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Futures Coverage Notes
Futures data is not always provided by the exchange on the same day that the trading occurs.
For example, some exchanges provide volume on the same day, others provide a volume estimate
and others do not report it until the next day.
The following table describes all of the contracts covered in DataTools: which session is provided,
when price data is provided, when volume and open interest is provided, and how many forward
delivery months are provided. Please read the Notes at the bottom of the table for further details on the
colour coded cells in the table. The page Understanding Futures Data also provides
information on Futures data.
| Exchange |
DataTools Name |
Symbol |
Platform/Session |
Update Edition |
Volume |
Open Interest |
Delivery Months |
| CME Group (ex-CBOT markets) |
Gold 100 oz | ZG | e-CBOT | Nth American | Previous Day | Previous Day | All |
| Gold Mini | YG | e-CBOT | Nth American | Previous Day | Previous Day | All |
| Corn | C | Floor | Nth American | Previous Day | Previous Day | All |
| Corn C | C2 | Globex & Floor combined | Nth American |
Same Day (unofficial) | Previous Day | All |
| Oats | O | Floor | Nth American | Previous Day |
Previous Day | All |
| Oats C | O2 | Globex & Floor combined | Nth American |
Same Day (unofficial) | Previous Day | All |
| Rough Rice | RR | Floor | Nth American |
Previous Day | Previous Day | All |
| Rough Rice C | RR2 | Globex & Floor combined |
Nth American | Same Day (unofficial) | Previous Day | All |
| Soybeans | S | Floor | Nth American |
Previous Day | Previous Day | All |
| Soybeans C | S2 | Globex & Floor combined | Nth American |
Same Day (unofficial) | Previous Day | All |
| Soybean Meal | SM | Floor | Nth American |
Previous Day | Previous Day | All |
| Soybean Meal C | SM2 | Globex & Floor combined |
Nth American | Same Day (unofficial) | Previous Day | All |
| Soybean Oil | BO | Floor | Nth American |
Previous Day | Previous Day | All |
| Soybean Oil C | BO2 | Globex & Floor combined |
Nth American | Same Day (unofficial) | Previous Day | All |
| Wheat | W | Floor | Nth American | Previous Day |
Previous Day | All |
| Wheat C | W2 | Globex & Floor combined | Nth American |
Same Day (unofficial) | Previous Day | All |
| 5-Year Note | FV | Floor | Nth American |
Previous Day | Previous Day | All |
| 5-Year Note C | FV2 | Globex & Floor combined |
Nth American | Same Day (unofficial) | Previous Day | All |
| 10-Year Note | TY | Floor | Nth American |
Previous Day | Previous Day | All |
| 10-Year Note C | TY2 | Globex & Floor combined |
Nth American | Same Day (unofficial) | Previous Day | All |
| U.S. Treasury Bond | US | Floor | Nth American |
Previous Day | Previous Day | All |
| U.S. Treasury Bond C | US2 | Globex & Floor combined |
Nth American | Same Day (unofficial) | Previous Day | All |
| Dow Jones | DJ | Floor | Nth American |
Previous Day | Previous Day | All |
| Dow Jones C | DJ2 | Globex & Floor combined |
Nth American | Same Day (unofficial) | Previous Day | All |
| Dow Jones Mini $5 | YM | Globex | Nth American |
Previous Day | Previous Day | All |
| | | | | | | | |
| CME Group (ex-CME markets) | Feeder Cattle |
FC | Globex & Floor combined | Nth American |
Same Day (unofficial) | Previous Day |
All |
| Lean Hogs | LH | Globex & Floor combined | Nth American |
Same Day (unofficial) | Previous Day |
All |
| Live Cattle | LC | Globex & Floor combined | Nth American |
Same Day (unofficial) | Previous Day |
All |
