The following Symbol Quick Reference Guide contain the most popular symbols.

Entering Futures Symbols

A futures symbol has a specific format that includes the Month and Year that the futures contract expires. DTN ProphetX uses the following format:

RootMonthYear.  

In the examples below, the following Root symbols are used: QCL = NYMEX Crude Oil, QRB = NYMEX Rbob, @C = CBOT Corn

  • Absolute Futures Symbol: the Month/Year is hard-coded and does NOT automatically roll upon expiration. For example: QCLZ16, @CN16
  • Relative Futures Symbol: the Month/Year is entered with an alias and will automatically roll to the next contract month upon expiration. Type the symbol Root followed by “@” and a number that represents the forward number of contracts – @1 is the current prompt contract, @2 for the next contract, etc. For example, QCL@1, @C@1.  You can also shift these to roll prior to expiration by specifying the X number of shifted business days. For example, QCL@1{7 would shift the alias to the next contract 7 business days prior to expiration.
  • Year Alias for Futures Month Contracts: (Will work for Charts, but not for Quotes, since contracts must be expired)
    • Added syntax to allow the following types of expressions:
      • (QCLF^1+QCLF^2+QCLF^3)/3
      • Where the “^#” portion defines how many years back – up to 20 years
      • Currently QCLF^1 = QCLF23
  • Futures chain: type the Root symbol and press the [F3] key. For example: QCL[F3] or @C[F3]. This enters them as Relative so they automatically roll upon expiration. To specify a number of contracts to chain, type the Root symbol, a space, the number of contracts, and press [F3]. For example: QCL 12[F3] will display the first twelve crude contracts. They will automatically roll upon expiration.
  • Expired/Historical Futures Symbol: these symbols only work for historical data on displays such as Charts, Tabular Displays, Seasonal Charting, etc. There are two ways to enter these symbols:
    • Absolute Symbols – enter the root, month and year just like any other symbol: i.e. QCLZ20, @CN18
    • Legacy format – enter the root, 4 digit year and month: i.e. QCL2020Z, @C2018N
  • Final Expiration’s of Each Contract Month: type the Root symbol, followed by @C, E. For example, QNG@C,E or @C@C,E. This will work for any type of Chart or Tabular display.
  • Most Actively Traded Futures Contract: type the Root symbol, followed by @A. For example: QCL@A, @C@A
  • Continuous Contract Futures Symbol: type the Root symbol, followed by @C. Every day represents the price of the contract that was the front month contract on that day. For example: QCL@C charts all front month contracts from today back. There are additional parameters that can be added to a Continuous Contract Futures Symbol as follows:
    • Forward Continuous contract. For example: QCL@C5 (charts the 5th month contract from today back)
    • Shift Expiration. Moves the expiration date backward X number of business days. For example: QCL@C{05 (will move the expiration shift back by 5 days). Supported intervals: 1-40
      • This functionality is supported for @C through @c12
    • Single-month filtered. This will display only the month that you select rather than all prompt months. For example: QCL@CZ (displays ONLY the December continuous contracts.)
      • Forward Single-Month filtered: This will display only the Nth selected contract month when N equals 2 or 3. For example, QCL@C2Z (displays ONLY the second December continuous contract).
      • These can both be expiration shifted with the supported intervals 1-40. For example, QCL@C2Z{10 and QCL@CZ{5
  • Exchange Traded Spreads Futures Symbols: several formats can be entered as defined below.
    • Absolute contracts as QCLZ15QCLF16, @CZ15@CN16
    • Relative contracts as QCL@1QCL@2, @C@1@C@3
      • These can also be expiration shifted with the supported intervals 1-40 of business days. For example, QCL@1QCL@2{13
    • Relative inter-commodity contracts as QRB@01QCL@01
      • These can also be expiration shifted with the supported intervals 1-40 of business days. For example, QRB@01QCL@01{13
    • Relative ALL spreads as QCL[CTRL][F3]
    • Relative CONTIGUOUS Spreads as QCL[SHIFT][CTRL][F3]
    • Expired/Historical Futures – Enter the 1st symbol (Root, Month, 2 digit Year) followed by the 2nd symbol with no spaces in between (Root, 4 digit Year, Month) i.e. QCLK20QCL2020M, @CN15@C2015u
  • Drag and drop: when dragging future symbols from the Symbol Search tool, the contracts are Absolute and will NOT roll at expiration. When dragging from other Content Windows, the symbols will reflect the type of the original symbol (either Absolute or Relative).
  • Copy and paste: when copying symbols from another Content Window, the symbols will reflect the type of the original symbol (either Absolute or Relative).
  • Alternatively, simple Free-form functions can be entered in place of a symbol. They can include symbols, mathematical operators (+ – / *), parenthesis, and numbers. For example:
(QRB@1*42)-QCL@1 Simple gasoline crack ratio
(@CZ16+@CN17)/2 Average price of December Corn + July corn
(QNG@1+QNG@2+QNG@3)/3 Natural Gas three month strip

 

 

 

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