Lean  $LEAN_TAG$
Futures.cs
1 /*
2  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
3  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
4  *
5  * Licensed under the Apache License, Version 2.0 (the "License");
6  * you may not use this file except in compliance with the License.
7  * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
8  *
9  * Unless required by applicable law or agreed to in writing, software
10  * distributed under the License is distributed on an "AS IS" BASIS,
11  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12  * See the License for the specific language governing permissions and
13  * limitations under the License.
14  *
15 */
16 
17 namespace QuantConnect.Securities
18 {
19  /// <summary>
20  /// Futures static class contains shortcut definitions of major futures contracts available for trading
21  /// </summary>
22  public static class Futures
23  {
24  /// <summary>
25  /// The maximum supported contract offset depth
26  /// </summary>
27  /// <remarks>Note this value is related to the continuous contract desired offset from the current front month.
28  /// For example, 0 (default) will use the front month, 1 will use the back month contract</remarks>
29  public static readonly int MaximumContractDepthOffset = 2;
30 
31  /// <summary>
32  /// Grains and Oilseeds group
33  /// </summary>
34  public static class Grains
35  {
36  /// <summary>
37  /// Black Sea Corn Financially Settled (Platts) Futures
38  /// </summary>
39  /// <returns>The symbol</returns>
40  public const string BlackSeaCornFinanciallySettledPlatts = "BCF";
41 
42  /// <summary>
43  /// Black Sea Wheat Financially Settled (Platts) Futures
44  /// </summary>
45  /// <returns>The symbol</returns>
46  public const string BlackSeaWheatFinanciallySettledPlatts = "BWF";
47 
48  /// <summary>
49  /// Chicago SRW Wheat Futures
50  /// </summary>
51  /// <returns>The symbol</returns>
52  public const string SRWWheat = "ZW";
53 
54  /// <summary>
55  /// Default wheat contract is SRWWheat
56  /// </summary>
57  /// <returns>The SRW Wheat symbol</returns>
58  public const string Wheat = SRWWheat;
59 
60  /// <summary>
61  /// KC HRW Wheat Futures
62  /// </summary>
63  /// <returns>The symbol</returns>
64  public const string HRWWheat = "KE";
65 
66  /// <summary>
67  /// Corn Futures
68  /// </summary>
69  /// <returns>The symbol</returns>
70  public const string Corn = "ZC";
71 
72  /// <summary>
73  /// Soybeans Futures
74  /// </summary>
75  /// <returns>The symbol</returns>
76  public const string Soybeans = "ZS";
77 
78  /// <summary>
79  /// Soybean Meal Futures
80  /// </summary>
81  /// <returns>The symbol</returns>
82  public const string SoybeanMeal = "ZM";
83 
84  /// <summary>
85  /// Soybean Oil Futures
86  /// </summary>
87  /// <returns>The symbol</returns>
88  public const string SoybeanOil = "ZL";
89 
90  /// <summary>
91  /// Oats Futures
92  /// </summary>
93  /// <returns>The symbol</returns>
94  public const string Oats = "ZO";
95  }
96 
97  /// <summary>
98  /// Currencies group
99  /// </summary>
100  public static class Currencies
101  {
102  /// <summary>
103  /// U.S. Dollar Index Futures
104  /// </summary>
105  /// <returns>The symbol</returns>
106  public const string USD = "DX";
107 
108  /// <summary>
109  /// British Pound Futures
110  /// </summary>
111  /// <returns>The symbol</returns>
112  public const string GBP = "6B";
113 
114  /// <summary>
115  /// Canadian Dollar Futures
116  /// </summary>
117  /// <returns>The symbol</returns>
118  public const string CAD = "6C";
119 
120  /// <summary>
121  /// Japanese Yen Futures
122  /// </summary>
123  /// <returns>The symbol</returns>
124  public const string JPY = "6J";
125 
126  /// <summary>
127  /// Swiss Franc Futures
128  /// </summary>
129  /// <returns>The symbol</returns>
130  public const string CHF = "6S";
131 
132  /// <summary>
133  /// Euro FX Futures
134  /// </summary>
135  /// <returns>The symbol</returns>
136  public const string EUR = "6E";
137 
138  /// <summary>
139  /// Australian Dollar Futures
140  /// </summary>
141  /// <returns>The symbol</returns>
142  public const string AUD = "6A";
143 
144  /// <summary>
145  /// New Zealand Dollar Futures
146  /// </summary>
147  /// <returns>The symbol</returns>
148  public const string NZD = "6N";
149 
150  /// <summary>
151  /// Russian Ruble Futures
152  /// </summary>
153  /// <returns>The symbol</returns>
154  public const string RUB = "6R";
155 
156  /// <summary>
157  /// Brazillian Real Futures
158  /// </summary>
159  /// <returns>The symbol</returns>
160  public const string BRL = "6L";
161 
162  /// <summary>
163  /// Mexican Peso Futures
164  /// </summary>
165  /// <returns>The symbol</returns>
166  public const string MXN = "6M";
167 
168  /// <summary>
169  /// South African Rand Futures
170  /// </summary>
171  /// <returns>The symbol</returns>
172  public const string ZAR = "6Z";
173 
174  /// <summary>
175  /// Australian Dollar/Canadian Dollar Futures
176  /// </summary>
177  /// <returns>The symbol</returns>
178  public const string AUDCAD = "ACD";
