/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. * */ using System; namespace QuantConnect.Securities { /// /// Futures static class contains shortcut definitions of major futures contracts available for trading /// public static class Futures { /// /// The maximum supported contract offset depth /// /// Note this value is related to the continuous contract desired offset from the current front month. /// For example, 0 (default) will use the front month, 1 will use the back month contract public static readonly int MaximumContractDepthOffset = 2; /// /// Grains and Oilseeds group /// public static class Grains { /// /// Black Sea Corn Financially Settled (Platts) Futures /// /// The symbol public const string BlackSeaCornFinanciallySettledPlatts = "BCF"; /// /// Black Sea Wheat Financially Settled (Platts) Futures /// /// The symbol public const string BlackSeaWheatFinanciallySettledPlatts = "BWF"; /// /// Chicago SRW Wheat Futures /// /// The symbol public const string SRWWheat = "ZW"; /// /// Default wheat contract is SRWWheat /// /// The SRW Wheat symbol public const string Wheat = SRWWheat; /// /// KC HRW Wheat Futures /// /// The symbol public const string HRWWheat = "KE"; /// /// Corn Futures /// /// The symbol public const string Corn = "ZC"; /// /// Soybeans Futures /// /// The symbol public const string Soybeans = "ZS"; /// /// Soybean Meal Futures /// /// The symbol public const string SoybeanMeal = "ZM"; /// /// Soybean Oil Futures /// /// The symbol public const string SoybeanOil = "ZL"; /// /// Oats Futures /// /// The symbol public const string Oats = "ZO"; } /// /// Currencies group /// public static class Currencies { /// /// U.S. Dollar Index Futures /// /// The symbol public const string USD = "DX"; /// /// British Pound Futures /// /// The symbol public const string GBP = "6B"; /// /// Canadian Dollar Futures /// /// The symbol public const string CAD = "6C"; /// /// Japanese Yen Futures /// /// The symbol public const string JPY = "6J"; /// /// Swiss Franc Futures /// /// The symbol public const string CHF = "6S"; /// /// Euro FX Futures /// /// The symbol public const string EUR = "6E"; /// /// Australian Dollar Futures /// /// The symbol public const string AUD = "6A"; /// /// New Zealand Dollar Futures /// /// The symbol public const string NZD = "6N"; /// /// Russian Ruble Futures /// /// The symbol public const string RUB = "6R"; /// /// Brazillian Real Futures /// /// The symbol public const string BRL = "6L"; /// /// Mexican Peso Futures /// /// The symbol public const string MXN = "6M"; /// /// South African Rand Futures /// /// The symbol public const string ZAR = "6Z"; /// /// Australian Dollar/Canadian Dollar Futures /// /// The symbol public const string AUDCAD = "ACD"; /// /// Australian Dollar/Japanese Yen Futures /// /// The symbol public const string AUDJPY = "AJY"; /// /// Australian Dollar/New Zealand Dollar Futures /// /// The symbol public const string AUDNZD = "ANE"; /// /// Bitcoin Futures /// /// The symbol public const string BTC = "BTC"; /// /// Ether Futures /// /// The symbol public const string ETH = "ETH"; /// /// Canadian Dollar/Japanese Yen Futures /// /// The symbol public const string CADJPY = "CJY"; /// /// Standard-Size USD/Offshore RMB (CNH) Futures /// /// The symbol public const string StandardSizeUSDOffshoreRMBCNH = "CNH"; /// /// E-mini Euro FX Futures /// /// The symbol public const string EuroFXEmini = "E7"; /// /// Euro/Australian Dollar Futures /// /// The symbol public const string EURAUD = "EAD"; /// /// Euro/Canadian Dollar Futures /// /// The symbol public const string EURCAD = "ECD"; /// /// Euro/Swedish Krona Futures /// /// The symbol public const string EURSEK = "ESK"; /// /// E-mini Japanese Yen Futures /// /// The symbol public const string JapaneseYenEmini = "J7"; /// /// Micro EUR/USD Futures /// /// The symbol public const string MicroEUR = "M6E"; /// /// Micro AUD/USD Futures /// /// The symbol public const string MicroAUD = "M6A"; /// /// Micro GBP/USD Futures /// /// The symbol public const string MicroGBP = "M6B"; /// /// Micro CAD/USD Futures /// /// The symbol public const string MicroCADUSD = "MCD"; /// /// Micro JPY/USD Futures /// /// The symbol public const string MicroJPY = "MJY"; /// /// Micro CHF/USD Futures /// /// The symbol public const string MicroCHF = "MSF"; /// /// Micro USD/JPY Futures /// /// The symbol public const string MicroUSDJPY = "M6J"; /// /// Micro INR/USD Futures /// /// The symbol public const string MicroINRUSD = "MIR"; /// /// Micro USD/CAD Futures /// /// The symbol public const string MicroCAD = "M6C"; /// /// Micro USD/CHF