Lean  $LEAN_TAG$
QuantConnect.Securities.Futures.Indices Class Reference

Indices group More...

Static Public Attributes

const string SP500EMini = "ES"
 E-mini S&P 500 Futures More...
 
const string NASDAQ100EMini = "NQ"
 E-mini NASDAQ 100 Futures More...
 
const string Dow30EMini = "YM"
 E-mini Dow Indu 30 Futures More...
 
const string VIX = "VX"
 CBOE Volatility Index Futures More...
 
const string Russell2000EMini = "RTY"
 E-mini Russell 2000 Futures More...
 
const string Nikkei225Dollar = "NKD"
 Nikkei-225 Dollar Futures More...
 
const string Nikkei225YenCME = "NIY"
 Nikkei-225 Yen denominated Futures on CME More...
 
const string Nikkei225YenEMini = "ENY"
 
const string FTSEChina50EMini = "FT5"
 
const string FTSE100EMini = "FT1"
 
const string SPEurop350ESGEMini = "E3G"
 
const string FTSE100USDEMini = "FTU"
 
const string TOPIXUSD = "TPD"
 
const string TOPIXYEN = "TPY"
 
const string DowJonesRealEstate = "RX"
 
const string SP500EMiniESG = "ESG"
 
const string Russell1000EMini = "RS1"
 
const string SP500AnnualDividendIndex = "SDA"
 S&P 500 Annual dividend index futures on CME More...
 
const string BloombergCommodityIndex = "AW"
 Bloomberg Commodity Index Futures More...
 
const string NASDAQ100BiotechnologyEMini = "BIO"
 E-mini Nasdaq-100 Biotechnology Index Futures More...
 
const string FTSEEmergingEmini = "EI"
 E-mini FTSE Emerging Index Futures More...
 
const string SP400MidCapEmini = "EMD"
 E-mini S&P MidCap 400 Futures More...
 
const string SPGSCICommodity = "GD"
 S&P-GSCI Commodity Index Futures More...
 
const string USDDenominatedIbovespa = "IBV"
 USD-Denominated Ibovespa Index Futures More...
 
const string MSCITaiwanIndex = "TW"
 USD-Denominated MSCI Taiwan Index Futures More...
 
const string Nikkei225Yen = "NK"
 Nikkei-225 Yen denominated Index Futures More...
 
const string Nifty50 = "NIFTY"
 NSE Nifty50 Index Futures More...
 
const string BankNifty = "BANKNIFTY"
 NSE BankNifty Futures More...
 
const string BseSensex = "SENSEX"
 S&P BSE Sensex Index Futures More...
 
const string MicroSP500EMini = "MES"
 Micro E-mini S&P 500 Index Futures More...
 
const string MicroNASDAQ100EMini = "MNQ"
 Micro E-mini Nasdaq-100 Index Futures More...
 
const string MicroRussell2000EMini = "M2K"
 Micro E-mini Russell 2000 Index Futures More...
 
const string MicroDow30EMini = "MYM"
 Micro E-mini Dow Jones Industrial Average Index Futures More...
 
const string MSCIEuropeNTR = "M1EU"
 MSCI Europe Net Total Return (USD) Futures More...
 
const string MSCIJapanNTR = "M1JP"
 MSCI Japan Net Total Return Futures More...
 
const string MSCIEmergingMarketsAsiaNTR = "M1MSA"
 MSCI Emerging Markets Asia Net Total Return Futures More...
 
const string MSCIEafeIndex = "MXEA"
 MSCI EAFE Index Futures More...
 
const string MSCIEmergingMarketsIndex = "MXEF"
 MSCI Emerging Markets Index Futures More...
 
const string MSCIUsaIndex = "MXUS"
 MSCI USA Index Futures More...
 

Detailed Description

Indices group

Definition at line 883 of file Futures.cs.

Member Data Documentation

◆ SP500EMini

const string QuantConnect.Securities.Futures.Indices.SP500EMini = "ES"
static

E-mini S&P 500 Futures

Returns
The symbol

Definition at line 889 of file Futures.cs.

◆ NASDAQ100EMini

const string QuantConnect.Securities.Futures.Indices.NASDAQ100EMini = "NQ"
static

E-mini NASDAQ 100 Futures

Returns
The symbol

Definition at line 895 of file Futures.cs.

◆ Dow30EMini

const string QuantConnect.Securities.Futures.Indices.Dow30EMini = "YM"
static

E-mini Dow Indu 30 Futures

Returns
The symbol

Definition at line 901 of file Futures.cs.