179 
180  /// <summary>
181  /// Australian Dollar/Japanese Yen Futures
182  /// </summary>
183  /// <returns>The symbol</returns>
184  public const string AUDJPY = "AJY";
185 
186  /// <summary>
187  /// Australian Dollar/New Zealand Dollar Futures
188  /// </summary>
189  /// <returns>The symbol</returns>
190  public const string AUDNZD = "ANE";
191 
192  /// <summary>
193  /// Bitcoin Futures
194  /// </summary>
195  /// <returns>The symbol</returns>
196  public const string BTC = "BTC";
197 
198  /// <summary>
199  /// Ether Futures
200  /// </summary>
201  /// <returns>The symbol</returns>
202  public const string ETH = "ETH";
203 
204  /// <summary>
205  /// Canadian Dollar/Japanese Yen Futures
206  /// </summary>
207  /// <returns>The symbol</returns>
208  public const string CADJPY = "CJY";
209 
210  /// <summary>
211  /// Standard-Size USD/Offshore RMB (CNH) Futures
212  /// </summary>
213  /// <returns>The symbol</returns>
214  public const string StandardSizeUSDOffshoreRMBCNH = "CNH";
215 
216  /// <summary>
217  /// E-mini Euro FX Futures
218  /// </summary>
219  /// <returns>The symbol</returns>
220  public const string EuroFXEmini = "E7";
221 
222  /// <summary>
223  /// Euro/Australian Dollar Futures
224  /// </summary>
225  /// <returns>The symbol</returns>
226  public const string EURAUD = "EAD";
227 
228  /// <summary>
229  /// Euro/Canadian Dollar Futures
230  /// </summary>
231  /// <returns>The symbol</returns>
232  public const string EURCAD = "ECD";
233 
234  /// <summary>
235  /// Euro/Swedish Krona Futures
236  /// </summary>
237  /// <returns>The symbol</returns>
238  public const string EURSEK = "ESK";
239 
240  /// <summary>
241  /// E-mini Japanese Yen Futures
242  /// </summary>
243  /// <returns>The symbol</returns>
244  public const string JapaneseYenEmini = "J7";
245 
246  /// <summary>
247  /// Micro EUR/USD Futures
248  /// </summary>
249  /// <returns>The symbol</returns>
250  public const string MicroEUR = "M6E";
251 
252  /// <summary>
253  /// Micro AUD/USD Futures
254  /// </summary>
255  /// <returns>The symbol</returns>
256  public const string MicroAUD = "M6A";
257 
258  /// <summary>
259  /// Micro GBP/USD Futures
260  /// </summary>
261  /// <returns>The symbol</returns>
262  public const string MicroGBP = "M6B";
263 
264  /// <summary>
265  /// Micro CAD/USD Futures
266  /// </summary>
267  /// <returns>The symbol</returns>
268  public const string MicroCADUSD = "MCD";
269 
270  /// <summary>
271  /// Micro JPY/USD Futures
272  /// </summary>
273  /// <returns>The symbol</returns>
274  public const string MicroJPY = "MJY";
275 
276  /// <summary>
277  /// Micro CHF/USD Futures
278  /// </summary>
279  /// <returns>The symbol</returns>
280  public const string MicroCHF = "MSF";
281 
282  /// <summary>
283  /// Micro USD/JPY Futures
284  /// </summary>
285  /// <returns>The symbol</returns>
286  public const string MicroUSDJPY = "M6J";
287 
288  /// <summary>
289  /// Micro INR/USD Futures
290  /// </summary>
291  /// <returns>The symbol</returns>
292  public const string MicroINRUSD = "MIR";
293 
294  /// <summary>
295  /// Micro USD/CAD Futures
296  /// </summary>
297  /// <returns>The symbol</returns>
298  public const string MicroCAD = "M6C";
299 
300  /// <summary>
301  /// Micro USD/CHF Futures
302  /// </summary>
303  /// <returns>The symbol</returns>
304  public const string MicroUSDCHF = "M6S";
305 
306  /// <summary>
307  /// Micro USD/CNH Futures
308  /// </summary>
309  /// <returns>The symbol</returns>
310  public const string MicroUSDCNH = "MNH";
311 
312  /// <summary>
313  /// Micro Ether Futures
314  /// </summary>
315  /// <returns>The symbol</returns>
316  public const string MicroEther = "MET";
317 
318  /// <summary>
319  /// Micro Bitcoin Futures
320  /// </summary>
321  /// <returns>The symbol</returns>
322  public const string MicroBTC = "MBT";
323  }
324 
325  /// <summary>
326  /// Energies group
327  /// </summary>
328  public static class Energies
329  {
330  /// <summary>
331  /// Propane Non LDH Mont Belvieu (OPIS) BALMO Futures
332  /// </summary>
333  /// <returns>The symbol</returns>
334  public const string PropaneNonLDHMontBelvieu = "1S";
335 
336  /// <summary>
337  /// Argus Propane Far East Index BALMO Futures
338  /// </summary>
339  /// <returns>The symbol</returns>
340  public const string ArgusPropaneFarEastIndexBALMO = "22";
341 
342  /// <summary>
343  /// Mini European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures
344  /// </summary>
345  /// <returns>The symbol</returns>
346  public const string MiniEuropeanThreePointPercentFiveFuelOilBargesPlatts = "A0D";
347 
348  /// <summary>
349  /// Mini Singapore Fuel Oil 180 cst (Platts) Futures
350  /// </summary>
351  /// <returns>The symbol</returns>
352  public const string MiniSingaporeFuelOil180CstPlatts = "A0F";
353 
354  /// <summary>
355  /// Gulf Coast ULSD (Platts) Up-Down BALMO Futures
356  /// </summary>
357  /// <returns>The symbol</returns>
358  public const string GulfCoastULSDPlattsUpDownBALMO = "A1L";
359 
360  /// <summary>
