futures | Hong Kong Futures Exchange | Equity Index | 29 | Most Active – AutoRoll |
HO | Heating Oil #2 Futures NYMEX | New York Mercantile Exchange | Energy | *27 | Most Active – AutoRoll |
HU | Unleaded Gasoline Futures NYMEX | New York Mercantile Exchange | Energy | *27 | Most Active – AutoRoll |
IB | IBEX 35 Index Futures | Meff Renta Variable (Madrid) | Equity Index | 18 | Front – Expiration |
ID | MSCI Indonesia Index Futures | Singapore Exchange (was SIMEX) | Equity Index | 27 | Most Active – AutoRoll |
IG | NYH (RBOB) Gasoline Futures ICE | ICE Futures Europe Commodities | Energy | 0 | Most Active – AutoRoll |
II | FTSE MIB Index Futures | Borsa Italiana (IDEM) | Equity Index | 18 | Most Active – AutoRoll |
IM | FTSE MIB Mini | Borsa Italiana (IDEM) | Equity Index | 17 | Front – AutoRoll |
IN | UK Natural Gas Futures ICE | ICE Futures Europe Commodities | Energy | 0 | Most Active – AutoRoll |
IO | Heating Oil Futures ICE | ICE Futures Europe Commodities | Energy | 0 | Most Active – AutoRoll |
IRO | DCE Iron Ore Futures | Dalian Futures Exchange | Metals | N/A | Most Active – AutoRoll |
IU | SGX INR/USD Future | Singapore Exchange (was SIMEX) | Currency | 27 | Most Active – AutoRoll |
IX | IBEX 35 Mini Futures | Meff Renta Variable (Madrid) | Equity Index | 16 | Most Active – AutoRoll |
JA | Platinum Futures TOCOM | Tokyo Commodity Exchange | Metals | 0 | Front – Inception; “Days After” = 1 |
JB | Japanese 10-Year Bond Futures JPX | Osaka Exchange | Interest Rate | 12 | Most Active – AutoRoll |
JBM | Mini 10-Year Japanese Government Bond Futures | Singapore Exchange (was SIMEX) | Interest Rate | 9 | Most Active – AutoRoll |
JD | Egg Futures | Dalian Futures Exchange | Agriculture | N/A | Most Active – AutoRoll |
JE | Japanese Yen E-Mini Futures | CME GROUP | Currency | 10 | Most Active – AutoRoll |
JG | Gold Futures TOCOM | Tokyo Commodity Exchange | Metals | 0 | Front – Inception; “Days After” = 1 |
JM | Gold Mini-sized Futures TOCOM | Tokyo Commodity Exchange | Metals | 28 | Most Active – AutoRoll |
JMCO | Coking Coal Futures | Dalian Futures Exchange | Metals | N/A | Most Active – AutoRoll |
JO | Orange Juice Futures | ICE Futures US Softs | Agriculture | 1 | Most Active – AutoRoll |
JP400 | Nikkei 400 Futures JPX | Osaka Exchange | Equity Index | 11 | Most Active – AutoRoll |
JR | Japonica Rice Futures | Zhengzhou Commodity Exchange | Agriculture | N/A | Too Thin to Roll |
JY | Japanese Yen Futures | CME GROUP | Currency | 10 | Most Active – AutoRoll |
KC | Coffee “C” Futures | ICE Futures US Softs | Agriculture | *20 | Most Active – AutoRoll |
KE | Korean 3-Year Futures | Korea Exchange | Interest Rate | 20 | Most Active – AutoRoll |
KERO | Kerosene Futures TOCOM | Tokyo Commodity Exchange | Energy | 24 | Front – Inception; “Days After” = 2 |
KM | KOSPI 200 Futures | Korea Exchange | Equity Index | 0 | Front – Expiration |
KRK | Euro/Swedish Krona Future | ICE Futures US Currencies | Currency | 11 | Most Active – AutoRoll |
KW | KC HRW Wheat Futures | CBOT/CME GROUP | Agriculture | *16 | Most Active – AutoRoll |
LB | Lumber Futures | CME GROUP | Agriculture | *24 | Most Active – AutoRoll |
LC | Live Cattle Futures | CME GROUP | Agriculture | *29 | Most Active – AutoRoll |
LD | Lead Futures MCX | Multi Commodity Ex. of India | Metals | 29 | Most Active – AutoRoll |
LH | Lean Hogs Futures | CME GROUP | Agriculture | *24 | Most Active – AutoRoll |
