Futures Symbols Guide
The Dow Jones Industrial Average (and mini-sized Dow) trade on the Chicago Board Of Trade.
E-Mini symbols require CME e-mini feed at $28/month (included in CME).
Futures symbols require CME feed at $60/month (includes e-mini feed).
Bond Futures require CBOT feed at $60/month.
RealTick Symbol |
E-mini Future |
Expiration |
Exchange |
/SPU0 |
S&P 500 |
Current Qtr Session |
CME |
/SPZ0 |
S&P 500 |
Next Qtr Session |
CME |
/NDU0 |
NASDAQ 100 |
Current Qtr Session |
CME |
/NDZ0 |
NASDAQ 100 |
Next Qtr Session |
CME |
/DJU0 |
Dow Jones Industrial Average |
Current Qtr Session |
CME |
/DJZ0 |
Dow Jones Industrial Average |
Next Qtr Session |
CBOT |
To find a futures symbol take 1) commodity root 2) letter
for month 3) last digit for year:
e.g. Nasdaq 100 March 2010 - /NDH0
e.g. S&P 500 March 2010 - /SPH0
1)
| Commodity Roots |
Name |
| /SP |
S&P 500 |
| /ND |
Nasdaq 100 |
| /DJ |
Dow Jones |
| /NQ |
E-Mini Nasdaq 100 |
| /ES |
E-Mini S&P 500 |
2)
Futures Quarter Expiration
| Month |
Letter |
| March |
H |
| June |
M |
| Sept. |
U |
| Dec. |
Z |
|
3)
| Year |
Number |
| 2010 |
0 |
| 2011 |
1 |
| 2012 |
2 |
Note: Each contract
expires on the Wednesday before the third Thursday of the indicated
month.
|