Futures /// /// The symbol public const string MicroUSDCHF = "M6S"; /// /// Micro USD/CNH Futures /// /// The symbol public const string MicroUSDCNH = "MNH"; /// /// Micro Ether Futures /// /// The symbol public const string MicroEther = "MET"; /// /// Micro Bitcoin Futures /// /// The symbol public const string MicroBTC = "MBT"; /// /// BTIC on Micro Ether Futures /// /// The symbol public const string BTICMicroEther = "MRB"; /// /// BTIC on Micro Bitcoin Futures /// /// The symbol public const string BTICMicroBTC = "MIB"; } /// /// Energy group /// [Obsolete("Futures.Energies is obsolete, please use Futures.Energy instead.")] public static class Energies { /// /// Propane Non LDH Mont Belvieu (OPIS) BALMO Futures /// /// The symbol public const string PropaneNonLDHMontBelvieu = "1S"; /// /// Argus Propane Far East Index BALMO Futures /// /// The symbol public const string ArgusPropaneFarEastIndexBALMO = "22"; /// /// Mini European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures /// /// The symbol public const string MiniEuropeanThreePointPercentFiveFuelOilBargesPlatts = "A0D"; /// /// Mini Singapore Fuel Oil 180 cst (Platts) Futures /// /// The symbol public const string MiniSingaporeFuelOil180CstPlatts = "A0F"; /// /// Gulf Coast ULSD (Platts) Up-Down BALMO Futures /// /// The symbol public const string GulfCoastULSDPlattsUpDownBALMO = "A1L"; /// /// Gulf Coast Jet (Platts) Up-Down BALMO Futures /// /// The symbol public const string GulfCoastJetPlattsUpDownBALMO = "A1M"; /// /// Propane Non-LDH Mont Belvieu (OPIS) Futures /// /// The symbol public const string PropaneNonLDHMontBelvieuOPIS = "A1R"; /// /// European Propane CIF ARA (Argus) BALMO Futures /// /// The symbol public const string EuropeanPropaneCIFARAArgusBALMO = "A32"; /// /// Premium Unleaded Gasoline 10 ppm FOB MED (Platts) Futures /// /// The symbol public const string PremiumUnleadedGasoline10ppmFOBMEDPlatts = "A3G"; /// /// Argus Propane Far East Index Futures /// /// The symbol public const string ArgusPropaneFarEastIndex = "A7E"; /// /// Gasoline Euro-bob Oxy NWE Barges (Argus) Crack Spread BALMO Futures /// /// The symbol public const string GasolineEurobobOxyNWEBargesArgusCrackSpreadBALMO = "A7I"; /// /// Mont Belvieu Natural Gasoline (OPIS) Futures /// /// The symbol public const string MontBelvieuNaturalGasolineOPIS = "A7Q"; /// /// Mont Belvieu Normal Butane (OPIS) BALMO Futures /// /// The symbol public const string MontBelvieuNormalButaneOPISBALMO = "A8J"; /// /// Conway Propane (OPIS) Futures /// /// The symbol public const string ConwayPropaneOPIS = "A8K"; /// /// Mont Belvieu LDH Propane (OPIS) BALMO Futures /// /// The symbol public const string MontBelvieuLDHPropaneOPISBALMO = "A8O"; /// /// Argus Propane Far East Index vs. European Propane CIF ARA (Argus) Futures /// /// The symbol public const string ArgusPropaneFarEastIndexVsEuropeanPropaneCIFARAArgus = "A91"; /// /// Argus Propane (Saudi Aramco) Futures /// /// The symbol public const string ArgusPropaneSaudiAramco = "A9N"; /// /// Group Three ULSD (Platts) vs. NY Harbor ULSD Futures /// /// The symbol public const string GroupThreeULSDPlattsVsNYHarborULSD = "AA6"; /// /// Group Three Sub-octane Gasoliine (Platts) vs. RBOB Futures /// /// The symbol public const string GroupThreeSuboctaneGasolinePlattsVsRBOB = "AA8"; /// /// Singapore Fuel Oil 180 cst (Platts) BALMO Futures /// /// The symbol public const string SingaporeFuelOil180cstPlattsBALMO = "ABS"; /// /// Singapore Fuel Oil 380 cst (Platts) BALMO Futures /// /// The symbol public const string SingaporeFuelOil380cstPlattsBALMO = "ABT"; /// /// Mont Belvieu Ethane (OPIS) Futures /// /// The symbol public const string MontBelvieuEthaneOPIS = "AC0"; /// /// Mont Belvieu Normal Butane (OPIS) Futures /// /// The symbol public const string MontBelvieuNormalButaneOPIS = "AD0"; /// /// Brent Crude Oil vs. Dubai Crude Oil (Platts) Futures /// /// The symbol public const string BrentCrudeOilVsDubaiCrudeOilPlatts = "ADB"; /// /// Argus LLS vs. WTI (Argus) Trade Month Futures /// /// The symbol public const string ArgusLLSvsWTIArgusTradeMonth = "AE5"; /// /// Singapore Gasoil (Platts) vs. Low Sulphur Gasoil Futures /// /// The symbol public const string SingaporeGasoilPlattsVsLowSulphurGasoilFutures = "AGA"; /// /// Los Angeles CARBOB Gasoline (OPIS) vs. RBOB Gasoline Futures /// /// The symbol public const string LosAngelesCARBOBGasolineOPISvsRBOBGasoline = "AJL"; /// /// Los Angeles Jet (OPIS) vs. NY Harbor ULSD Futures /// /// The symbol public const string LosAngelesJetOPISvsNYHarborULSD = "AJS"; /// /// Los Angeles CARB Diesel (OPIS) vs. NY Harbor ULSD