LR | Late Indica Rice Futures | Zhengzhou Commodity Exchange | Agriculture | N/A | Too Thin to Roll |
M6A | E-micro Australian Dollar Futures | CME GROUP | Currency | 12 | Most Active – AutoRoll |
M6B | E-micro British Pound Futures | CME GROUP | Currency | 12 | Most Active – AutoRoll; Use Begin Date 1/3/2011 |
MA | Methanol Futures | Zhengzhou Commodity Exchange | Industrial | N/A | Most Active – AutoRoll |
MB | Municipal Bonds Futures | CME GROUP | Interest Rate | *28 | Most Active – AutoRoll |
MC | Mini H-Shares China Enterprises Index Futures | Hong Kong Futures Exchange | Equity Index | 28 | Most Active – AutoRoll |
MCD | E-micro Canadian Dollar/American Dollar Futures | CME GROUP | Currency | 12 | Most Active – AutoRoll |
MD | S&P 400 MidCap Futures | CME GROUP | Equity Index | 12 | Too Thin to Roll |
ME | Mexican Peso Futures | CME GROUP | Currency | 10 | Most Active – AutoRoll |
MFCJ | CAC 40 Index Mini Future | Euronext Derivatives Paris | Equity Index | 17 | Most Active – AutoRoll; Use Begin Date 1/20/2014 |
MG | MSCI EAFE Mini Futures | ICE Futures US Indices | Equity Index | 12 | Most Active – AutoRoll |
MGC | E-micro Gold Futures | COMEX/CME GROUP | Metals | *29 | Most Active – AutoRoll |
MI | S&P 400 MidCap E-Mini Futures | CME GROUP | Equity Index | 12 | Most Active – AutoRoll |
MJY | E-micro Japanese Yemerican DollarFutures | CME GROUP | Currency | 12 | Most Active – AutoRoll |
ML | Lead Mini Futures MCX | Multi Commodity Ex. of India | Metals | 29 | Most Active – AutoRoll |
MNQ | Micro E-Mini NASDAQ 100 Index Futures | CME GROUP | Equity Index | 12 | Most Active – AutoRoll |
MS | Soybean E-Mini Futures | Chicago Board of Trade | Agriculture | *20 | Most Active – AutoRoll |
MW | Wheat E-Mini Futures CBOT | Chicago Board of Trade | Agriculture | *20 | Most Active – AutoRoll |
NA | Natural Gas Futures MCX | Multi Commodity Ex. of India | Energy | 27 | Most Active – AutoRoll |
NB | Bank Nifty Futures NSE | Natl Stock Exchange of India | Equity Index | 25 | Most Active – AutoRoll |
ND | NASDAQ 100 Index Futures | CME GROUP | Equity Index | 12 | Most Active – AutoRoll |
NE | Nikkei 225 Futures JPX | Osaka Exchange | Equity Index | 0 | Front – Days Prior to Expiration = 1 |
NF | S&P CNX Nifty Index Futures NSE | Natl Stock Exchange of India | Equity Index | 26 | Most Active – AutoRoll |
NG | Natural Gas Futures NYMEX | New York Mercantile Exchange | Energy | 0 | Most Active – AutoRoll |
NI | Nickel Futures MCX | Multi Commodity Ex. of India | Metals | 29 | Most Active – AutoRoll |
NIN | SHFE Standard Nickel Cathode Futures | Shanghai Futures Exchange | Metals | N/A | Most Active – AutoRoll |
NJ | Norwegian Krone/Swedish Krona Futures ICE | ICE Futures US Currencies | Currency | 12 | Too Thin to Roll |
NK | Nikkei 225 Futures CME | CME GROUP | Equity Index | 0 | Front – Expiration |
NL | Nickel Mini Futures MCX | Multi Commodity Ex. of India | Metals | 30 | Most Active – AutoRoll |
NM | Nikkei 225 mini Futures JPX | Osaka Exchange | Equity Index | 9 | Most Active – AutoRoll |
NQ | NASDAQ 100 E-Mini Futures | CME GROUP | Equity Index | 12 | Most Active – AutoRoll |
NT | US Dollar/Norwegian Krone Futures ICE | ICE Futures US Currencies | Currency | 7 | Most Active – AutoRoll |
NY | Nikkei 225 Futures Yen-Denominated CME | CME GROUP | Equity Index | *10 | Most Active – AutoRoll |
