Stocks
Stock instruments do not require any special characters, and can be entered in original format.
Special Stocks
For special stock instruments, certain appendages must be added at the end of the symbol.
Stock Options
Option instruments contain a leading character “.” in front of the main underlying symbol. Following the leading character, the rest of the symbol body contains the following elements: root symbol, expiration date, option type (call or put), and strike price.
Root symbol is the underlying instrument for the option contract. The root symbol is capitalized, and ends with a “_” underscore character. For example: “.AAPL_”, “.MSFT_”.
Expiration date contains expiration date for the contract. For standard option contracts, the date is entered in YYMMDD format, where YY is the last 2 digits of the year. For non-standard options that expire at a certain month without a day, the date is entered in YYMM format. For weekly options that expire at the end of each week, the date is entered in YYMMWW, where n is the week number, such as W1, W2, etc.
Option type identifies the type of the option, with “C” character representing a call, and “P” character representing a put option contract.
Strike price is entered in a decimal format. Some contracts, such as future spreads can, can contain a negative strike price. In such case, strike prices have negative sign, following by strike price decimal value.
Indices
Index instruments contain a leading character "$" in front of the symbol.
Currencies
Currency instruments contain a leading character "#" in front of the symbol. The rest of the symbol body is made up of a currency pair match.
Futures
Future instruments contain a leading “/” character in front of the main symbol. All North American futures comprise of group symbol, followed by expiration month and year. Future instruments require exchange code appendage.
Expiration months use a letter code to indicate a month of the future instrument.
Future Options
Future option instruments contain a leading character “./” in front of the main underlying future symbol. Following the leading character, the rest of the symbol body contains the following elements: root symbol, expiration date, option type (call or put), and strike price.
Future option instruments require exchange code appendage.
Root symbol is the underlying instrument for the option contract. The root symbol is capitalized, and ends with a “_” underscore character. For example: “./ES_”, “./NQ_”.
Expiration date contains expiration date for the contract. For standard option contracts, the date is entered in YYMM format, where YY is the last 2 digits of the year.
Option type identifies the type of the option, with “C” character representing a call, and “P” character representing a put option contract.
Strike price is entered in a decimal format. Some contracts, such as future spreads can, can contain a negative strike price. In such case, strike prices have negative sign, following by strike price decimal value.
Future Spreads
Future spread instruments contain a leading character “&” in front of the main underlying future symbol. Following the leading character, the rest of the symbol body contains spread information.
Future spread instruments require exchange code appendage.
Stock Exchanges
Stock Option Exchanges
Future Exchanges