The SortWizard: Stock Screening Software
 
 
 

Monthly Futures Contract Symbols

 
 

 

The base symbols are set up as follows: 

Using the S&P 500 March 2005 contract

/SP for the S&P 500
(S)
Session - table below  (March Day = H)
(Y)
Year - use last digit of the year (2005 = 5)
Completed symbol is:  /SPH5

The only exception are the E-Minis that always use the Evening Session letter.

Symbol Definition

 /ES(S)(Y)

S&P E-Mini 

 /SP(S)(Y)

S&P 500

 /NQ(S)(Y)

Nasdaq E-Mini

 /ND(S)(Y)

Nasdaq 100

 /DJ(S)(Y)

Dow Jones Industrial Average (Market Session)

 /ZJ(S)(Y)

Dow Jones Industrial Average (European Session)

 /US(S)(Y)

Bonds

 

Month Day
Session
Evening
Session

      January

        F

        A

      February

        G

        B

      March

        H

        C

      April

        J

        D

      May

        K

        E

      June

        M

        I

      July

        N

        L

      August

        Q

        O

      September

        U

        P

      October

        V

        R

      November

        X

        S

      December

        Z

        T


Examples:

  /EST5 - S&P E-Mini (Market and Evening Sessions)
  /SPZ5 - S&P 500 (Market Session)
  /SPT5 - S&P 500 (Evening Session)
  /NQT5 - Nasdaq E-Mini (Market and Evening Sessions)
  /NDZ5 - Nasdaq 100 (Market Session)
  /NDT5 - Nasdaq 100 (Evening Session)
  /DJZ5 - Dow Jones Industrial Average (Market Session)
  /ZJZ5 - Dow Jones Industrial Average (European Exchange Session)
  /USZ5 - Bonds

 

 

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