NZ | New Zealand Dollar Futures | CME GROUP | Currency | 11 | Most Active – AutoRoll |
OA | Oats Futures | Chicago Board of Trade | Agriculture | *20 | Most Active – AutoRoll |
OB | One-Day Interbank Deposit Futures | Bolsa de Mercadorias e Futuros | Interest Rate | 22 | Most Active – AutoRoll |
OBX | OBX Index Futures | Oslo Bors | Equity Index | 17 | Most Active – AutoRoll |
OI | Rapeseed Oil Futures | Zhengzhou Commodity Exchange | Agriculture | N/A | Most Active – AutoRoll |
PA | Palladium Futures NYMEX | New York Mercantile Exchange | Metals | *26 | Most Active – AutoRoll |
PALM | Palm Olein Futures | Dalian Futures Exchange | Agriculture | N/A | Most Active – AutoRoll |
PB | Pork Bellies Futures | CME GROUP | Agriculture | *29 | Most Active – AutoRoll |
PBL | Lead Futures | Shanghai Futures Exchange | Metals | 12 | Most Active – AutoRoll |
PL | Platinum Futures NYMEX | New York Mercantile Exchange | Metals | *26 | Most Active – AutoRoll |
PM | Wheat PM Futures | Zhengzhou Commodity Exchange | Agriculture | N/A | Too Thin to Roll |
POLY | Polyethylene Futures | Dalian Futures Exchange | Industrial | N/A | Most Active – AutoRoll |
PP | Polypropylene Futures | Dalian Futures Exchange | Industrial | N/A | Most Active – AutoRoll |
PT | S&P Canada 60 Futures | Montreal Exchange | Equity Index | 9 | Most Active – AutoRoll |
PVC | PVC Futures | Dalian Futures Exchange | Industrial | N/A | Most Active – AutoRoll |
QG | Natural Gas E-Mini Futures | New York Mercantile Exchange | Energy | 0 | Most Active – AutoRoll |
QM | Crude Oil E-Mini Futures NYMEX | New York Mercantile Exchange | Energy | *19 | Most Active – AutoRoll |
RA | South African Rand Futures | CME GROUP | Currency | 10 | Most Active – AutoRoll |
RB | Steel Rebar Futures | Shanghai Futures Exchange | Metals | 15 | Most Active – AutoRoll |
RC | Robusta Coffee Futures | ICE Futures Europe Commodities | Agriculture | *12 | Most Active – AutoRoll |
RF | Euro/Swiss Franc Physically Deliverable Future | CME GROUP | Currency | 12 | Most Active – AutoRoll |
RF1 | Russell 1000 eMini ICE | ICE Futures US Indices | Equity Index | 12 | Most Active – AutoRoll |
RI | Early Rice Futures | Zhengzhou Commodity Exchange | Agriculture | N/A | Too Thin to Roll |
RL | Russell 2000 Futures | ICE Futures US Indices | Equity Index | 12 | Most Active – AutoRoll |
RM | Russell 1000 eMini ICE/CME Combined | CME GROUP | Equity Index | 12 | Most Active – AutoRoll |
RMR | Rapeseed Meal Futures | Zhengzhou Commodity Exchange | Agriculture | N/A | Most Active – AutoRoll |
RP | Euro/British Pound Futures | CME GROUP | Currency | 12 | Most Active – AutoRoll |
RR | Rough Rice Futures | Chicago Board of Trade | Agriculture | *20 | Most Active – AutoRoll |
RS | Rapeseed Futures | Zhengzhou Commodity Exchange | Agriculture | N/A | Too Thin to Roll |
RS1 | Russell 1000 eMini CME | CME GROUP | Equity Index | 12 | Most Active – AutoRoll |
RSS3 | Rubber Futures TOCOM | Tokyo Commodity Exchange | Agriculture | 27 | Front – Inception; “Days After” = 2 |
RTY | Russell 2000 eMini CME | CME GROUP | Equity Index | 12 | Most Active – AutoRoll |
RU | Russian Ruble Futures CME | CME GROUP | Currency | 8 | Front – AutoRoll |
RUB | Natural Rubber Futures | Shanghai Futures Exchange | Industrial | N/A | Most Active – AutoRoll |
RY | Euro/Japanese Yen Futures | CME GROUP | Currency | 12 | Most Active – AutoRoll |
S | Three Month Euro Swiss Franc Futures | ICE Futures Europe Financials | Interest Rate | 11 | 1st Back – AutoRoll |
