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  • #1

    cme globex index question

    Please advise me the right symbols for CME E-mini S&P 500 and CME E-mini nasdaq-100.

    My eSignal shows ES #F at 1409.50 and NQ#F at 1764.00, the numbers are quite different from them shown on the CME home page (www.cme.com: 2398.50 and 1744,00).

    thanks for your help in advance.
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  • #2
    kingsalt1027
    ES #F and NQ #F are the symbols for the continuous contracts of the E-mini S&P500 and E-mini Nasdaq100.
    The difference you are seeing is due to the rollover which eSignal applies at the opening of the session (ie Wednesday at 15:30 CST) rather than in the midst of the session on Thursday at 8:30 CST. So the #F contract at this point is already tracking the June contracts while the CME is still showing the March contracts.
    You can find this and other details regarding the #F contracts explained in this article in the eSignal KnowledgeBase
    Alex

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