/*
* 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";
}
}
}