SB | Sugar #11 Futures | ICE Futures US Softs | Agriculture | *25 | Most Active – AutoRoll |
SEK | Swedish Krona Futures | CME GROUP | Currency | 9 | Most Active – AutoRoll |
SF | Swiss Franc Futures | CME GROUP | Currency | 10 | Most Active – AutoRoll |
SFF | Ferroalloy Futures | Zhengzhou Commodity Exchange | Metals | N/A | Most Active – AutoRoll |
SG | MSCI Singapore Index Futures SGX | Singapore Exchange (was SIMEX) | Equity Index | 28 | Most Active – AutoRoll |
SI | Silver Mini Futures MCX | Multi Commodity Ex. of India | Metals | 30 | Front – Date = 30 |
SIR | Indian Rupee/USD Futures | CME GROUP | Currency | 8 | Most Active – AutoRoll |
SL | Silver Micro Futures MCX | Multi Commodity Ex. of India | Metals | 25 | Front – Expiration |
SM | Soybean Meal Futures | Chicago Board of Trade | Agriculture | *20 | Most Active – AutoRoll |
SMM | Manganese Silicon Futures | Zhengzhou Commodity Exchange | Industrial | N/A | Most Active – AutoRoll |
SN | SHFE Standard Tin Futures | Shanghai Futures Exchange | Metals | N/A | Most Active – AutoRoll |
SOIL | Soybean Oil Futures | Dalian Futures Exchange | Agriculture | N/A | Most Active – AutoRoll |
SOYB | No.2 Soybean Futures | Dalian Futures Exchange | Agriculture | N/A | Too Thin to Roll |
SOYBN | No.1 Soybean Futures | Dalian Futures Exchange | Agriculture | N/A | Most Active – AutoRoll |
SOYM | Soybean Meal Futures | Dalian Futures Exchange | Agriculture | N/A | Most Active – AutoRoll |
SP | S&P 500 Futures | CME GROUP | Equity Index | 12 | Most Active – AutoRoll |
SR | Silver Futures MCX | Multi Commodity Ex. of India | Metals | 2 | Most Active – AutoRoll |
SRS | White Sugar Futures | Zhengzhou Commodity Exchange | Agriculture | N/A | Most Active – AutoRoll |
ST | Sterling 3-Month Futures | ICE Futures Europe Financials | Interest Rate | *15 | 3rd Back – AutoRoll |
SV | Silver Futures COMEX | Commodity Exchange, Inc. | Metals | *27 | Most Active – AutoRoll |
SW | Swiss Market Index Futures | Eurex | Equity Index | 13 | Front – Expiration |
SY | Soybean Futures | Chicago Board of Trade | Agriculture | *20 | Most Active – AutoRoll |
TA | Purified Terephthalic Acid (PTA) Futures | Zhengzhou Commodity Exchange | Industrial | N/A | Most Active – AutoRoll |
TB | T-Bills Futures | CME GROUP | Interest Rate | *28 | Front – AutoRoll |
TF | Russell 2000 eMini ICE | ICE Futures US Indices | Equity Index | 12 | Most Active – AutoRoll |
TM | TOPIX Mini Futures JPX | Osaka Exchange | Equity Index | 0 | Most Active – AutoRoll |
TN | 10-Year Deliverable Interest Rate Swap Futures | Chicago Board of Trade | Interest Rate | 8 | Front – Date = 8 |
TP | TOPIX Futures JPX | Osaka Exchange | Equity Index | 0 | Most Active – AutoRoll |
TS | 10-Year Interest Rate Swap Futures | Chicago Board of Trade | Interest Rate | *28 | Most Active – AutoRoll |
TU | US 2-Year T-Note Futures | Chicago Board of Trade | Interest Rate | *28 | Most Active – AutoRoll |
TW | MSCI Taiwan Index Futures SGX | Singapore Exchange (was SIMEX) | Equity Index | 27 | Most Active – AutoRoll | TWN | FTSE Taiwan Index Futures SGX | Singapore Exchange (was SIMEX) | Equity Index | 29 | Most Active – AutoRoll |
TY | US 10-Year T-Note Futures | Chicago Board of Trade | Interest Rate | *28 | Most Active – AutoRoll |
UB | Ultra T-Bond Futures | Chicago Board of Trade | Interest Rate | *28 | Most Active – AutoRoll |