◆ VIX

const string QuantConnect.Securities.Futures.Indices.VIX = "VX"
static

CBOE Volatility Index Futures

Returns
The symbol

Definition at line 907 of file Futures.cs.

◆ Russell2000EMini

const string QuantConnect.Securities.Futures.Indices.Russell2000EMini = "RTY"
static

E-mini Russell 2000 Futures

Returns
The symbol

Definition at line 913 of file Futures.cs.

◆ Nikkei225Dollar

const string QuantConnect.Securities.Futures.Indices.Nikkei225Dollar = "NKD"
static

Nikkei-225 Dollar Futures

Returns
The symbol

Definition at line 919 of file Futures.cs.

◆ Nikkei225YenCME

const string QuantConnect.Securities.Futures.Indices.Nikkei225YenCME = "NIY"
static

Nikkei-225 Yen denominated Futures on CME

Returns
The symbol

Definition at line 925 of file Futures.cs.

◆ Nikkei225YenEMini

const string QuantConnect.Securities.Futures.Indices.Nikkei225YenEMini = "ENY"
static

E-mini Nikkei 225 Yen denominated Futures on CME

Returns
The symbol

Definition at line 932 of file Futures.cs.

◆ FTSEChina50EMini

const string QuantConnect.Securities.Futures.Indices.FTSEChina50EMini = "FT5"
static

E-MINI FTSE China 50 Index Futures on CME

Returns
The symbol

Definition at line 938 of file Futures.cs.

◆ FTSE100EMini

const string QuantConnect.Securities.Futures.Indices.FTSE100EMini = "FT1"
static

E-mini FTSE 100 Index (GBP) Futures on CME

Returns
The symbol

Definition at line 944 of file Futures.cs.

◆ SPEurop350ESGEMini

const string QuantConnect.Securities.Futures.Indices.SPEurop350ESGEMini = "E3G"
static

E-MINI S&P EUROPE 350 ESG Index Futures on CME

Returns
The symbol

Definition at line 950 of file Futures.cs.

◆ FTSE100USDEMini

const string QuantConnect.Securities.Futures.Indices.FTSE100USDEMini = "FTU"
static

E-MINI USD Denominated FTSE 100 Index Futures on CME

Returns
The symbol

Definition at line 956 of file Futures.cs.

◆ TOPIXUSD

const string QuantConnect.Securities.Futures.Indices.TOPIXUSD = "TPD"
static

USD Denominated Topix Index Futures on CME

Returns
The symbol

Definition at line 962 of file Futures.cs.

◆ TOPIXYEN

const string QuantConnect.Securities.Futures.Indices.TOPIXYEN = "TPY"
static

YEN Denominated Topix Index Futures on CME

Returns
The symbol

Definition at line 968 of file Futures.cs.

◆ DowJonesRealEstate

const string QuantConnect.Securities.Futures.Indices.DowJonesRealEstate = "RX"
static

Dow Jones Real Estate futures on CME

Returns
The symbol

Definition at line 974 of file Futures.cs.

◆ SP500EMiniESG

const string QuantConnect.Securities.Futures.Indices.SP500EMiniESG = "ESG"
static

E-mini SP500 ESG futures on CME

Returns
The symbol

Definition at line 980 of file Futures.cs.

◆ Russell1000EMini

const string QuantConnect.Securities.Futures.Indices.Russell1000EMini = "RS1"
static

E-mini Russell 1000 futures on CME

Returns
The symbol

Definition at line 986 of file Futures.cs.

◆ SP500AnnualDividendIndex

const string QuantConnect.Securities.Futures.Indices.SP500AnnualDividendIndex = "SDA"
static

S&P 500 Annual dividend index futures on CME

Returns
The symbol

Definition at line 992 of file Futures.cs.

◆ BloombergCommodityIndex

const string QuantConnect.Securities.Futures.Indices.BloombergCommodityIndex = "AW"
static

Bloomberg Commodity Index Futures

Returns
The symbol

Definition at line 998 of file Futures.cs.

◆ NASDAQ100BiotechnologyEMini

const string QuantConnect.Securities.Futures.Indices.NASDAQ100BiotechnologyEMini = "BIO"
static

E-mini Nasdaq-100 Biotechnology Index Futures

Returns
The symbol

Definition at line 1004 of file Futures.cs.

◆ FTSEEmergingEmini

const string QuantConnect.Securities.Futures.Indices.FTSEEmergingEmini = "EI"
static

E-mini FTSE Emerging Index Futures

Returns
The symbol

Definition at line 1010 of file Futures.cs.