| Lumber | LB | Floor | Nth American |
Same Day (unofficial) | Previous Day |
All |
| Pork Bellies (Frozen) | PB | Globex & Floor combined |
Nth American | Same Day (unofficial) |
Previous Day | All |
| Australian Dollar | AD |
Globex & Floor combined | Nth American |
Same Day (unofficial) | Previous Day |
All |
| British Pound | BP | Globex & Floor combined |
Nth American | Same Day (unofficial) |
Previous Day | All |
| Canadian Dollar | CD | Globex & Floor combined |
Nth American | Same Day (unofficial) |
Previous Day | All |
| Euro FX | EC | Globex & Floor combined |
Nth American | Same Day (unofficial) |
Previous Day | All |
| Japanese Yen | JY | Globex & Floor combined |
Nth American | Same Day (unofficial) |
Previous Day | All |
| Mexican Peso | MP | Globex & Floor combined |
Nth American | Same Day (unofficial) |
Previous Day | All
Mar, Jun, Sep, Dec |
| Swiss Franc | SF | Globex & Floor combined |
Nth American | Same Day (unofficial) |
Previous Day | All |
| Eurodollar | ED | Globex & Floor combined |
Nth American | Same Day (unofficial) |
Previous Day | All |
| E-mini Russell 2000 | ER | Globex | Nth American |
Same Day (unofficial) | Previous Day |
All |
| E-mini Nasdaq 100 | NQ | Globex | Nth American |
Same Day (unofficial) | Previous Day |
All |
| E-Mini S&P 500 | ES | Globex | Nth American |
Same Day (unofficial) | Previous Day |
All |
| Nasdaq 100 | ND | Globex & Floor combined | Nth American |
Same Day (unofficial) | Previous Day |
All |
| Nasdaq 100 F | ND1 | Floor | Nth American - Final |
Previous Day | Previous Day |
All |
| S&P 500 | SP | Globex & Floor combined | Nth American |
Same Day (unofficial) | Previous Day |
All |
| S&P 500 F | SP1 | Floor | Nth American - Final |
Previous Day | Previous Day |
All |
| Goldman Sachs Index | GI | Globex & Floor combined |
Nth American | Same Day (unofficial) |
Previous Day | All |
| | | | | | | | |
| Eurex | DAX | DAX | Eurex | Asia/Europe |
Same Day | Previous Day | All |
| Euro STOXX | ESX | Eurex | Asia/Europe |
Same Day | Previous Day | All |
| Swiss Market Index | SMI | Eurex | Asia/Europe |
Same Day | Previous Day | All |
| Euro-BOBL | GBM | Eurex | Asia/Europe | Same Day |
Previous Day | All |
| Euro-BUND | GBL | Eurex | Asia/Europe | Same Day |
Previous Day | All |
| Euro-BUXL | GBX | Eurex | Asia/Europe | Same Day |
Previous Day | All |
| Euro-SCHATZ | GBS | Eurex | Asia/Europe | Same Day |
Previous Day | All |
| TecDAX | TDX | Eurex | Asia/Europe | Same Day |
Previous Day | All |
| | | | | | | |
| Euronext (LIFFE) | Euribor
(LIFFE) | LEU | Connect |
Asia/Europe | Same Day | Previous Day |
All
Mar, Jun, Sep, Dec |
| Euro-Swiss | LES | Connect | Asia/Europe | Same Day |
Previous Day | All
Mar, Jun, Sep, Dec |
| Long Gilt | LLG | Connect | Asia/Europe | Same Day |
Previous Day | All |
| Short Sterling | LSS | Connect | Asia/Europe | Same Day |
Previous Day | All |
| FTSE 100 | LFT | Connect | Asia/Europe | Same Day |
Previous Day | All |
| Cocoa (LIFFE) | LCC | Connect | Asia/Europe | Same Day |
Previous Day | All |
| Coffee (LIFFE) | LKD | Connect | Asia/Europe | Same Day |
Previous Day | All |
| Sugar (LIFFE) | LSU | Connect | Asia/Europe | Same Day |
Previous Day | All |
| Wheat (LIFFE) | LWB | Connect | Asia/Europe | Same Day |
Previous Day | All |
| | | | | | | | |
Mx
Montreal | Canadian Govt. Bond | CGB | SAM |
Nth American | Same Day | Previous Day | First 2 |
| | | | | | | | |
| HKEx | Hang Seng | HS | HKATS
Morning + Afternoon combined |
Asia/Europe | Same Day | Previous Day | All |
| Hang Seng Mini | HSM | HKATS