UR | Euribor 3-Month Futures | ICE Futures Europe Financials | Interest Rate | *15 | Most Active – AutoRoll |
US | US 30-Year T-Bond Futures | Chicago Board of Trade | Interest Rate | *28 | Most Active – AutoRoll |
UT | Ultra 10-Year T-Note Futures | Chicago Board of Trade | Interest Rate | *28 | Front – Date = *28 |
VH | STOXX Europe 50 Index Futures | Eurex | Equity Index | 13 | Most Active – AutoRoll |
VX | VIX Futures | CBOE Futures Exchange | Equity Index | 8 | Most Active – AutoRoll |
W | White Sugar Futures ICE | ICE Futures Europe Commodities | Agriculture | 16 | Most Active – AutoRoll |
WC | Wheat Futures CBOT | Chicago Board of Trade | Agriculture | *20 | Most Active – AutoRoll |
WH | Wheat WH Futures | Zhengzhou Commodity Exchange | Agriculture | N/A | Most Active – AutoRoll |
WM | Wheat No. 2 Milling Futures NYSE Liffe | Euronext Derivatives Paris | Agriculture | *15 | Front – Date = *15; Exclude ‘Q’ Contract |
WR | Wire Rod Futures | Shanghai Futures Exchange | Metals | N/A | Most Active – AutoRoll |
WT | WTI Light Sweet Crude Oil Futures ICE | ICE Futures Europe Commodities | Energy | 0 | Most Active – AutoRoll |
XA | Euro Stoxx Banks Futures | Eurex | Equity Index | 18 | Front – Expiration |
XAE | E-Mini Energy Select Sector Futures | CME GROUP | Equity Index | 16 | Most Active – AutoRoll |
XAF | E-Mini Financial Select Sector Futures | CME GROUP | Equity Index | 15 | Most Active – AutoRoll |
XAK | E-Mini Technology Select Sector Futures | CME GROUP | Equity Index | 14 | Most Active – AutoRoll |
XAP | E-Mini Consumer Staples Select Sector Futures | CME GROUP | Equity Index | 13 | Most Active – AutoRoll |
XAU | E-Mini Utilities Select Sector Futures | CME GROUP | Equity Index | 12 | Most Active – AutoRoll |
XB | RBOB Gasoline Futures NYMEX | New York Mercantile Exchange | Energy | *27 | Most Active – AutoRoll |
XG | Gold Mini-sized Futures NYSE Liffe | ICE Futures US Metals | Metals | *27 | Most Active – AutoRoll |
XK | Stoxx Europe 600 Banks Futures | Eurex | Equity Index | 17 | Front – Expiration |
XM | Mini-DAX Index Futures | Eurex | Equity Index | 17 | Front – Date = 17 |
XO | Stoxx Europe 600 Oil & Gas Futures | Eurex | Equity Index | 16 | Front – Days Prior to Expiration = 1 |
XP | ASX SPI 200 Index Futures | ASX Trade24 | Equity Index | 13 | Most Active – AutoRoll |
XR | Euro Stoxx Basic Resources Futures | Eurex | Equity Index | 19 | Most Active – AutoRoll |
XU | Euro Stoxx Oil & Gas Futures | Eurex | Equity Index | 18 | Front – Days Prior to Expiration = 1 |
XX | EURO STOXX 50 Index Futures | Eurex | Equity Index | 13 | Front – Expiration |
YM | Dow Jones ($5) E-mini Futures | Chicago Board of Trade | Equity Index | 12 | Most Active – AutoRoll |
YS | Silver Mini-sized Futures NYSE Liffe | ICE Futures US Metals | Metals | 21 | Most Active – AutoRoll |
YX | NYSE Comp Futures | ICE Futures US Indices | Equity Index | 12 | Most Active – AutoRoll |
ZC | Thermal Coal Futures | Zhengzhou Commodity Exchange | Energy | N/A | Most Active – AutoRoll |
ZI | Zinc Futures MCX | Multi Commodity Ex. of India | Metals | 30 | Front – Expiration |
ZN | Zinc Mini Futures MCX | Multi Commodity Ex. of India | Metals | 20 | Most Active – AutoRoll |
ZNZ | Zinc Futures | Shanghai Futures Exchange | Metals | N/A | Most Active – AutoRoll |
NOTE: An asterisk next to Roll Date indicates this roll date is in month prior to expiration month.