Futures /// /// The symbol public const string LosAngelesCARBDieselOPISvsNYHarborULSD = "AKL"; /// /// European Naphtha (Platts) BALMO Futures /// /// The symbol public const string EuropeanNaphthaPlattsBALMO = "AKZ"; /// /// European Propane CIF ARA (Argus) Futures /// /// The symbol public const string EuropeanPropaneCIFARAArgus = "APS"; /// /// Mont Belvieu Natural Gasoline (OPIS) BALMO Futures /// /// The symbol public const string MontBelvieuNaturalGasolineOPISBALMO = "AR0"; /// /// RBOB Gasoline Crack Spread Futures /// /// The symbol public const string RBOBGasolineCrackSpread = "ARE"; /// /// Gulf Coast HSFO (Platts) BALMO Futures /// /// The symbol public const string GulfCoastHSFOPlattsBALMO = "AVZ"; /// /// Mars (Argus) vs. WTI Trade Month Futures /// /// The symbol public const string MarsArgusVsWTITradeMonth = "AYV"; /// /// Mars (Argus) vs. WTI Financial Futures /// /// The symbol public const string MarsArgusVsWTIFinancial = "AYX"; /// /// Ethanol T2 FOB Rdam Including Duty (Platts) Futures /// /// The symbol public const string EthanolT2FOBRdamIncludingDutyPlatts = "AZ1"; /// /// Mont Belvieu LDH Propane (OPIS) Futures /// /// The symbol public const string MontBelvieuLDHPropaneOPIS = "B0"; /// /// Gasoline Euro-bob Oxy NWE Barges (Argus) Futures /// /// The symbol public const string GasolineEurobobOxyNWEBargesArgus = "B7H"; /// /// WTI-Brent Financial Futures /// /// The symbol public const string WTIBrentFinancial = "BK"; /// /// 3.5% Fuel Oil Barges FOB Rdam (Platts) Crack Spread (1000mt) Futures /// /// The symbol public const string ThreePointFivePercentFuelOilBargesFOBRdamPlattsCrackSpread1000mt = "BOO"; /// /// Gasoline Euro-bob Oxy NWE Barges (Argus) BALMO Futures /// /// The symbol public const string GasolineEurobobOxyNWEBargesArgusBALMO = "BR7"; /// /// Brent Last Day Financial Futures /// /// The symbol public const string BrentLastDayFinancial = "BZ"; /// /// Crude Oil WTI Futures /// /// The symbol public const string CrudeOilWTI = "CL"; /// /// Gulf Coast CBOB Gasoline A2 (Platts) vs. RBOB Gasoline Futures /// /// The symbol public const string GulfCoastCBOBGasolineA2PlattsVsRBOBGasoline = "CRB"; /// /// Clearbrook Bakken Sweet Crude Oil Monthly Index (Net Energy) Futures /// /// The symbol public const string ClearbrookBakkenSweetCrudeOilMonthlyIndexNetEnergy = "CSW"; /// /// WTI Financial Futures /// /// The symbol public const string WTIFinancial = "CSX"; /// /// Chicago Ethaanol (Platts) Futures /// /// The symbol public const string ChicagoEthanolPlatts = "CU"; /// /// Singapore Mogas 92 Unleaded (Platts) Brent Crack Spread Futures /// /// The symbol public const string SingaporeMogas92UnleadedPlattsBrentCrackSpread = "D1N"; /// /// Dubai Crude Oil (Platts) Financial Futures /// /// The symbol public const string DubaiCrudeOilPlattsFinancial = "DCB"; /// /// Japan C&F Naphtha (Platts) BALMO Futures /// /// The symbol public const string JapanCnFNaphthaPlattsBALMO = "E6"; /// /// Ethanol Futures /// /// The symbol public const string Ethanol = "EH"; /// /// European Naphtha (Platts) Crack Spread Futures /// /// The symbol public const string EuropeanNaphthaPlattsCrackSpread = "EN"; /// /// European Propane CIF ARA (Argus) vs. Naphtha Cargoes CIF NWE (Platts) Futures /// /// The symbol public const string EuropeanPropaneCIFARAArgusVsNaphthaCargoesCIFNWEPlatts = "EPN"; /// /// Singapore Fuel Oil 380 cst (Platts) vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures /// /// The symbol public const string SingaporeFuelOil380cstPlattsVsEuropeanThreePointFivePercentFuelOilBargesFOBRdamPlatts = "EVC"; /// /// East-West Gasoline Spread (Platts-Argus) Futures /// /// The symbol public const string EastWestGasolineSpreadPlattsArgus = "EWG"; /// /// East-West Naphtha: Japan C&F vs. Cargoes CIF NWE Spread (Platts) Futures /// /// The symbol public const string EastWestNaphthaJapanCFvsCargoesCIFNWESpreadPlatts = "EWN"; /// /// RBOB Gasoline vs. Euro-bob Oxy NWE Barges (Argus) (350,000 gallons) Futures /// /// The symbol public const string RBOBGasolineVsEurobobOxyNWEBargesArgusThreeHundredFiftyThousandGallons = "EXR"; /// /// 3.5% Fuel Oil Barges FOB Rdam (Platts) Crack Spread Futures /// /// The symbol public const string ThreePointFivePercentFuelOilBargesFOBRdamPlattsCrackSpread = "FO"; /// /// Freight Route TC14 (Baltic) Futures /// /// The symbol public const string FreightRouteTC14Baltic = "FRC"; /// /// 1% Fuel Oil Cargoes FOB NWE (Platts) vs. 