361  /// Gulf Coast Jet (Platts) Up-Down BALMO Futures
362  /// </summary>
363  /// <returns>The symbol</returns>
364  public const string GulfCoastJetPlattsUpDownBALMO = "A1M";
365 
366  /// <summary>
367  /// Propane Non-LDH Mont Belvieu (OPIS) Futures
368  /// </summary>
369  /// <returns>The symbol</returns>
370  public const string PropaneNonLDHMontBelvieuOPIS = "A1R";
371 
372  /// <summary>
373  /// European Propane CIF ARA (Argus) BALMO Futures
374  /// </summary>
375  /// <returns>The symbol</returns>
376  public const string EuropeanPropaneCIFARAArgusBALMO = "A32";
377 
378  /// <summary>
379  /// Premium Unleaded Gasoline 10 ppm FOB MED (Platts) Futures
380  /// </summary>
381  /// <returns>The symbol</returns>
382  public const string PremiumUnleadedGasoline10ppmFOBMEDPlatts = "A3G";
383 
384  /// <summary>
385  /// Argus Propane Far East Index Futures
386  /// </summary>
387  /// <returns>The symbol</returns>
388  public const string ArgusPropaneFarEastIndex = "A7E";
389 
390  /// <summary>
391  /// Gasoline Euro-bob Oxy NWE Barges (Argus) Crack Spread BALMO Futures
392  /// </summary>
393  /// <returns>The symbol</returns>
394  public const string GasolineEurobobOxyNWEBargesArgusCrackSpreadBALMO = "A7I";
395 
396  /// <summary>
397  /// Mont Belvieu Natural Gasoline (OPIS) Futures
398  /// </summary>
399  /// <returns>The symbol</returns>
400  public const string MontBelvieuNaturalGasolineOPIS = "A7Q";
401 
402  /// <summary>
403  /// Mont Belvieu Normal Butane (OPIS) BALMO Futures
404  /// </summary>
405  /// <returns>The symbol</returns>
406  public const string MontBelvieuNormalButaneOPISBALMO = "A8J";
407 
408  /// <summary>
409  /// Conway Propane (OPIS) Futures
410  /// </summary>
411  /// <returns>The symbol</returns>
412  public const string ConwayPropaneOPIS = "A8K";
413 
414  /// <summary>
415  /// Mont Belvieu LDH Propane (OPIS) BALMO Futures
416  /// </summary>
417  /// <returns>The symbol</returns>
418  public const string MontBelvieuLDHPropaneOPISBALMO = "A8O";
419 
420  /// <summary>
421  /// Argus Propane Far East Index vs. European Propane CIF ARA (Argus) Futures
422  /// </summary>
423  /// <returns>The symbol</returns>
424  public const string ArgusPropaneFarEastIndexVsEuropeanPropaneCIFARAArgus = "A91";
425 
426  /// <summary>
427  /// Argus Propane (Saudi Aramco) Futures
428  /// </summary>
429  /// <returns>The symbol</returns>
430  public const string ArgusPropaneSaudiAramco = "A9N";
431 
432  /// <summary>
433  /// Group Three ULSD (Platts) vs. NY Harbor ULSD Futures
434  /// </summary>
435  /// <returns>The symbol</returns>
436  public const string GroupThreeULSDPlattsVsNYHarborULSD = "AA6";
437 
438  /// <summary>
439  /// Group Three Sub-octane Gasoliine (Platts) vs. RBOB Futures
440  /// </summary>
441  /// <returns>The symbol</returns>
442  public const string GroupThreeSuboctaneGasolinePlattsVsRBOB = "AA8";
443 
444  /// <summary>
445  /// Singapore Fuel Oil 180 cst (Platts) BALMO Futures
446  /// </summary>
447  /// <returns>The symbol</returns>
448  public const string SingaporeFuelOil180cstPlattsBALMO = "ABS";
449 
450  /// <summary>
451  /// Singapore Fuel Oil 380 cst (Platts) BALMO Futures
452  /// </summary>
453  /// <returns>The symbol</returns>
454  public const string SingaporeFuelOil380cstPlattsBALMO = "ABT";
455 
456  /// <summary>
457  /// Mont Belvieu Ethane (OPIS) Futures
458  /// </summary>
459  /// <returns>The symbol</returns>
460  public const string MontBelvieuEthaneOPIS = "AC0";
461 
462  /// <summary>
463  /// Mont Belvieu Normal Butane (OPIS) Futures
464  /// </summary>
465  /// <returns>The symbol</returns>
466  public const string MontBelvieuNormalButaneOPIS = "AD0";
467 
468  /// <summary>
469  /// Brent Crude Oil vs. Dubai Crude Oil (Platts) Futures
470  /// </summary>
471  /// <returns>The symbol</returns>
472  public const string BrentCrudeOilVsDubaiCrudeOilPlatts = "ADB";
473 
474  /// <summary>
475  /// Argus LLS vs. WTI (Argus) Trade Month Futures
476  /// </summary>
477  /// <returns>The symbol</returns>
478  public const string ArgusLLSvsWTIArgusTradeMonth = "AE5";
479 
480  /// <summary>
481  /// Singapore Gasoil (Platts) vs. Low Sulphur Gasoil Futures
482  /// </summary>
483  /// <returns>The symbol</returns>
484  public const string SingaporeGasoilPlattsVsLowSulphurGasoilFutures = "AGA";
485 
486  /// <summary>
487  /// Los Angeles CARBOB Gasoline (OPIS) vs. RBOB Gasoline Futures
488  /// </summary>
489  /// <returns>The symbol</returns>
490  public const string LosAngelesCARBOBGasolineOPISvsRBOBGasoline = "AJL";
491 
492  /// <summary>
493  /// Los Angeles Jet (OPIS) vs. NY Harbor ULSD Futures
494  /// </summary>
495  /// <returns>The symbol</returns>
496  public const string LosAngelesJetOPISvsNYHarborULSD = "AJS";
497 
498  /// <summary>
499  /// Los Angeles CARB Diesel (OPIS) vs. NY Harbor ULSD Futures
500  /// </summary>
501  /// <returns>The symbol</returns>
502  public const string LosAngelesCARBDieselOPISvsNYHarborULSD = "AKL";
503 
504  /// <summary>
505  /// European Naphtha (Platts) BALMO Futures
506  /// </summary>