Morning + Afternoon combined | Asia/Europe |
Same Day | Previous Day | All |
| | | | | | | |
| ICE Futures Canada | Canola | RS | ICE |
Nth American | Previous Day | Previous Day | All |
| Western Barley | AB | ICE | Nth American |
Previous Day | Previous Day | All |
| | | | | | | |
| ICE Futures Europe | Brent Crude | BC | ICE |
Nth American | Same Day | Previous Day | All |
| Gas Oil | GO | ICE | Nth American |
Same Day | Previous Day | All |
| WTI Crude | WT | ICE | Nth American |
Same Day | Previous Day | All |
| | | | | | | |
| ICE Futures U.S. |
Cocoa
This contract no longer updates due to NYBOT floor trading terminated by ICE on 1st March 2008. Use the contract below instead. | CC | Floor |
Nth American | Previous Day | Previous Day | All |
Cocoa C | CC2 | All Sessions |
Nth American | Previous Day | Previous Day | All |
Coffee
This contract no longer updates due to NYBOT floor trading terminated by ICE on 1st March 2008. Use the contract below instead. | KC | Floor | Nth American | Previous Day |
Previous Day | All |
| Coffee C | KC2 | All Sessions | Nth American | Previous Day |
Previous Day | All |
Cotton
This contract no longer updates due to NYBOT floor trading terminated by ICE on 1st March 2008. Use the contract below instead. | CT | Floor | Nth American | Previous Day |
Previous Day | All |
| Cotton C | CT2 | All Sessions | Nth American | Previous Day |
Previous Day | All |
Orange Juice
This contract no longer updates due to NYBOT floor trading terminated by ICE on 1st March 2008. Use the contract below instead. | OJ | Floor | Nth American |
Previous Day | Previous Day | All |
| Orange Juice C | OJ2 | All Sessions | Nth American |
Previous Day | Previous Day | All |
Sugar #11
This contract no longer updates due to NYBOT floor trading terminated by ICE on 1st March 2008. Use the contract below instead. | SB | Floor | Nth American |
Previous Day | Previous Day | All |
| Sugar #11 C | SB2 | All Sessions | Nth American |
Previous Day | Previous Day | All |
US Dollar Index
This contract no longer updates due to NYBOT floor trading terminated by ICE on 1st March 2008. Use the contract below instead. | DX | Floor | Nth American |
Previous Day | Previous Day | All |
| US Dollar Index C | DX2 | All sessions | Nth American |
Previous Day | Previous Day | All |
| Continuous Commodity Idx | CI | Floor | Nth American |
Previous Day | Previous Day | All |
| | | | | | | | |
| KCBT |
Wheat (Kansas) | KW | Floor | Nth American |
Previous Day | Previous Day | All |
| Wheat (Kansas) C | KW2 | Globex & Floor | Nth American |
Previous Day | Previous Day | All |
| | | | | | | |
| KRX | KOSPI 200 | KOS | ETS | Asia/Europe |
Same Day | Same Day | All |
| | | | | | | |
| MGEX | Wheat (MGEX) | MW | Floor | Nth American |
Previous Day | Previous Day | All |
| Wheat (MGEX) C | MW2 | Globex & Floor | Nth American |
Previous Day | Previous Day | All |
| | | | | | | |
NYMEX
COMEX |
Crude Oil |
CL | Floor |
Nth American | Previous Day | Previous Day |
First 13 |
| Crude Oil C |
CL2 | Globex & Floor combined |
Nth American | Previous Day | Previous Day |
All |
| Heating Oil | HO | Floor | Nth American |
Previous Day | Previous Day | First 13 |
| Heating Oil C | HO2 | Globex & Floor combined | Nth American |
Previous Day | Previous Day | All |
| Natural Gas | NG | Floor | Nth American |
Previous Day | Previous Day | First 13 |
| Natural Gas C | NG2 | Globex & Floor combined | Nth American |
Previous Day | Previous Day | All |
| RBOB Gasoline | RB | Floor | Nth American |
Previous Day | Previous Day | First 9 |