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures /// /// The symbol public const string OnePercentFuelOilCargoesFOBNWEPlattsVsThreePointFivePercentFuelOilBargesFOBRdamPlatts = "FSS"; /// /// Gulf Coast HSFO (Platts) vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures /// public const string GulfCoastHSFOPlattsVsEuropeanThreePointFivePercentFuelOilBargesFOBRdamPlatts = "GCU"; /// /// WTI Houston Crude Oil Futures /// /// The symbol public const string WTIHoustonCrudeOil = "HCL"; /// /// Natural Gas (Henry Hub) Last-day Financial Futures /// /// The symbol public const string NaturalGasHenryHubLastDayFinancial = "HH"; /// /// Heating Oil Futures /// /// The symbol public const string HeatingOil = "HO"; /// /// Natural Gas (Henry Hub) Penultimate Financial Futures /// /// The symbol public const string NaturalGasHenryHubPenultimateFinancial = "HP"; /// /// WTI Houston (Argus) vs. WTI Trade Month Futures /// /// The symbol public const string WTIHoustonArgusVsWTITradeMonth = "HTT"; /// /// Gasoline RBOB Futures /// /// The symbol public const string Gasoline = "RB"; /// /// Natural Gas Futures /// /// The symbol public const string NaturalGas = "NG"; /// /// Brent Crude Futures /// /// The symbol public const string BrentCrude = "B"; /// /// Low Sulfur Gasoil /// /// The symbol public const string LowSulfurGasoil = "G"; /// /// Micro WTI Crude Oil Futures /// /// The symbol public const string MicroCrudeOilWTI = "MCL"; /// /// Micro Singapore FOB Marine Fuel 0.5% (Platts) Futures /// /// The symbol public const string MicroSingaporeFOBMarineFuelZeroPointFivePercetPlatts = "S5O"; /// /// Micro Gasoil 0.1% Barges FOB ARA (Platts) Futures /// /// The symbol public const string MicroGasoilZeroPointOnePercentBargesFOBARAPlatts = "M1B"; /// /// Micro European FOB Rdam Marine Fuel 0.5% Barges (Platts) Futures /// /// The symbol public const string MicroEuropeanFOBRdamMarineFuelZeroPointFivePercentBargesPlatts = "R5O"; /// /// Micro European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures /// /// The symbol public const string MicroEuropeanThreePointFivePercentOilBargesFOBRdamPlatts = "MEF"; /// /// Micro Singapore Fuel Oil 380CST (Platts) Futures /// /// The symbol public const string MicroSingaporeFuelOil380CSTPlatts = "MAF"; /// /// Micro Coal (API 5) fob Newcastle (Argus/McCloskey) Futures /// /// The symbol public const string MicroCoalAPIFivefobNewcastleArgusMcCloskey = "M5F"; /// /// Micro European 3.5% Fuel Oil Cargoes FOB Med (Platts) Futures /// /// The symbol public const string MicroEuropeanThreePointFivePercentFuelOilCargoesFOBMedPlatts = "M35"; } /// /// Energy group /// public static class Energy { /// /// Propane Non LDH Mont Belvieu (OPIS) BALMO Futures /// /// The symbol public const string PropaneNonLDHMontBelvieu = "1S"; /// /// Argus Propane Far East Index BALMO Futures /// /// The symbol public const string ArgusPropaneFarEastIndexBALMO = "22"; /// /// Mini European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures /// /// The symbol public const string MiniEuropeanThreePointPercentFiveFuelOilBargesPlatts = "A0D"; /// /// Mini Singapore Fuel Oil 180 cst (Platts) Futures /// /// The symbol public const string MiniSingaporeFuelOil180CstPlatts = "A0F"; /// /// Gulf Coast ULSD (Platts) Up-Down BALMO Futures /// /// The symbol public const string GulfCoastULSDPlattsUpDownBALMO = "A1L"; /// /// Gulf Coast Jet (Platts) Up-Down BALMO Futures /// /// The symbol public const string GulfCoastJetPlattsUpDownBALMO = "A1M"; /// /// Propane Non-LDH Mont Belvieu (OPIS) Futures /// /// The symbol public const string PropaneNonLDHMontBelvieuOPIS = "A1R"; /// /// European Propane CIF ARA (Argus) BALMO Futures /// /// The symbol public const string EuropeanPropaneCIFARAArgusBALMO = "A32"; /// /// Premium Unleaded Gasoline 10 ppm FOB MED (Platts) Futures /// /// The symbol public const string PremiumUnleadedGasoline10ppmFOBMEDPlatts = "A3G"; /// /// Argus Propane Far East Index Futures /// /// The symbol public const string ArgusPropaneFarEastIndex = "A7E"; /// /// Gasoline Euro-bob Oxy NWE Barges (Argus) Crack Spread BALMO Futures /// /// The symbol public const string GasolineEurobobOxyNWEBargesArgusCrackSpreadBALMO = "A7I"; /// /// Mont Belvieu Natural Gasoline (OPIS) Futures /// /// The symbol public const string MontBelvieuNaturalGasolineOPIS = "A7Q"; /// /// Mont Belvieu Normal Butane (OPIS) BALMO Futures /// /// The symbol public const string MontBelvieuNormalButaneOPISBALMO = "A8J"; /// /// Conway Propane (OPIS) Futures /// /// The symbol public const string ConwayPropaneOPIS = "A8K"; /// /// Mont Belvieu LDH Propane (OPIS) BALMO Futures /// /// The symbol public const string MontBelvieuLDHPropaneOPISBALMO = "A8O"; /// /// Argus Propane Far East Index vs. European Propane CIF ARA (Argus) Futures /// /// The symbol public const string ArgusPropaneFarEastIndexVsEuropeanPropaneCIFARAArgus = "A91"; /// /// Argus Propane (Saudi Aramco) Futures /// /// The symbol public const string ArgusPropaneSaudiAramco = "A9N"; /// /// Group Three ULSD (Platts) vs. NY Harbor ULSD Futures /// /// The symbol public const string GroupThreeULSDPlattsVsNYHarborULSD = "AA6"; /// /// Group Three Sub-octane Gasoliine (Platts) vs. RBOB Futures /// /// The symbol public const string GroupThreeSuboctaneGasolinePlattsVsRBOB = "AA8"; /// /// Singapore Fuel Oil 180 cst (Platts) BALMO Futures /// /// The symbol public const string SingaporeFuelOil180cstPlattsBALMO = "ABS"; /// /// Singapore Fuel Oil 380 cst (Platts) BALMO Futures /// /// The symbol public const string SingaporeFuelOil380cstPlattsBALMO = "ABT"; /// /// Mont Belvieu Ethane (OPIS) Futures /// /// The symbol public const string MontBelvieuEthaneOPIS = "AC0"; /// /// Mont Belvieu Normal Butane (OPIS) Futures /// /// The symbol public const string MontBelvieuNormalButaneOPIS = "AD0"; /// /// Brent Crude Oil vs. Dubai Crude Oil (Platts) Futures /// /// The symbol public const string BrentCrudeOilVsDubaiCrudeOilPlatts = "ADB"; /// /// Argus LLS vs. WTI (Argus) Trade Month Futures /// /// The symbol public const string ArgusLLSvsWTIArgusTradeMonth = "AE5"; /// /// Singapore Gasoil (Platts) vs. Low Sulphur Gasoil Futures /// /// The symbol public const string SingaporeGasoilPlattsVsLowSulphurGasoilFutures = "AGA"; /// /// Los Angeles CARBOB Gasoline (OPIS) vs. RBOB Gasoline Futures /// /// The symbol public const string LosAngelesCARBOBGasolineOPISvsRBOBGasoline = "AJL"; /// /// Los Angeles Jet (OPIS) vs. NY Harbor ULSD Futures /// /// The symbol public const string LosAngelesJetOPISvsNYHarborULSD = "AJS"; /// /// Los Angeles CARB Diesel (OPIS) vs. NY Harbor ULSD Futures /// /// The symbol public const string LosAngelesCARBDieselOPISvsNYHarborULSD = "AKL"; /// /// European Naphtha (Platts) BALMO Futures /// /// The symbol public const string EuropeanNaphthaPlattsBALMO = "AKZ"; /// /// European Propane CIF ARA (Argus) Futures /// /// The symbol public const string EuropeanPropaneCIFARAArgus = "APS"; /// /// Mont Belvieu Natural Gasoline (OPIS) BALMO Futures /// /// The symbol public const string MontBelvieuNaturalGasolineOPISBALMO = "AR0"; /// /// RBOB Gasoline Crack Spread Futures /// /// The symbol public const string RBOBGasolineCrackSpread = "ARE"; /// /// Gulf Coast HSFO (Platts) BALMO Futures /// /// The symbol public const string GulfCoastHSFOPlattsBALMO = "AVZ"; /// /// Mars (Argus) vs. WTI Trade Month Futures /// /// The symbol public const string MarsArgusVsWTITradeMonth = "AYV"; /// /// Mars (Argus) vs. WTI Financial Futures /// /// The symbol public const string MarsArgusVsWTIFinancial = "AYX"; /// /// Ethanol T2 FOB Rdam Including Duty (Platts) Futures /// /// The symbol public const string EthanolT2FOBRdamIncludingDutyPlatts = "AZ1"; /// /// Mont Belvieu LDH Propane (OPIS) Futures /// /// The symbol public const string MontBelvieuLDHPropaneOPIS = "B0"; /// /// Gasoline Euro-bob Oxy NWE Barges (Argus) Futures /// /// The symbol public const string GasolineEurobobOxyNWEBargesArgus = "B7H"; /// /// WTI-Brent Financial Futures /// /// The symbol public const string WTIBrentFinancial = "BK"; /// /// 3.5% Fuel Oil Barges FOB Rdam (Platts) Crack Spread (1000mt) Futures /// /// The symbol public const string ThreePointFivePercentFuelOilBargesFOBRdamPlattsCrackSpread1000mt = "BOO"; /// /// Gasoline Euro-bob Oxy NWE Barges (Argus) BALMO Futures /// /// The symbol public const string GasolineEurobobOxyNWEBargesArgusBALMO = "BR7"; /// /// Brent Last Day Financial Futures /// /// The symbol public const string BrentLastDayFinancial = "BZ"; /// /// Crude Oil WTI Futures /// /// The symbol public const string CrudeOilWTI = "CL"; /// /// Gulf Coast CBOB Gasoline A2 (Platts) vs. RBOB Gasoline Futures /// /// The symbol public const string GulfCoastCBOBGasolineA2PlattsVsRBOBGasoline = "CRB"; /// /// Clearbrook Bakken Sweet Crude Oil Monthly Index (Net Energy) Futures /// /// The symbol public const string ClearbrookBakkenSweetCrudeOilMonthlyIndexNetEnergy = "CSW"; /// /// WTI Financial Futures /// /// The symbol public const string WTIFinancial = "CSX"; /// /// Chicago Ethaanol (Platts) Futures /// /// The symbol public const string ChicagoEthanolPlatts = "CU"; /// /// Singapore Mogas 92 Unleaded (Platts) Brent Crack Spread Futures /// /// The symbol public const string SingaporeMogas92UnleadedPlattsBrentCrackSpread = "D1N"; /// /// Dubai Crude Oil (Platts) Financial Futures /// /// The symbol public const