Symbollogy ES3H or ESH3

Discussion in 'Index Futures' started by qazmax, Feb 12, 2003.

  1. qazmax


    Are there any thoughts out there to the futures symbollogy?

    I personally like the number between the month and symbol so it breaks it up a bit. Does anyone know what the industry standard is?


  2. JayS


    Industry standard is the year (the #) at the end.
  3. There is no "industry standard" - the specific symbology depends on the data vendor.

    Might be ES3H, ES03H, or ESH3 and then there are the special characters some vendors use, e.g., @ES3H, /ESH3, /ES3H, us@ES03H, ES/H3, etc.

    For example - Bridge, BMI, DTN, PCQuote, and others use ES3H or ES03H while Bloomberg, DBC, CQG and others use the ESH3 format.
  4. symbol like ES, then a brief description of recent activity like U for up, D for down or F for flat, then the vendor like DTN, then the quarter S for Spring S for Summer A for Autumn (some use F for Fall) and W for winter. There is no distinction between Spring and Summer, both are S so the default is always the most active then the year in Roman Numerals. So it would be