507  /// <returns>The symbol</returns>
508  public const string EuropeanNaphthaPlattsBALMO = "AKZ";
509 
510  /// <summary>
511  /// European Propane CIF ARA (Argus) Futures
512  /// </summary>
513  /// <returns>The symbol</returns>
514  public const string EuropeanPropaneCIFARAArgus = "APS";
515 
516  /// <summary>
517  /// Mont Belvieu Natural Gasoline (OPIS) BALMO Futures
518  /// </summary>
519  /// <returns>The symbol</returns>
520  public const string MontBelvieuNaturalGasolineOPISBALMO = "AR0";
521 
522  /// <summary>
523  /// RBOB Gasoline Crack Spread Futures
524  /// </summary>
525  /// <returns>The symbol</returns>
526  public const string RBOBGasolineCrackSpread = "ARE";
527 
528  /// <summary>
529  /// Gulf Coast HSFO (Platts) BALMO Futures
530  /// </summary>
531  /// <returns>The symbol</returns>
532  public const string GulfCoastHSFOPlattsBALMO = "AVZ";
533 
534  /// <summary>
535  /// Mars (Argus) vs. WTI Trade Month Futures
536  /// </summary>
537  /// <returns>The symbol</returns>
538  public const string MarsArgusVsWTITradeMonth = "AYV";
539 
540  /// <summary>
541  /// Mars (Argus) vs. WTI Financial Futures
542  /// </summary>
543  /// <returns>The symbol</returns>
544  public const string MarsArgusVsWTIFinancial = "AYX";
545 
546  /// <summary>
547  /// Ethanol T2 FOB Rdam Including Duty (Platts) Futures
548  /// </summary>
549  /// <returns>The symbol</returns>
550  public const string EthanolT2FOBRdamIncludingDutyPlatts = "AZ1";
551 
552  /// <summary>
553  /// Mont Belvieu LDH Propane (OPIS) Futures
554  /// </summary>
555  /// <returns>The symbol</returns>
556  public const string MontBelvieuLDHPropaneOPIS = "B0";
557 
558  /// <summary>
559  /// Gasoline Euro-bob Oxy NWE Barges (Argus) Futures
560  /// </summary>
561  /// <returns>The symbol</returns>
562  public const string GasolineEurobobOxyNWEBargesArgus = "B7H";
563 
564  /// <summary>
565  /// WTI-Brent Financial Futures
566  /// </summary>
567  /// <returns>The symbol</returns>
568  public const string WTIBrentFinancial = "BK";
569 
570  /// <summary>
571  /// 3.5% Fuel Oil Barges FOB Rdam (Platts) Crack Spread (1000mt) Futures
572  /// </summary>
573  /// <returns>The symbol</returns>
574  public const string ThreePointFivePercentFuelOilBargesFOBRdamPlattsCrackSpread1000mt = "BOO";
575 
576  /// <summary>
577  /// Gasoline Euro-bob Oxy NWE Barges (Argus) BALMO Futures
578  /// </summary>
579  /// <returns>The symbol</returns>
580  public const string GasolineEurobobOxyNWEBargesArgusBALMO = "BR7";
581 
582  /// <summary>
583  /// Brent Last Day Financial Futures
584  /// </summary>
585  /// <returns>The symbol</returns>
586  public const string BrentLastDayFinancial = "BZ";
587 
588  /// <summary>
589  /// Crude Oil WTI Futures
590  /// </summary>
591  /// <returns>The symbol</returns>
592  public const string CrudeOilWTI = "CL";
593 
594  /// <summary>
595  /// Gulf Coast CBOB Gasoline A2 (Platts) vs. RBOB Gasoline Futures
596  /// </summary>
597  /// <returns>The symbol</returns>
598  public const string GulfCoastCBOBGasolineA2PlattsVsRBOBGasoline = "CRB";
599 
600  /// <summary>
601  /// Clearbrook Bakken Sweet Crude Oil Monthly Index (Net Energy) Futures
602  /// </summary>
603  /// <returns>The symbol</returns>
604  public const string ClearbrookBakkenSweetCrudeOilMonthlyIndexNetEnergy = "CSW";
605 
606  /// <summary>
607  /// WTI Financial Futures
608  /// </summary>
609  /// <returns>The symbol</returns>
610  public const string WTIFinancial = "CSX";
611 
612  /// <summary>
613  /// Chicago Ethaanol (Platts) Futures
614  /// </summary>
615  /// <returns>The symbol</returns>
616  public const string ChicagoEthanolPlatts = "CU";
617 
618  /// <summary>
619  /// Singapore Mogas 92 Unleaded (Platts) Brent Crack Spread Futures
620  /// </summary>
621  /// <returns>The symbol</returns>
622  public const string SingaporeMogas92UnleadedPlattsBrentCrackSpread = "D1N";
623 
624  /// <summary>
625  /// Dubai Crude Oil (Platts) Financial Futures
626  /// </summary>
627  /// <returns>The symbol</returns>
628  public const string DubaiCrudeOilPlattsFinancial = "DCB";
629 
630  /// <summary>
631  /// Japan C&amp;F Naphtha (Platts) BALMO Futures
632  /// </summary>
633  /// <returns>The symbol</returns>
634  public const string JapanCnFNaphthaPlattsBALMO = "E6";
635 
636  /// <summary>
637  /// Ethanol Futures
638  /// </summary>
639  /// <returns>The symbol</returns>
640  public const string Ethanol = "EH";
641 
642  /// <summary>
643  /// European Naphtha (Platts) Crack Spread Futures
644  /// </summary>
645  /// <returns>The symbol</returns>
646  public const string EuropeanNaphthaPlattsCrackSpread = "EN";
647 
648  /// <summary>
649  /// European Propane CIF ARA (Argus) vs. Naphtha Cargoes CIF NWE (Platts) Futures
650  /// </summary>
651  /// <returns>The symbol</returns>
652  public const string EuropeanPropaneCIFARAArgusVsNaphthaCargoesCIFNWEPlatts = "EPN";
653 
654  /// <summary>
655  /// Singapore Fuel Oil 380 cst (Platts) vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures
656  /// </summary>
657  /// <returns>The symbol</returns>