◆ SP400MidCapEmini

const string QuantConnect.Securities.Futures.Indices.SP400MidCapEmini = "EMD"
static

E-mini S&P MidCap 400 Futures

Returns
The symbol

Definition at line 1016 of file Futures.cs.

◆ SPGSCICommodity

const string QuantConnect.Securities.Futures.Indices.SPGSCICommodity = "GD"
static

S&P-GSCI Commodity Index Futures

Returns
The symbol

Definition at line 1022 of file Futures.cs.

◆ USDDenominatedIbovespa

const string QuantConnect.Securities.Futures.Indices.USDDenominatedIbovespa = "IBV"
static

USD-Denominated Ibovespa Index Futures

Returns
The symbol

Definition at line 1028 of file Futures.cs.

◆ MSCITaiwanIndex

const string QuantConnect.Securities.Futures.Indices.MSCITaiwanIndex = "TW"
static

USD-Denominated MSCI Taiwan Index Futures

Returns
The symbol

Definition at line 1034 of file Futures.cs.

◆ Nikkei225Yen

const string QuantConnect.Securities.Futures.Indices.Nikkei225Yen = "NK"
static

Nikkei-225 Yen denominated Index Futures

Returns
The symbol

Definition at line 1040 of file Futures.cs.

◆ Nifty50

const string QuantConnect.Securities.Futures.Indices.Nifty50 = "NIFTY"
static

NSE Nifty50 Index Futures

Returns
The symbol

Definition at line 1046 of file Futures.cs.

◆ BankNifty

const string QuantConnect.Securities.Futures.Indices.BankNifty = "BANKNIFTY"
static

NSE BankNifty Futures

Returns
The symbol

Definition at line 1052 of file Futures.cs.

◆ BseSensex

const string QuantConnect.Securities.Futures.Indices.BseSensex = "SENSEX"
static

S&P BSE Sensex Index Futures

Returns
The symbol

Definition at line 1058 of file Futures.cs.

◆ MicroSP500EMini

const string QuantConnect.Securities.Futures.Indices.MicroSP500EMini = "MES"
static

Micro E-mini S&P 500 Index Futures

Returns
The symbol

Definition at line 1064 of file Futures.cs.

◆ MicroNASDAQ100EMini

const string QuantConnect.Securities.Futures.Indices.MicroNASDAQ100EMini = "MNQ"
static

Micro E-mini Nasdaq-100 Index Futures

Returns
The symbol

Definition at line 1070 of file Futures.cs.

◆ MicroRussell2000EMini

const string QuantConnect.Securities.Futures.Indices.MicroRussell2000EMini = "M2K"
static

Micro E-mini Russell 2000 Index Futures

Returns
The symbol

Definition at line 1076 of file Futures.cs.

◆ MicroDow30EMini

const string QuantConnect.Securities.Futures.Indices.MicroDow30EMini = "MYM"
static

Micro E-mini Dow Jones Industrial Average Index Futures

Returns
The symbol

Definition at line 1082 of file Futures.cs.

◆ MSCIEuropeNTR

const string QuantConnect.Securities.Futures.Indices.MSCIEuropeNTR = "M1EU"
static

MSCI Europe Net Total Return (USD) Futures

Definition at line 1087 of file Futures.cs.

◆ MSCIJapanNTR

const string QuantConnect.Securities.Futures.Indices.MSCIJapanNTR = "M1JP"
static

MSCI Japan Net Total Return Futures

Definition at line 1092 of file Futures.cs.

◆ MSCIEmergingMarketsAsiaNTR

const string QuantConnect.Securities.Futures.Indices.MSCIEmergingMarketsAsiaNTR = "M1MSA"
static

MSCI Emerging Markets Asia Net Total Return Futures

Definition at line 1097 of file Futures.cs.

◆ MSCIEafeIndex

const string QuantConnect.Securities.Futures.Indices.MSCIEafeIndex = "MXEA"
static

MSCI EAFE Index Futures

Definition at line 1102 of file Futures.cs.

◆ MSCIEmergingMarketsIndex

const string QuantConnect.Securities.Futures.Indices.MSCIEmergingMarketsIndex = "MXEF"
static

MSCI Emerging Markets Index Futures

Definition at line 1107 of file Futures.cs.

◆ MSCIUsaIndex

const string QuantConnect.Securities.Futures.Indices.MSCIUsaIndex = "MXUS"
static

MSCI USA Index Futures

Definition at line 1112 of file Futures.cs.


The documentation for this class was generated from the following file: