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 83-contract symbol list, 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 83 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.

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

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, NN.

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

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

RP (Euro FX/British Pound) lists the quarterly months H, M, U, Z and, since 2017, also serial months (F, G, J, K, N, Q, V, X) in an irregular pattern from year to year.

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 carry the base symbol on its own and represent a spliced series that rolls from one contract month to the next according to fixed rules. This is the format most customers use for charting and backtesting. Examples: ES (continuous E-mini S&P 500), CL (continuous Crude Oil WTI), TY (continuous 10-Year T-Note). Individual contracts append the month code and 2-digit 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), CLZ25 (Crude Oil WTI, December 2025), TYU27 (10-Year T-Note, September 2027).

Kibot's continuous series roll the front-month contract forward a fixed number of trading days before expiration or before the end of the prior month, depending on the contract. The rollover method 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). For example, the symbol for the main wheat contract is W, while some other sources use ZW.

When migrating data between platforms or cross-referencing with external sources, always verify the symbol mapping for the specific vendor. Kibot's simplified symbols 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) without exchange-specific prefixes or suffixes.
• 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: How the continuous series is built 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.