658  public const string SingaporeFuelOil380cstPlattsVsEuropeanThreePointFivePercentFuelOilBargesFOBRdamPlatts = "EVC";
659 
660  /// <summary>
661  /// East-West Gasoline Spread (Platts-Argus) Futures
662  /// </summary>
663  /// <returns>The symbol</returns>
664  public const string EastWestGasolineSpreadPlattsArgus = "EWG";
665 
666  /// <summary>
667  /// East-West Naphtha: Japan C&amp;F vs. Cargoes CIF NWE Spread (Platts) Futures
668  /// </summary>
669  /// <returns>The symbol</returns>
670  public const string EastWestNaphthaJapanCFvsCargoesCIFNWESpreadPlatts = "EWN";
671 
672  /// <summary>
673  /// RBOB Gasoline vs. Euro-bob Oxy NWE Barges (Argus) (350,000 gallons) Futures
674  /// </summary>
675  /// <returns>The symbol</returns>
676  public const string RBOBGasolineVsEurobobOxyNWEBargesArgusThreeHundredFiftyThousandGallons = "EXR";
677 
678  /// <summary>
679  /// 3.5% Fuel Oil Barges FOB Rdam (Platts) Crack Spread Futures
680  /// </summary>
681  /// <returns>The symbol</returns>
682  public const string ThreePointFivePercentFuelOilBargesFOBRdamPlattsCrackSpread = "FO";
683 
684  /// <summary>
685  /// Freight Route TC14 (Baltic) Futures
686  /// </summary>
687  /// <returns>The symbol</returns>
688  public const string FreightRouteTC14Baltic = "FRC";
689 
690  /// <summary>
691  /// 1% Fuel Oil Cargoes FOB NWE (Platts) vs. 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures
692  /// </summary>
693  /// <returns>The symbol</returns>
694  public const string OnePercentFuelOilCargoesFOBNWEPlattsVsThreePointFivePercentFuelOilBargesFOBRdamPlatts = "FSS";
695 
696  /// <summary>
697  /// Gulf Coast HSFO (Platts) vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures
698  /// </summary>
699  public const string GulfCoastHSFOPlattsVsEuropeanThreePointFivePercentFuelOilBargesFOBRdamPlatts = "GCU";
700 
701  /// <summary>
702  /// WTI Houston Crude Oil Futures
703  /// </summary>
704  /// <returns>The symbol</returns>
705  public const string WTIHoustonCrudeOil = "HCL";
706 
707  /// <summary>
708  /// Natural Gas (Henry Hub) Last-day Financial Futures
709  /// </summary>
710  /// <returns>The symbol</returns>
711  public const string NaturalGasHenryHubLastDayFinancial = "HH";
712 
713  /// <summary>
714  /// Heating Oil Futures
715  /// </summary>
716  /// <returns>The symbol</returns>
717  public const string HeatingOil = "HO";
718 
719  /// <summary>
720  /// Natural Gas (Henry Hub) Penultimate Financial Futures
721  /// </summary>
722  /// <returns>The symbol</returns>
723  public const string NaturalGasHenryHubPenultimateFinancial = "HP";
724 
725  /// <summary>
726  /// WTI Houston (Argus) vs. WTI Trade Month Futures
727  /// </summary>
728  /// <returns>The symbol</returns>
729  public const string WTIHoustonArgusVsWTITradeMonth = "HTT";
730 
731  /// <summary>
732  /// Gasoline RBOB Futures
733  /// </summary>
734  /// <returns>The symbol</returns>
735  public const string Gasoline = "RB";
736 
737  /// <summary>
738  /// Natural Gas Futures
739  /// </summary>
740  /// <returns>The symbol</returns>
741  public const string NaturalGas = "NG";
742 
743  /// <summary>
744  /// Brent Crude Futures
745  /// </summary>
746  /// <returns>The symbol</returns>
747  public const string BrentCrude = "B";
748 
749  /// <summary>
750  /// Low Sulfur Gasoil
751  /// </summary>
752  /// <returns>The symbol</returns>
753  public const string LowSulfurGasoil = "G";
754 
755  /// <summary>
756  /// Micro WTI Crude Oil Futures
757  /// </summary>
758  /// <returns>The symbol</returns>
759  public const string MicroCrudeOilWTI = "MCL";
760 
761  /// <summary>
762  /// Micro Singapore FOB Marine Fuel 0.5% (Platts) Futures
763  /// </summary>
764  /// <returns>The symbol</returns>
765  public const string MicroSingaporeFOBMarineFuelZeroPointFivePercetPlatts = "S5O";
766 
767  /// <summary>
768  /// Micro Gasoil 0.1% Barges FOB ARA (Platts) Futures
769  /// </summary>
770  /// <returns>The symbol</returns>
771  public const string MicroGasoilZeroPointOnePercentBargesFOBARAPlatts = "M1B";
772 
773  /// <summary>
774  /// Micro European FOB Rdam Marine Fuel 0.5% Barges (Platts) Futures
775  /// </summary>
776  /// <returns>The symbol</returns>
777  public const string MicroEuropeanFOBRdamMarineFuelZeroPointFivePercentBargesPlatts = "R5O";
778 
779  /// <summary>
780  /// Micro European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures
781  /// </summary>
782  /// <returns>The symbol</returns>
783  public const string MicroEuropeanThreePointFivePercentOilBargesFOBRdamPlatts = "MEF";
784 
785  /// <summary>
786  /// Micro Singapore Fuel Oil 380CST (Platts) Futures
787  /// </summary>
788  /// <returns>The symbol</returns>
789  public const string MicroSingaporeFuelOil380CSTPlatts = "MAF";
790 
791  /// <summary>
792  /// Micro Coal (API 5) fob Newcastle (Argus/McCloskey) Futures
793  /// </summary>
794  /// <returns>The symbol</returns>
795  public const string MicroCoalAPIFivefobNewcastleArgusMcCloskey = "M5F";
796 
797  /// <summary>
798  /// Micro European 3.5% Fuel Oil Cargoes FOB Med (Platts) Futures
