This list contains symbols for all the Futures contracts in our tick (time and sales) interval "Continuous Futures Historical Tick with Bid/Ask Data" historical data package. All calculations are performed using files containing tick with bid/ask prices. Tab delimited text version of this list is also available.
# |
Symbol |
StartDate |
Size(MB) |
Description |
1 |
ES |
9/30/2009 |
78996 |
CONTINUOUS E-MINI S&P 500 CONTRACT |
2 |
NQ |
9/27/2009 |
35242 |
CONTINUOUS E-MINI NASDAQ 100 CONTRACT |
3 |
CL |
9/27/2009 |
29403 |
CONTINUOUS CRUDE OIL CONTRACT |
4 |
TY |
9/27/2009 |
26443 |
CONTINUOUS 10 YR US TREASURY NOTE CONTRACT |
5 |
EU |
9/27/2009 |
18012 |
CONTINUOUS EURO FX CONTRACT |
6 |
GC |
9/27/2009 |
17165 |
CONTINUOUS GOLD CONTRACT |
7 |
FV |
9/27/2009 |
15940 |
CONTINUOUS 5 YR US TREASURY NOTE CONTRACT |
8 |
YM |
9/27/2009 |
15616 |
CONTINUOUS E-MINI DOW JONES $5 CONTRACT |
9 |
US |
9/27/2009 |
14094 |
CONTINUOUS 30 YR US TREASURY BOND CONTRACT |
10 |
JY |
9/27/2009 |
11217 |
CONTINUOUS JAPANESE YEN CONTRACT |
11 |
TU |
9/27/2009 |
8255 |
CONTINUOUS 2 YR US TREASURY NOTE CONTRACT |
12 |
BP |
9/27/2009 |
7731 |
CONTINUOUS BRITISH POUND CONTRACT |
13 |
NG |
9/27/2009 |
7391 |
CONTINUOUS NATURAL GAS CONTRACT |
14 |
AD |
9/27/2009 |
7252 |
CONTINUOUS AUSTRALIAN DOLLAR CONTRACT |
15 |
UB |
1/10/2010 |
6516 |
CONTINUOUS ULTRA US TREASURY BOND CONTRACT |
16 |
RTY |
7/9/2017 |
6155 |
CONTINUOUS E-MINI RUSSELL 2000 CONTRACT |
17 |
CD |
9/27/2009 |
5657 |
CONTINUOUS CANADIAN DOLLAR CONTRACT |
18 |
C |
9/27/2009 |
5374 |
CONTINUOUS CORN CONTRACT |
19 |
HG |
9/27/2009 |
5364 |
CONTINUOUS COPPER CONTRACT |
20 |
SI |
9/28/2009 |
5363 |
CONTINUOUS SILVER CONTRACT |
21 |
S |
9/27/2009 |
4678 |
CONTINUOUS SOYBEANS CONTRACT |
22 |
TN |
10/29/2010 |
4198 |
CONTINUOUS ULTRA 10 YR US TREASURY NOTE CONTRACT |
23 |
W |
9/27/2009 |
3145 |
CONTINUOUS WHEAT CONTRACT |
24 |
SF |
9/27/2009 |
2720 |
CONTINUOUS SWISS FRANC CONTRACT |
25 |
HO |
9/27/2009 |
2585 |
CONTINUOUS NEW YORK HARBOR ULSD CONTRACT |
26 |
NIY |
9/28/2009 |
2444 |
CONTINUOUS NIKKEI 225 YEN INDEX CONTRACT |
27 |
RB |
9/27/2009 |
2262 |
CONTINUOUS RBOB GASOLINE CONTRACT |
28 |
BO |
9/27/2009 |
2169 |
CONTINUOUS SOYBEAN OIL CONTRACT |
29 |
PX |
9/27/2009 |
2093 |
CONTINUOUS MEXICAN PESO CONTRACT |
30 |
EMD |
9/27/2009 |
1976 |
CONTINUOUS E-MINI S&P MIDCAP 400 CONTRACT |
31 |
SM |
9/27/2009 |
1884 |
CONTINUOUS SOYBEAN MEAL CONTRACT |
32 |
MGC |
10/3/2010 |
1639 |
CONTINUOUS E-MICRO GOLD CONTRACT |
33 |
VX |
9/28/2009 |
1625 |
CONTINUOUS CBOE VOLATILITY INDEX (VIX) CONTRACT |
34 |
NE |
9/27/2009 |
1481 |
CONTINUOUS NEW ZEALAND DOLLAR CONTRACT |
35 |
QM |
9/27/2009 |
1419 |
CONTINUOUS E-MINI CRUDE OIL CONTRACT |
36 |
PL |
9/27/2009 |
1102 |
CONTINUOUS PLATINUM CONTRACT |
37 |
M6E |
9/27/2009 |
1011 |
CONTINUOUS E-MICRO EUR/USD CONTRACT |
38 |
LE |
9/28/2009 |
953 |
CONTINUOUS LIVE CATTLE CONTRACT |
39 |
ED |
9/27/2009 |
877 |
CONTINUOUS EURODOLLAR CONTRACT |
40 |
HE |
9/28/2009 |
873 |
CONTINUOUS LEAN HOGS CONTRACT |
41 |
NKD |
9/28/2009 |
859 |
CONTINUOUS NIKKEI 225 DOLLAR INDEX CONTRACT |