string DubaiCrudeOilPlattsFinancial = "DCB"; /// /// Japan C&F Naphtha (Platts) BALMO Futures /// /// The symbol public const string JapanCnFNaphthaPlattsBALMO = "E6"; /// /// Ethanol Futures /// /// The symbol public const string Ethanol = "EH"; /// /// European Naphtha (Platts) Crack Spread Futures /// /// The symbol public const string EuropeanNaphthaPlattsCrackSpread = "EN"; /// /// European Propane CIF ARA (Argus) vs. Naphtha Cargoes CIF NWE (Platts) Futures /// /// The symbol public const string EuropeanPropaneCIFARAArgusVsNaphthaCargoesCIFNWEPlatts = "EPN"; /// /// Singapore Fuel Oil 380 cst (Platts) vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures /// /// The symbol public const string SingaporeFuelOil380cstPlattsVsEuropeanThreePointFivePercentFuelOilBargesFOBRdamPlatts = "EVC"; /// /// East-West Gasoline Spread (Platts-Argus) Futures /// /// The symbol public const string EastWestGasolineSpreadPlattsArgus = "EWG"; /// /// East-West Naphtha: Japan C&F vs. Cargoes CIF NWE Spread (Platts) Futures /// /// The symbol public const string EastWestNaphthaJapanCFvsCargoesCIFNWESpreadPlatts = "EWN"; /// /// RBOB Gasoline vs. Euro-bob Oxy NWE Barges (Argus) (350,000 gallons) Futures /// /// The symbol public const string RBOBGasolineVsEurobobOxyNWEBargesArgusThreeHundredFiftyThousandGallons = "EXR"; /// /// 3.5% Fuel Oil Barges FOB Rdam (Platts) Crack Spread Futures /// /// The symbol public const string ThreePointFivePercentFuelOilBargesFOBRdamPlattsCrackSpread = "FO"; /// /// Freight Route TC14 (Baltic) Futures /// /// The symbol public const string FreightRouteTC14Baltic = "FRC"; /// /// 1% Fuel Oil Cargoes FOB NWE (Platts) vs. 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures /// /// The symbol public const string OnePercentFuelOilCargoesFOBNWEPlattsVsThreePointFivePercentFuelOilBargesFOBRdamPlatts = "FSS"; /// /// Gulf Coast HSFO (Platts) vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures /// public const string GulfCoastHSFOPlattsVsEuropeanThreePointFivePercentFuelOilBargesFOBRdamPlatts = "GCU"; /// /// WTI Houston Crude Oil Futures /// /// The symbol public const string WTIHoustonCrudeOil = "HCL"; /// /// Natural Gas (Henry Hub) Last-day Financial Futures /// /// The symbol public const string NaturalGasHenryHubLastDayFinancial = "HH"; /// /// Heating Oil Futures /// /// The symbol public const string HeatingOil = "HO"; /// /// Natural Gas (Henry Hub) Penultimate Financial Futures /// /// The symbol public const string NaturalGasHenryHubPenultimateFinancial = "HP"; /// /// WTI Houston (Argus) vs. WTI Trade Month Futures /// /// The symbol public const string WTIHoustonArgusVsWTITradeMonth = "HTT"; /// /// Gasoline RBOB Futures /// /// The symbol public const string Gasoline = "RB"; /// /// Natural Gas Futures /// /// The symbol public const string NaturalGas = "NG"; /// /// Brent Crude Futures /// /// The symbol public const string BrentCrude = "B"; /// /// Low Sulfur Gasoil /// /// The symbol public const string LowSulfurGasoil = "G"; /// /// Micro WTI Crude Oil Futures /// /// The symbol public const string MicroCrudeOilWTI = "MCL"; /// /// Micro Singapore FOB Marine Fuel 0.5% (Platts) Futures /// /// The symbol public const string MicroSingaporeFOBMarineFuelZeroPointFivePercetPlatts = "S5O"; /// /// Micro Gasoil 0.1% Barges FOB ARA (Platts) Futures /// /// The symbol public const string MicroGasoilZeroPointOnePercentBargesFOBARAPlatts = "M1B"; /// /// Micro European FOB Rdam Marine Fuel 0.5% Barges (Platts) Futures /// /// The symbol public const string MicroEuropeanFOBRdamMarineFuelZeroPointFivePercentBargesPlatts = "R5O"; /// /// Micro European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures /// /// The symbol public const string MicroEuropeanThreePointFivePercentOilBargesFOBRdamPlatts = "MEF"; /// /// Micro Singapore Fuel Oil 380CST (Platts) Futures /// /// The symbol public const string MicroSingaporeFuelOil380CSTPlatts = "MAF"; /// /// Micro Coal (API 5) fob Newcastle (Argus/McCloskey) Futures /// /// The symbol public const string MicroCoalAPIFivefobNewcastleArgusMcCloskey = "M5F"; /// /// Micro European 3.5% Fuel Oil Cargoes FOB Med (Platts) Futures /// /// The symbol public const string MicroEuropeanThreePointFivePercentFuelOilCargoesFOBMedPlatts = "M35"; } /// /// Financials group /// public static class Financials { /// /// 30Y U.S. Treasury Bond Futures /// /// The symbol public const string Y30TreasuryBond = "ZB"; /// /// 10Y U.S. Treasury Note Futures /// /// The symbol public const string Y10TreasuryNote = "ZN"; /// /// 5Y U.S. Treasury Note Futures /// /// The symbol public const string