799  /// </summary>
800  /// <returns>The symbol</returns>
801  public const string MicroEuropeanThreePointFivePercentFuelOilCargoesFOBMedPlatts = "M35";
802  }
803 
804  /// <summary>
805  /// Financials group
806  /// </summary>
807  public static class Financials
808  {
809  /// <summary>
810  /// 30Y U.S. Treasury Bond Futures
811  /// </summary>
812  /// <returns>The symbol</returns>
813  public const string Y30TreasuryBond = "ZB";
814 
815  /// <summary>
816  /// 10Y U.S. Treasury Note Futures
817  /// </summary>
818  /// <returns>The symbol</returns>
819  public const string Y10TreasuryNote = "ZN";
820 
821  /// <summary>
822  /// 5Y U.S. Treasury Note Futures
823  /// </summary>
824  /// <returns>The symbol</returns>
825  public const string Y5TreasuryNote = "ZF";
826 
827  /// <summary>
828  /// 2Y U.S. Treasury Note Futures
829  /// </summary>
830  /// <returns>The symbol</returns>
831  public const string Y2TreasuryNote = "ZT";
832 
833  /// <summary>
834  /// EuroDollar Futures
835  /// </summary>
836  /// <returns>The symbol</returns>
837  public const string EuroDollar = "GE";
838 
839  /// <summary>
840  /// 5-Year USD MAC Swap Futures
841  /// </summary>
842  /// <returns>The symbol</returns>
843  public const string FiveYearUSDMACSwap = "F1U";
844 
845  /// <summary>
846  /// Ultra U.S. Treasury Bond Futures
847  /// </summary>
848  public const string UltraUSTreasuryBond = "UB";
849 
850  /// <summary>
851  /// Ultra 10-Year U.S. Treasury Note Futures
852  /// </summary>
853  public const string UltraTenYearUSTreasuryNote = "TN";
854 
855  /// <summary>
856  /// Micro 10-Year Yield Futures
857  /// </summary>
858  /// <returns>The symbol</returns>
859  public const string MicroY10TreasuryNote = "10Y";
860 
861  /// <summary>
862  /// Micro 30-Year Yield Futures
863  /// </summary>
864  /// <returns>The symbol</returns>
865  public const string MicroY30TreasuryBond = "30Y";
866 
867  /// <summary>
868  /// Micro 2-Year Yield Futures
869  /// </summary>
870  /// <returns>The symbol</returns>
871  public const string MicroY2TreasuryBond = "2YY";
872 
873  /// <summary>
874  /// Micro 5-Year Yield Futures
875  /// </summary>
876  /// <returns>The symbol</returns>
877  public const string MicroY5TreasuryBond = "5YY";
878  }
879 
880  /// <summary>
881  /// Indices group
882  /// </summary>
883  public static class Indices
884  {
885  /// <summary>
886  /// E-mini S&amp;P 500 Futures
887  /// </summary>
888  /// <returns>The symbol</returns>
889  public const string SP500EMini = "ES";
890 
891  /// <summary>
892  /// E-mini NASDAQ 100 Futures
893  /// </summary>
894  /// <returns>The symbol</returns>
895  public const string NASDAQ100EMini = "NQ";
896 
897  /// <summary>
898  /// E-mini Dow Indu 30 Futures
899  /// </summary>
900  /// <returns>The symbol</returns>
901  public const string Dow30EMini = "YM";
902 
903  /// <summary>
904  /// CBOE Volatility Index Futures
905  /// </summary>
906  /// <returns>The symbol</returns>
907  public const string VIX = "VX";
908 
909  /// <summary>
910  /// E-mini Russell 2000 Futures
911  /// </summary>
912  /// <returns>The symbol</returns>
913  public const string Russell2000EMini = "RTY";
914 
915  /// <summary>
916  /// Nikkei-225 Dollar Futures
917  /// </summary>
918  /// <returns>The symbol</returns>
919  public const string Nikkei225Dollar = "NKD";
920 
921  /// <summary>
922  /// Nikkei-225 Yen denominated Futures on CME
923  /// </summary>
924  /// <returns>The symbol</returns>
925  public const string Nikkei225YenCME = "NIY";
926 
927 
928  // <summary>
929  /// E-mini Nikkei 225 Yen denominated Futures on CME
930  /// </summary>
931  /// <returns>The symbol</returns>
932  public const string Nikkei225YenEMini = "ENY";
933 
934  // <summary>
935  /// E-MINI FTSE China 50 Index Futures on CME
936  /// </summary>
937  /// <returns>The symbol</returns>
938  public const string FTSEChina50EMini = "FT5";
939 
940  // <summary>
941  /// E-mini FTSE 100 Index (GBP) Futures on CME
942  /// </summary>
943  /// <returns>The symbol</returns>
944  public const string FTSE100EMini = "FT1";
945 
946  // <summary>
947  /// E-MINI S&P EUROPE 350 ESG Index Futures on CME
948  /// </summary>
949  /// <returns>The symbol</returns>
950  public const string SPEurop350ESGEMini = "E3G";
951 
952  // <summary>
953  /// E-MINI USD Denominated FTSE 100 Index Futures on CME
954  /// </summary>
955  /// <returns>The symbol</returns>
956  public const string FTSE100USDEMini = "FTU";
957 
958  // <summary>
959  /// USD Denominated Topix Index Futures on CME
960  /// </summary>
961  /// <returns>The symbol</returns>
962  public const string TOPIXUSD = "TPD";
963 
964  // <summary>
965  /// YEN Denominated Topix Index Futures on CME
966  /// </summary>
967  /// <returns>The symbol</returns>
968  public const string TOPIXYEN = "TPY";
969 
970  // <summary>
971  /// Dow Jones Real Estate futures on CME
972  /// </summary>
973  /// <returns>The symbol</returns>
974  public const string DowJonesRealEstate = "RX";
975 
976  // <summary>
977  /// E-mini SP500 ESG futures on CME