42 |
BZ |
9/28/2009 |
692 |
CONTINUOUS BRENT CRUDE OIL LAST DAY CONTRACT |
43 |
ME |
9/27/2009 |
473 |
CONTINUOUS E-MINI EURO FX CONTRACT |
44 |
M6A |
9/27/2009 |
330 |
CONTINUOUS E-MICRO AUD/USD CONTRACT |
45 |
PA |
9/29/2009 |
316 |
CONTINUOUS PALLADIUM CONTRACT |
46 |
GF |
9/28/2009 |
283 |
CONTINUOUS FEEDER CATTLE CONTRACT |
47 |
BTC |
12/17/2017 |
227 |
CONTINUOUS BITCOIN FUTURES CONTRACT |
48 |
SIL |
6/17/2013 |
204 |
CONTINUOUS SILVER 1000 OZ CONTRACT |
49 |
QG |
9/27/2009 |
203 |
CONTINUOUS E-MINI NATURAL GAS CONTRACT |
50 |
RP |
9/28/2009 |
145 |
CONTINUOUS EURO FX/BRITISH POUND CONTRACT |
51 |
M6B |
9/27/2009 |
144 |
CONTINUOUS E-MICRO GBP/USD CONTRACT |
52 |
RY |
9/27/2009 |
109 |
CONTINUOUS EURO FX/JAPANESE YEN CONTRACT |
53 |
BR |
9/28/2009 |
92 |
CONTINUOUS BRAZILIAN REAL CONTRACT |
54 |
JE |
9/27/2009 |
86 |
CONTINUOUS E-MINI JAPANESE YEN CONTRACT |
55 |
FF |
9/27/2009 |
76 |
CONTINUOUS 30 DAY FED FUND CONTRACT |
56 |
RF |
9/27/2009 |
66 |
CONTINUOUS EURO FX/SWISS FRANC CONTRACT |
57 |
MCD |
12/20/2010 |
62 |
CONTINUOUS E-MICRO CAD/USD CONTRACT |
58 |
RU |
9/29/2009 |
60 |
CONTINUOUS RUSSIAN RUBLE CONTRACT |
59 |
SIR |
1/29/2013 |
54 |
CONTINUOUS INR/USD STANDARD CONTRACT |
60 |
YK |
9/27/2009 |
49 |
CONTINUOUS MINI SOYBEAN CONTRACT |
61 |
QO |
9/27/2009 |
49 |
CONTINUOUS E-MINI GOLD CONTRACT |
62 |
YC |
9/27/2009 |
45 |
CONTINUOUS MINI CORN CONTRACT |
63 |
RR |
9/27/2009 |
39 |
CONTINUOUS ROUGH RICE CONTRACT |
64 |
LB |
9/27/2009 |
32 |
CONTINUOUS RANDOM LENGTH LUMBER CONTRACT |
65 |
O |
9/27/2009 |
31 |
CONTINUOUS OATS CONTRACT |
66 |
XAE |
5/2/2011 |
30 |
CONTINUOUS E-MINI S&P 500 ENERGY SECTOR CONTRACT |
67 |
RA |
9/28/2009 |
30 |
CONTINUOUS SOUTH AFRICAN RAND CONTRACT |
68 |
XAF |
4/27/2011 |
26 |
CONTINUOUS E-MINI S&P 500 FINANCIAL SECTOR CONTRACT |
69 |
YW |
9/27/2009 |
25 |
CONTINUOUS MINI WHEAT CONTRACT |
70 |
XAU |
5/2/2011 |
22 |
CONTINUOUS E-MINI S&P 500 UTILITIES SECTOR CONTRACT |
71 |
XAV |
5/2/2011 |
18 |
CONTINUOUS E-MINI S&P 500 HEALTH CARE SECTOR CONTRACT |
72 |
XAK |
5/2/2011 |
17 |
CONTINUOUS E-MINI S&P 500 TECHNOLOGY SECTOR CONTRACT |
73 |
QI |
9/27/2009 |
14 |
CONTINUOUS E-MINI SILVER CONTRACT |
74 |
XAY |
5/2/2011 |
13 |
CONTINUOUS E-MINI S&P 500 CONSUMER DISCRETIONARY CONTRACT |
75 |
XAP |
4/14/2011 |
13 |
CONTINUOUS E-MINI S&P 500 CONSUMER STAPLES CONTRACT |
76 |
XAI |
4/14/2011 |
12 |
CONTINUOUS E-MINI S&P 500 INDUSTRIAL SECTOR CONTRACT |
77 |
MSF |
12/28/2010 |
9.35 |
CONTINUOUS E-MICRO CHF/USD CONTRACT |
78 |
XAB |
5/2/2011 |
9.25 |
CONTINUOUS E-MINI S&P 500 MATERIALS SECTOR CONTRACT |
79 |
AC |
9/28/2009 |
7.66 |
CONTINUOUS ETHANOL CONTRACT |
80 |
SEK |
9/27/2009 |
7.35 |
CONTINUOUS SWEDISH KRONA CONTRACT |
81 |
AJY |
10/21/2009 |
6.29 |
CONTINUOUS AUSTRALIAN $/JAPANESE YEN CONTRACT |
82 |
NOK |
9/28/2009 |
5.9 |
CONTINUOUS NORWEGIAN KRONE CONTRACT |
83 |
PJY |
9/28/2009 |
4.93 |
CONTINUOUS BRITISH PD/JAPANSE YEN CONTRACT |
84 |
ECD |
12/18/2009 |
3.89 |
CONTINUOUS EURO FX/CANADIAN DOLLAR CONTRACT |
85 |
EAD |
3/16/2010 |
3.68 |
CONTINUOUS EURO FX/AUSTRALIAN $ CONTRACT |