Y5TreasuryNote = "ZF"; /// /// 2Y U.S. Treasury Note Futures /// /// The symbol public const string Y2TreasuryNote = "ZT"; /// /// EuroDollar Futures /// /// The symbol public const string EuroDollar = "GE"; /// /// 5-Year USD MAC Swap Futures /// /// The symbol public const string FiveYearUSDMACSwap = "F1U"; /// /// Ultra U.S. Treasury Bond Futures /// public const string UltraUSTreasuryBond = "UB"; /// /// Ultra 10-Year U.S. Treasury Note Futures /// public const string UltraTenYearUSTreasuryNote = "TN"; /// /// Micro 10-Year Yield Futures /// /// The symbol public const string MicroY10TreasuryNote = "10Y"; /// /// Micro 30-Year Yield Futures /// /// The symbol public const string MicroY30TreasuryBond = "30Y"; /// /// Micro 2-Year Yield Futures /// /// The symbol public const string MicroY2TreasuryBond = "2YY"; /// /// Micro 5-Year Yield Futures /// /// The symbol public const string MicroY5TreasuryBond = "5YY"; } /// /// Indices group /// public static class Indices { /// /// E-mini S&P 500 Futures /// /// The symbol public const string SP500EMini = "ES"; /// /// E-mini NASDAQ 100 Futures /// /// The symbol public const string NASDAQ100EMini = "NQ"; /// /// E-mini Dow Indu 30 Futures /// /// The symbol public const string Dow30EMini = "YM"; /// /// CBOE Volatility Index Futures /// /// The symbol public const string VIX = "VX"; /// /// E-mini Russell 2000 Futures /// /// The symbol public const string Russell2000EMini = "RTY"; /// /// Nikkei-225 Dollar Futures /// /// The symbol public const string Nikkei225Dollar = "NKD"; /// /// Nikkei-225 Yen denominated Futures on CME /// /// The symbol public const string Nikkei225YenCME = "NIY"; /// /// E-mini Nikkei 225 Yen denominated Futures on CME /// /// The symbol public const string Nikkei225YenEMini = "ENY"; /// /// E-MINI FTSE China 50 Index Futures on CME /// /// The symbol public const string FTSEChina50EMini = "FT5"; /// /// E-mini FTSE 100 Index (GBP) Futures on CME /// /// The symbol public const string FTSE100EMini = "FT1"; #pragma warning disable CS1570 /// /// E-MINI S&P EUROPE 350 ESG Index Futures on CME /// /// The symbol public const string SPEurop350ESGEMini = "E3G"; #pragma warning restore CS1570 /// /// E-MINI USD Denominated FTSE 100 Index Futures on CME /// /// The symbol public const string FTSE100USDEMini = "FTU"; /// /// USD Denominated Topix Index Futures on CME /// /// The symbol public const string TOPIXUSD = "TPD"; /// /// YEN Denominated Topix Index Futures on CME /// /// The symbol public const string TOPIXYEN = "TPY"; /// /// Dow Jones Real Estate futures on CME /// /// The symbol public const string DowJonesRealEstate = "RX"; /// /// E-mini SP500 ESG futures on CME /// /// The symbol public const string SP500EMiniESG = "ESG"; /// /// E-mini Russell 1000 futures on CME /// /// The symbol public const string Russell1000EMini = "RS1"; #pragma warning disable CS1570 /// /// S&P 500 Annual dividend index futures on CME /// /// The symbol public const string SP500AnnualDividendIndex = "SDA"; #pragma warning restore CS1570 /// /// Bloomberg Commodity Index Futures /// /// The symbol public const string BloombergCommodityIndex = "AW"; /// /// E-mini Nasdaq-100 Biotechnology Index Futures /// /// The symbol public const string NASDAQ100BiotechnologyEMini = "BIO"; /// /// E-mini FTSE Emerging Index Futures /// /// The symbol public const string FTSEEmergingEmini = "EI"; /// /// E-mini S&P MidCap 400 Futures /// /// The symbol public const string SP400MidCapEmini = "EMD"; /// /// S&P-GSCI Commodity Index Futures /// /// The symbol public const string SPGSCICommodity = "GD"; /// /// USD-Denominated Ibovespa Index Futures /// /// The symbol public const string USDDenominatedIbovespa = "IBV"; /// /// USD-Denominated MSCI Taiwan Index Futures /// /// The symbol public const string MSCITaiwanIndex = "TW"; /// /// Nikkei-225 Yen denominated Index Futures /// /// The symbol public const string Nikkei225Yen = "NK"; /// /// NSE Nifty50 Index Futures /// /// The symbol public const string Nifty50 = "NIFTY"; /// /// NSE BankNifty Futures /// /// The symbol public const string BankNifty = "BANKNIFTY"; /// /// S&P BSE Sensex Index Futures /// /// The symbol public const string BseSensex = "SENSEX"; /// /// Hang Seng Index /// /// The symbol public const string HangSeng = "HSI"; /// /// Micro E-mini S&P 500 Index Futures /// /// The symbol public const string MicroSP500EMini = "MES"; /// /// Micro E-mini Nasdaq-100 Index Futures /// /// The symbol public const string MicroNASDAQ100EMini = "MNQ"; /// /// Micro E-mini Russell 2000 Index Futures /// /// The symbol public const string MicroRussell2000EMini = "M2K"; /// /// Micro E-mini Dow Jones Industrial Average Index Futures /// /// The symbol public const string MicroDow30EMini = "MYM"; /// /// MSCI Europe Net Total Return (USD) Futures /// public const string MSCIEuropeNTR = "M1EU"; /// /// MSCI Japan Net Total Return Futures /// public const string MSCIJapanNTR = "M1JP"; /// /// MSCI Emerging Markets Asia Net Total Return Futures /// public const string MSCIEmergingMarketsAsiaNTR = "M1MSA"; /// /// MSCI EAFE Index Futures /// public const string MSCIEafeIndex = "MXEA"; /// /// MSCI Emerging Markets Index Futures /// public const string MSCIEmergingMarketsIndex = "MXEF"; /// /// MSCI USA Index Futures /// public const string MSCIUsaIndex = "MXUS"; /// /// Euro Stoxx 50 Index Futures /// /// The symbol public const string EuroStoxx50 = "FESX"; /// /// DAX Futures /// public const string DAX = "FDAX"; /// /// DAX50 Futures /// public const string DAX50 = "FSDX"; /// /// Div DAX futureFutures /// public const string DivDAX = "FDIV"; /// /// Micro DAX Futures /// public const string DAXMicro = "FDXS"; /// /// Mini DAX Futures /// public const string DAXMini = "FDXM"; /// /// Mini MDAX Futures /// public const string MDAXMini = "FSMX"; /// /// TecDAX Futures /// public const string TecDAX = "FTDX"; } /// /// Forestry group /// public static class Forestry { /// /// Random Length Lumber Futures /// public const string RandomLengthLumber = "LBS"; /// /// Lumber Futures /// public const string Lumber = "LBR"; } /// /// Meats group /// public static class Meats { /// /// Live Cattle Futures /// /// The symbol public const string LiveCattle = "LE"; /// /// Feeder Cattle Futures /// /// The symbol public const string FeederCattle = "GF"; /// /// Lean Hogs Futures /// /// The symbol public const string LeanHogs = "HE"; } /// /// Metals group /// public static class Metals { /// /// Gold Futures /// /// The symbol public const string Gold = "GC"; /// /// Silver Futures /// /// The symbol public const string Silver = "SI"; /// /// Platinum Futures /// /// The symbol public const string Platinum = "PL"; /// /// Palladium Futures /// /// The symbol public const string Palladium = "PA"; /// /// Aluminum MW U.S. Transaction Premium Platts (25MT) Futures /// /// The symbol public const string AluminumMWUSTransactionPremiumPlatts25MT = "AUP"; /// /// Aluminium European Premium Duty-Paid (Metal Bulletin) Futures /// /// The symbol /// This symbol spells element Al using European spelling public const string AluminiumEuropeanPremiumDutyPaidMetalBulletin = "EDP"; /// /// Copper Futures /// /// The symbol public const string Copper = "HG"; /// /// U.S. Midwest Domestic Hot-Rolled Coil Steel (CRU) Index Futures /// /// The symbol public const string USMidwestDomesticHotRolledCoilSteelCRUIndex = "HRC"; /// /// Micro Gold Futures /// /// The symbol public const string MicroGold = "MGC"; /// /// Micro Silver Futures /// /// The symbol public const string MicroSilver = "SIL"; /// /// Micro Gold TAS Futures /// /// The symbol public const string MicroGoldTAS = "MGT"; /// /// Micro Palladium Futures /// /// The symbol public const string MicroPalladium = "PAM"; /// /// Mini Sized NY Gold Futures /// public const string MiniNYGold = "YG"; /// /// Mini Sized NY Silver Futures /// public const string MiniNYSilver = "YI"; /// /// Gold 100 Oz Futures /// public const string Gold100Oz = "ZG"; /// /// Silver 5000 Oz Futures /// public const string Silver5000Oz = "ZI"; } /// /// Softs group /// public static class Softs { /// /// Cotton #2 Futures /// /// The symbol public const string Cotton2 = "CT"; /// /// Orange Juice Futures /// /// The symbol public const string OrangeJuice = "OJ"; /// /// Coffee C Arabica Futures /// /// The symbol public const string Coffee = "KC"; /// /// Sugar #11 Futures ICE /// /// The symbol public const string Sugar11 = "SB"; /// /// Sugar #11 Futures CME /// /// The symbol public const string Sugar11CME = "YO"; /// /// Cocoa Futures /// /// The symbol public const string Cocoa = "CC"; } /// /// Dairy group /// public static class Dairy { /// /// Cash-settled Butter Futures /// /// The symbol public const string CashSettledButter = "CB"; /// /// Cash-settled Cheese Futures /// /// The symbol public const string CashSettledCheese = "CSC"; /// /// Class III Milk Futures /// /// The symbol public const string ClassIIIMilk = "DC"; /// /// Dry Whey Futures /// /// The symbol public const string DryWhey = "DY"; /// /// Class IV Milk Futures /// /// The symbol public const string ClassIVMilk = "GDK"; /// /// Non-fat Dry Milk Futures /// /// The symbol public const string NonfatDryMilk = "GNF"; } } }