| RBOB Gasoline C | RB2 | Globex & Floor combined | Nth American |
Previous Day | Previous Day | All |
| Palladium | PA | Floor | Nth American |
Previous Day | Previous Day | All
Mar, Jun, Sep, Dec |
| Palladium C | PA2 | Globex & Floor combined | Nth American |
Previous Day | Previous Day | All
Mar, Jun, Sep, Dec |
| Platinum | PL | Floor | Nth American |
Previous Day | Previous Day | All
Jan, Apr, Jul, Oct |
| Platinum C | PL2 | Globex & Floor combined | Nth American |
Previous Day | Previous Day | All |
| High-Grade Copper | HG | Floor | Nth American |
Previous Day | Previous Day | First 13 |
| High-Grade Copper C | HG2 | Globex & Floor combined | Nth American |
Previous Day | Previous Day | All |
| Gold | GC | Floor | Nth American | Previous Day |
Previous Day | First 11
Feb, Apr, May, Jun, Aug, Dec |
| Gold C | GC2 | Globex & Floor combined | Nth American | Previous Day |
Previous Day | All |
| Silver | SI | Floor | Nth American | Previous Day |
Previous Day | First 9
Mar, May, Jul, Sep, Dec |
| Silver C | SI2 | Globex & Floor combined | Nth American | Previous Day |
Previous Day | All |
| | | | | | | | |
| SGX | Nikkei 225 | SNI | QUEST
All Sessions Combined
(Evening (T+1) + Day (T) Combined) |
Asia/Europe | Same Day | Previous Day | All |
| Singapore Index | SSG | QUEST
All Sessions Combined
(Evening (T+1) + Day (T) Combined) | Asia/Europe |
Same Day | Previous Day | All |
| Taiwan Index | STW | QUEST
All Sessions Combined
(Evening (T+1) + Day (T) Combined) | Asia/Europe | Same Day |
Previous Day | All |
| Jap Govt Bond Mini | SJB | QUEST
All Sessions Combined
(Evening (T+1) + Day (T) Combined) | Asia/Europe | Same Day |
Previous Day | All |
| | | | | | | | |
| SFE | 3-Year Bond | YYB | Day |
SFE - Asia/Europe | Same Day |
Same Day | All |
| 3-Year Bond C | YYB2 | All sessions | SFE - Asia/Europe |
Same Day | Same Day | All |
| 10-Year Bond | YXB | Day | SFE - Asia/Europe |
Same Day | Same Day | All |
| 10-Year Bond C | YXB2 | All sessions | SFE - Asia/Europe |
Same Day | Same Day | All |
| 90-Day Bank Bills | YIR | Day | SFE - Asia/Europe |
Same Day | Same Day | All |
| 90-Day Bank Bills C | YIR2 | All sessions |
SFE - Asia/Europe | Same Day |
Same Day | All |
| SPI 200 | YAP | Day | SFE - Asia/Europe | Same Day |
Same Day | All |
| SPI 200 N | YAP3 | Night | SFE - Asia/Europe |
Same Day | Same Day | All |
| SPI 200 C | YAP2 | All sessions | SFE - Asia/Europe |
Same Day | Same Day | All |
| Broad Wool C | YBW2 | All sessions | SFE - Asia/Europe |
Same Day | Same Day | All |
| Fine Wool C | YFW2 | All sessions | SFE - Asia/Europe |
Same Day | Same Day | All |
| Greasy Wool C | YGW2 | All sessions | SFE - Asia/Europe |
Same Day | Same Day | All |
| Cattle (SFE) | YCT2 | All sessions | SFE - Asia/Europe |
Same Day | Same Day | All |
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Notes
| Official volumes for the previous day are included along with the CME Group's same day volume estimates. |
| Volume and open interest data for these contracts is not available until the Final Edition. |
| NYMEX Floor volumes replicate the All Sessions volumes. |
| "Same day" SFE open interest is supplied with the Asia/Europe Edition. The initial SFE Edition contains no open interest data. |
| Where an exchange has a holiday and its trading floor is closed, and the exchange does not declare settlement prices for the day in question, no data is supplied, even if
some trading has taken place overnight on an electronic platform. |
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