|Futures Product Name||Most Platforms||TradeStation|
|E-mini S&P 500||(ES)||same|
|E-mini NASDAQ 100||(NQ)||same|
|E-mini Russell 2000||(RTY)||same|
|E-mini Euro FX||(E7)||same|
|E-mini Crude Oil||(QM)||same|
|E-mini Natural Gas||(QG)||(QN)|
The symbology for an individual futures contract is the root (which may be one or more characters), followed by the month code, a two-digit year code, a decimal and the alias extension (optional).
[Symbol root][Month Code][Year Code].[Alias]
For example, futures contracts for the S&P 500 June 2014 Pit are displayed as SPM14.P. See the Alias Extensions section below for an explanation of the .P extension.
Continuous Futures Contracts - *Not Tradable - for analysis only*
Continuous futures data is necessary for the back-testing of futures markets due to the limited lifespan of this type of market. This data is linked at rollover points and is adjusted to ensure continuity.
The symbology for a continuous futures contract is an ampersand (@) followed by the symbol root, a decimal and the alias extension (optional).
For example, continuous futures contracts for the S&P 500 Electronic are displayed as @SP. For more information on continuous contracts, click on Help – TradeStation Platform Help in the TradeStation platform. Under the Index tab, enter continuous and click on Continuous Contracts.
Extensions are optional; if you don’t add an extension after a futures symbol, the data for the electronic-only futures will be displayed.
The following extensions are used to indicate the type of trading activity:
.C = Composite (includes data from both electronic and pit activity)
.D = Electronic day only
.P = Pit only
Note: The .D extension is available only for symbols that trade 24 hours a day electronically, such as the E-Mini S&P 500, which starts trading at 5 p.m. Central Time and continues until 4:15 p.m. on the following day. For example, to view only the day session for the E-Mini S&P 500 March 2014 Electronic, append .D to the symbol, so it would become ESH14.D.