Futures Symbology

The symbology for futures symbols depends on if it is an individual contract or a continuous contract.

The symbols used for the Trade Bar and the display of data in TradeStation may differ from the symbols used for the Account: Futures window for some futures and futures options. See Futures/Futures Options Symbology Comparison for more information. You can also download the TradeStation Futures Symbol Reference, a document detailing the futures symbols that are traded on each exchange.

Individual Contracts

The symbology for an individual futures contract is the root (which may be one or two characters), followed by the month code, a two-digit year code, a decimal and the alias extension (optional).

Monthly Expiring Futures: [Symbol root][Month code][Year code].[Optional Extension]

For Example:

Electronic futures contracts for the E-Mini S&P 500 June 2020 are displayed as ESM20.  No extension is required for electronic futures symbols.

Continuous Contract Root Symbol

The symbology for a continuous futures contract is an at-sign (@) followed by the symbol root and an optional alias extension (preceded by a decimal point). This allows you to plot and back-test a futures contract by automatically linking the current and previous contracts at rollover points to ensure continuity.  

You may not automate strategies or place an order using the symbol root continuous contract (see Continuous Contract Individual Symbol below).  

@[Symbol root].[Optional Extension]

For example, continuous futures contracts for the S&P 500 Electronic are displayed as @SP. For more information on continuous contracts, see Continuous Futures Contracts.

Continuous Contract Individual Symbol

The at-sign (@) may also be used with an individual contract symbol  to plot and back-test the historical continuous contract data while also permitting orders to be placed for the specified individual contract, including automated strategy orders.

@[Symbol root][Month code][Year code].[Optional Extension]

For example, a continuous individual contract futures symbol for the E-Mini S&P 500 June 2020 is displayed as @ESM20.  

Custom Continuous Contract Parameters

A continuous contract root or individual symbol can include custom continuous parameters that allow you to determine the values used for describing custom contract rollovers.

@[Symbol root][Month code][Year code].[Optional Extension]=[Custom Continuous Parameters]

For example, a custom continuous contract symbol based on the E-Mini S&P 500 June 2020 with a September 2020 rollover (based on open interest and using a constant back adjust) is displayed as @ESM20=11INC. See Custom Continuous Futures Symbology for more information.

Alias Extensions

The following extensions are used to indicate the type of trading activity. Extensions are optional; if you don't add an extension after a futures symbol, the data for the electronic only will be displayed.

.P = Pit only (Legacy functionality)

.C = Composite (This extension includes data from both electronic and pit activity, and is legacy functionality)

.D = Electronic day only

This extension is available only for those symbols that trade 24 hours a day electronically, such as the E-Mini S&P 500. For example, to view only the day session for the E-Mini S&P 500 March 2020 Electronic, you would append .D to the symbol, so it would become ESH20.D.

The extension is appended to the symbol root after a decimal. 

[Symbol root].[Optional Extension]