978  /// </summary>
979  /// <returns>The symbol</returns>
980  public const string SP500EMiniESG = "ESG";
981 
982  // <summary>
983  /// E-mini Russell 1000 futures on CME
984  /// </summary>
985  /// <returns>The symbol</returns>
986  public const string Russell1000EMini = "RS1";
987 
988  /// <summary>
989  /// S&P 500 Annual dividend index futures on CME
990  /// </summary>
991  /// <returns>The symbol</returns>
992  public const string SP500AnnualDividendIndex = "SDA";
993 
994  /// <summary>
995  /// Bloomberg Commodity Index Futures
996  /// </summary>
997  /// <returns>The symbol</returns>
998  public const string BloombergCommodityIndex = "AW";
999 
1000  /// <summary>
1001  /// E-mini Nasdaq-100 Biotechnology Index Futures
1002  /// </summary>
1003  /// <returns>The symbol</returns>
1004  public const string NASDAQ100BiotechnologyEMini = "BIO";
1005 
1006  /// <summary>
1007  /// E-mini FTSE Emerging Index Futures
1008  /// </summary>
1009  /// <returns>The symbol</returns>
1010  public const string FTSEEmergingEmini = "EI";
1011 
1012  /// <summary>
1013  /// E-mini S&amp;P MidCap 400 Futures
1014  /// </summary>
1015  /// <returns>The symbol</returns>
1016  public const string SP400MidCapEmini = "EMD";
1017 
1018  /// <summary>
1019  /// S&amp;P-GSCI Commodity Index Futures
1020  /// </summary>
1021  /// <returns>The symbol</returns>
1022  public const string SPGSCICommodity = "GD";
1023 
1024  /// <summary>
1025  /// USD-Denominated Ibovespa Index Futures
1026  /// </summary>
1027  /// <returns>The symbol</returns>
1028  public const string USDDenominatedIbovespa = "IBV";
1029 
1030  /// <summary>
1031  /// USD-Denominated MSCI Taiwan Index Futures
1032  /// </summary>
1033  /// <returns>The symbol</returns>
1034  public const string MSCITaiwanIndex = "TW";
1035 
1036  /// <summary>
1037  /// Nikkei-225 Yen denominated Index Futures
1038  /// </summary>
1039  /// <returns>The symbol</returns>
1040  public const string Nikkei225Yen = "NK";
1041 
1042  /// <summary>
1043  /// NSE Nifty50 Index Futures
1044  /// </summary>
1045  /// <returns>The symbol</returns>
1046  public const string Nifty50 = "NIFTY";
1047 
1048  /// <summary>
1049  /// NSE BankNifty Futures
1050  /// </summary>
1051  /// <returns>The symbol</returns>
1052  public const string BankNifty = "BANKNIFTY";
1053 
1054  /// <summary>
1055  /// S&amp;P BSE Sensex Index Futures
1056  /// </summary>
1057  /// <returns>The symbol</returns>
1058  public const string BseSensex = "SENSEX";
1059 
1060  /// <summary>
1061  /// Micro E-mini S&amp;P 500 Index Futures
1062  /// </summary>
1063  /// <returns>The symbol</returns>
1064  public const string MicroSP500EMini = "MES";
1065 
1066  /// <summary>
1067  /// Micro E-mini Nasdaq-100 Index Futures
1068  /// </summary>
1069  /// <returns>The symbol</returns>
1070  public const string MicroNASDAQ100EMini = "MNQ";
1071 
1072  /// <summary>
1073  /// Micro E-mini Russell 2000 Index Futures
1074  /// </summary>
1075  /// <returns>The symbol</returns>
1076  public const string MicroRussell2000EMini = "M2K";
1077 
1078  /// <summary>
1079  /// Micro E-mini Dow Jones Industrial Average Index Futures
1080  /// </summary>
1081  /// <returns>The symbol</returns>
1082  public const string MicroDow30EMini = "MYM";
1083 
1084  /// <summary>
1085  /// MSCI Europe Net Total Return (USD) Futures
1086  /// </summary>
1087  public const string MSCIEuropeNTR = "M1EU";
1088 
1089  /// <summary>
1090  /// MSCI Japan Net Total Return Futures
1091  /// </summary>
1092  public const string MSCIJapanNTR = "M1JP";
1093 
1094  /// <summary>
1095  /// MSCI Emerging Markets Asia Net Total Return Futures
1096  /// </summary>
1097  public const string MSCIEmergingMarketsAsiaNTR = "M1MSA";
1098 
1099  /// <summary>
1100  /// MSCI EAFE Index Futures
1101  /// </summary>
1102  public const string MSCIEafeIndex = "MXEA";
1103 
1104  /// <summary>
1105  /// MSCI Emerging Markets Index Futures
1106  /// </summary>
1107  public const string MSCIEmergingMarketsIndex = "MXEF";
1108 
1109  /// <summary>
1110  /// MSCI USA Index Futures
1111  /// </summary>
1112  public const string MSCIUsaIndex = "MXUS";
1113  }
1114 
1115  /// <summary>
1116  /// Forestry group
1117  /// </summary>
1118  public static class Forestry
1119  {
1120  /// <summary>
1121  /// Random Length Lumber Futures
1122  /// </summary>
1123  public const string RandomLengthLumber = "LBS";
1124 
1125  /// <summary>
1126  /// Lumber Futures
1127  /// </summary>
1128  public const string Lumber = "LBR";
1129  }
1130 
1131  /// <summary>
1132  /// Meats group
1133  /// </summary>
1134  public static class Meats
1135  {
1136  /// <summary>
1137  /// Live Cattle Futures
1138  /// </summary>
1139  /// <returns>The symbol</returns>
1140  public const string LiveCattle = "LE";
1141 
1142  /// <summary>
1143  /// Feeder Cattle Futures
1144  /// </summary>
1145  /// <returns>The symbol</returns>
1146  public const string FeederCattle = "GF";
1147 
1148  /// <summary>
1149  /// Lean Hogs Futures
1150  /// </summary>
1151  /// <returns>The symbol</returns>
