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What is the Format for Old Future Contract Symbols?

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  • What is the Format for Old Future Contract Symbols?

    Question #1:
    Below are 2 symbols for Dec 2009 and Dec 2010 future contracts. Notice the year is a single number. How would I enter a symbol for old contracts such as Dec 1989, Dec 1999 or Dec 1990, Dec 2000?

    GE Z9 = Eurodollar Dec 2009
    GE Z0 = Eurodollar Dec 2010


    Question #2:
    Is there a list of old future contracts available from eSignal? I don't see this on the normal symbol page?


    Question #3:
    Are symbols that we do not have a real-time subscription for, still available to us as daily data?

    Thanks
    Patrick

  • #2
    Here's the KB article that shows the format. Basically, the format for US Futures is as follows: GC Z20001 for daily data.

    As a result, just use the current symbol list for historic data.

    If you're asking for historical daily data, I don't believe you need a subscription to that exchange.

    Thanks.

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