CME Micro Treasury Futures - localSymbol

There probably aren't too many either collecting data or trading the new contracts, but if you are, the localSymbol format seems to have changed.

For September 21, localSymbol format is Symbol, 3 spaces, Month, 1 space, Year
For October 21, localSymbol format is Symbol, 2 spaces, Month, 1 space, Year

So, for the 10 year, using Python and ib_insync qualifyContracts():

Code:

Contract(secType='FUT', conId=506407795, symbol='10Y', lastTradeDateOrContractMonth='20210930', multiplier='1000', exchange='ECBOT', currency='USD', localSymbol='10Y   SEP 21', tradingClass='10Y')
Contract(secType='FUT', conId=511851940, symbol='10Y', lastTradeDateOrContractMonth='20211029', multiplier='1000', exchange='ECBOT', currency='USD', localSymbol='10Y  OCT 21', tradingClass='10Y')

KH

 

It is for these kind of intricacies that I prefer to use the conId, and not localSymbol.

 

Yes, agree. I'm gradually changing over to conId, too.