1152  public const string LeanHogs = "HE";
1153  }
1154 
1155  /// <summary>
1156  /// Metals group
1157  /// </summary>
1158  public static class Metals
1159  {
1160  /// <summary>
1161  /// Gold Futures
1162  /// </summary>
1163  /// <returns>The symbol</returns>
1164  public const string Gold = "GC";
1165 
1166  /// <summary>
1167  /// Silver Futures
1168  /// </summary>
1169  /// <returns>The symbol</returns>
1170  public const string Silver = "SI";
1171 
1172  /// <summary>
1173  /// Platinum Futures
1174  /// </summary>
1175  /// <returns>The symbol</returns>
1176  public const string Platinum = "PL";
1177 
1178  /// <summary>
1179  /// Palladium Futures
1180  /// </summary>
1181  /// <returns>The symbol</returns>
1182  public const string Palladium = "PA";
1183 
1184  /// <summary>
1185  /// Aluminum MW U.S. Transaction Premium Platts (25MT) Futures
1186  /// </summary>
1187  /// <returns>The symbol</returns>
1188  public const string AluminumMWUSTransactionPremiumPlatts25MT = "AUP";
1189 
1190  /// <summary>
1191  /// Aluminium European Premium Duty-Paid (Metal Bulletin) Futures
1192  /// </summary>
1193  /// <returns>The symbol</returns>
1194  /// <remarks>This symbol spells element Al using European spelling</remarks>
1195  public const string AluminiumEuropeanPremiumDutyPaidMetalBulletin = "EDP";
1196 
1197  /// <summary>
1198  /// Copper Futures
1199  /// </summary>
1200  /// <returns>The symbol</returns>
1201  public const string Copper = "HG";
1202 
1203  /// <summary>
1204  /// U.S. Midwest Domestic Hot-Rolled Coil Steel (CRU) Index Futures
1205  /// </summary>
1206  /// <returns>The symbol</returns>
1207  public const string USMidwestDomesticHotRolledCoilSteelCRUIndex = "HRC";
1208 
1209  /// <summary>
1210  /// Micro Gold Futures
1211  /// </summary>
1212  /// <returns>The symbol</returns>
1213  public const string MicroGold = "MGC";
1214 
1215  /// <summary>
1216  /// Micro Silver Futures
1217  /// </summary>
1218  /// <returns>The symbol</returns>
1219  public const string MicroSilver = "SIL";
1220 
1221  /// <summary>
1222  /// Micro Gold TAS Futures
1223  /// </summary>
1224  /// <returns>The symbol</returns>
1225  public const string MicroGoldTAS = "MGT";
1226 
1227  /// <summary>
1228  /// Micro Palladium Futures
1229  /// </summary>
1230  /// <returns>The symbol</returns>
1231  public const string MicroPalladium = "PAM";
1232 
1233  /// <summary>
1234  /// Mini Sized NY Gold Futures
1235  /// </summary>
1236  public const string MiniNYGold = "YG";
1237 
1238  /// <summary>
1239  /// Mini Sized NY Silver Futures
1240  /// </summary>
1241  public const string MiniNYSilver = "YI";
1242 
1243  /// <summary>
1244  /// Gold 100 Oz Futures
1245  /// </summary>
1246  public const string Gold100Oz = "ZG";
1247 
1248  /// <summary>
1249  /// Silver 5000 Oz Futures
1250  /// </summary>
1251  public const string Silver5000Oz = "ZI";
1252  }
1253 
1254  /// <summary>
1255  /// Softs group
1256  /// </summary>
1257  public static class Softs
1258  {
1259  /// <summary>
1260  /// Cotton #2 Futures
1261  /// </summary>
1262  /// <returns>The symbol</returns>
1263  public const string Cotton2 = "CT";
1264 
1265  /// <summary>
1266  /// Orange Juice Futures
1267  /// </summary>
1268  /// <returns>The symbol</returns>
1269  public const string OrangeJuice = "OJ";
1270 
1271  /// <summary>
1272  /// Coffee C Arabica Futures
1273  /// </summary>
1274  /// <returns>The symbol</returns>
1275  public const string Coffee = "KC";
1276 
1277  /// <summary>
1278  /// Sugar #11 Futures ICE
1279  /// </summary>
1280  /// <returns>The symbol</returns>
1281  public const string Sugar11 = "SB";
1282 
1283  /// <summary>
1284  /// Sugar #11 Futures CME
1285  /// </summary>
1286  /// <returns>The symbol</returns>
1287  public const string Sugar11CME = "YO";
1288 
1289  /// <summary>
1290  /// Cocoa Futures
1291  /// </summary>
1292  /// <returns>The symbol</returns>
1293  public const string Cocoa = "CC";
1294  }
1295 
1296  /// <summary>
1297  /// Dairy group
1298  /// </summary>
1299  public static class Dairy
1300  {
1301  /// <summary>
1302  /// Cash-settled Butter Futures
1303  /// </summary>
1304  /// <returns>The symbol</returns>
1305  public const string CashSettledButter = "CB";
1306 
1307  /// <summary>
1308  /// Cash-settled Cheese Futures
1309  /// </summary>
1310  /// <returns>The symbol</returns>
1311  public const string CashSettledCheese = "CSC";
1312 
1313  /// <summary>
1314  /// Class III Milk Futures
1315  /// </summary>
1316  /// <returns>The symbol</returns>
1317  public const string ClassIIIMilk = "DC";
1318 
1319  /// <summary>
1320  /// Dry Whey Futures
1321  /// </summary>
1322  /// <returns>The symbol</returns>
1323  public const string DryWhey = "DY";
1324 
1325  /// <summary>
1326  /// Class IV Milk Futures
1327  /// </summary>
1328  /// <returns>The symbol</returns>
1329  public const string ClassIVMilk = "GDK";
1330 
1331  /// <summary>
1332  /// Non-fat Dry Milk Futures
1333  /// </summary>
1334  /// <returns>The symbol</returns>
1335  public const string NonfatDryMilk = "GNF";
1336  }
1337  }
1338 }