Futures Symbols

Every futures contract is identified by a symbol that encodes three pieces of information: the product, the delivery month, and the delivery year. Understanding this naming convention is fundamental to working with historical futures data, whether you are requesting specific contract months or interpreting continuous contract series. This article documents the single-letter month codes, Kibot's symbol-construction rules, the full 82-contract mapping between Kibot's simplified symbols and the IQFeed convention, the months each product trades, and how symbols differ across vendors.

Month Codes

Futures months are represented by single-letter codes. These codes are standardized across all major exchanges.

The letters I, L, O, P, R, S, T, W, and Y are intentionally skipped. These letters were excluded from the original coding scheme to avoid visual confusion with numbers (I/1, O/0) and to prevent overlap with other common market abbreviations. The convention dates back to the open-outcry era and has been preserved across all electronic trading platforms.

Symbol Construction

A futures symbol is assembled by concatenating three components: [Base Symbol] + [Month Code] + [2-Digit Year].

For single-character base symbols like Corn (C), Wheat (W), and Soybeans (S), the resulting symbol is only four characters: CK26, WN25, SX26.

Complete Symbol Mapping, All 82 Contracts

The tables below list every futures contract available through Kibot, organized by category. The Simplified Symbol column is the format used in Kibot's interface; the IQFeed Symbol column shows the format used by DTN IQFeed (a common real-time data provider).

Equity Index Futures

Micro Equity Index Futures

Sector Futures

Volatility

Energy Futures

Metal Futures

Grain and Oilseed Futures

Mini Grain Futures

Livestock Futures

Treasury and Interest Rate Futures

Currency Futures, Major Pairs

Currency Futures, E-micro and E-mini

Currency Futures, Cross Rates and Other

Cryptocurrency Futures

International Index Futures

Three international equity-index continuous contracts sit alongside the main US catalogue and are the only native non-US futures Kibot currently lists on the public Buy page. They are the narrow exception to the otherwise US-focused coverage described in Kibot agent (per support). Individual months are not currently sold; only the continuous series.

A broader historical list of European, Australian, and Canadian contracts was part of earlier packages and was later retired from the public Buy page; support can restore those files to an active account on request, sourced from the previous package list rather than the current website (per support).

Trading Months by Contract

Not every futures contract trades all 12 calendar months. The lists and tables below show which months are available for each product.

All 12 Months (F, G, H, J, K, M, N, Q, U, V, X, Z)

CL, NG, HO, RB, QM, QG, BZ, VX, BTC, HG, FF.

Quarterly (H, M, U, Z, March, June, September, December)

ES, NQ, YM, RTY, EMD, NKD, NIY, NN, MES, MNQ, XAE, XAF, XAI, XAK, XAP, XAU, XAV, XAY, XAB, EU, BP, JY, CD, AD, SF, NE, PX, BR, RP, RY, RF, ME, JE, M6E, M6A, M6B, MCD, MSF, SIR, RA, SEK, AJY, PJY, ECD, EAD, TY, FV, TU, US, UB, TN, PA, QO, QI.

Grains, Product-Specific Months

Livestock, Product-Specific Months

Metals, Bi-Monthly and Specific Months

Continuous vs. Individual Contract Symbols

Kibot provides two types of futures data. Continuous contracts use the # suffix and represent a spliced series that rolls from one contract month to the next according to predefined rules, this is the format most customers use for charting and backtesting. Examples: @ES# (continuous E-mini S&P 500), QCL# (continuous Crude Oil WTI), @TY# (continuous 10-Year T-Note). Individual contracts specify the exact month and year, use these when you need data for a particular delivery month without any rollover splicing. Examples: @ESH26 (E-mini S&P 500, March 2026), QCLZ25 (Crude Oil WTI, December 2025), @TYU27 (10-Year T-Note, September 2027).

Continuous contracts are constructed by rolling the front-month contract forward at a defined trigger point (typically based on volume crossover or a fixed number of days before expiration). The rollover methodology affects the resulting price series, particularly around roll dates where price gaps between the expiring and incoming contract may exist. See Continuous futures for details on how each product's continuous series is constructed.

Symbol Differences Across Vendors

Futures symbols are not standardized across data vendors, brokers, and trading platforms. The same contract may appear under different symbols depending on where it is accessed.

Grains are the most common source of confusion. Kibot uses single-letter symbols (C, W, S) consistent with the original CBOT pit-trading conventions, while many electronic platforms and vendors use the Globex prefix (ZC, ZW, ZS). The Kibot Faq reinforces this: "our symbols for certain contracts may be different. For example, the symbol for our main wheat contract is W, while some other sources may use ZW" (per Kibot's Historical Futures FAQ).

When migrating data between platforms or cross-referencing with external sources, always verify the symbol mapping for the specific vendor. Kibot's simplified symbols are designed to be intuitive and consistent, but they may not match the conventions used by every broker or charting package.

Key Takeaways

• Futures month codes are single letters F–Z, skipping I, L, O, P, R, S, T, W, Y to avoid visual ambiguity.
• A full symbol concatenates base + month code + 2-digit year, e.g. ESH26 = E-mini S&P 500, March 2026.
• Kibot uses simplified base symbols (ES, CL, GC, C, W, S); IQFeed prefixes with @ or Q and suffixes continuous contracts with #.
• Continuous contracts always carry the # suffix in IQFeed form (@ES#, QCL#); individual contracts never do.
• Trading months are product-specific: equity indices and most currencies are quarterly (H/M/U/Z), energies and several others use all 12 months, and grains, livestock, and metals follow custom patterns.
• The biggest cross-vendor trap is grains: Kibot's C/W/S correspond to Globex-era ZC/ZW/ZS on most modern platforms.

Related

• Futures specifications, Full contract specs (size, tick, trading months, rollover offset) for each symbol.
• Continuous futures, What the # suffix means and how the splicing works.
• Futures expirations, When each month code's contract actually expires.
• Data format reference, How symbols appear inside Kibot's downloaded data files.
• Data sources, Which exchange each symbol originates from.