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 using System;
18 
19 namespace QuantConnect.Securities
20 {
21  /// <summary>
22  /// Futures static class contains shortcut definitions of major futures contracts available for trading
23  /// </summary>
24  public static class Futures
25  {
26  /// <summary>
27  /// The maximum supported contract offset depth
28  /// </summary>
29  /// <remarks>Note this value is related to the continuous contract desired offset from the current front month.
30  /// For example, 0 (default) will use the front month, 1 will use the back month contract</remarks>
31  public static readonly int MaximumContractDepthOffset = 2;
32 
33  /// <summary>
34  /// Grains and Oilseeds group
35  /// </summary>
36  public static class Grains
37  {
38  /// <summary>
39  /// Black Sea Corn Financially Settled (Platts) Futures
40  /// </summary>
41  /// <returns>The symbol</returns>
42  public const string BlackSeaCornFinanciallySettledPlatts = "BCF";
43 
44  /// <summary>
45  /// Black Sea Wheat Financially Settled (Platts) Futures
46  /// </summary>
47  /// <returns>The symbol</returns>
48  public const string BlackSeaWheatFinanciallySettledPlatts = "BWF";
49 
50  /// <summary>
51  /// Chicago SRW Wheat Futures
52  /// </summary>
53  /// <returns>The symbol</returns>
54  public const string SRWWheat = "ZW";
55 
56  /// <summary>
57  /// Default wheat contract is SRWWheat
58  /// </summary>
59  /// <returns>The SRW Wheat symbol</returns>
60  public const string Wheat = SRWWheat;
61 
62  /// <summary>
63  /// KC HRW Wheat Futures
64  /// </summary>
65  /// <returns>The symbol</returns>
66  public const string HRWWheat = "KE";
67 
68  /// <summary>
69  /// Corn Futures
70  /// </summary>
71  /// <returns>The symbol</returns>
72  public const string Corn = "ZC";
73 
74  /// <summary>
75  /// Soybeans Futures
76  /// </summary>
77  /// <returns>The symbol</returns>
78  public const string Soybeans = "ZS";
79 
80  /// <summary>
81  /// Soybean Meal Futures
82  /// </summary>
83  /// <returns>The symbol</returns>
84  public const string SoybeanMeal = "ZM";
85 
86  /// <summary>
87  /// Soybean Oil Futures
88  /// </summary>
89  /// <returns>The symbol</returns>
90  public const string SoybeanOil = "ZL";
91 
92  /// <summary>
93  /// Oats Futures
94  /// </summary>
95  /// <returns>The symbol</returns>
96  public const string Oats = "ZO";
97  }
98 
99  /// <summary>
100  /// Currencies group
101  /// </summary>
102  public static class Currencies
103  {
104  /// <summary>
105  /// U.S. Dollar Index Futures
106  /// </summary>
107  /// <returns>The symbol</returns>
108  public const string USD = "DX";
109 
110  /// <summary>
111  /// British Pound Futures
112  /// </summary>
113  /// <returns>The symbol</returns>
114  public const string GBP = "6B";
115 
116  /// <summary>
117  /// Canadian Dollar Futures
118  /// </summary>
119  /// <returns>The symbol</returns>
120  public const string CAD = "6C";
121 
122  /// <summary>
123  /// Japanese Yen Futures
124  /// </summary>
125  /// <returns>The symbol</returns>
126  public const string JPY = "6J";
127 
128  /// <summary>
129  /// Swiss Franc Futures
130  /// </summary>
131  /// <returns>The symbol</returns>
132  public const string CHF = "6S";
133 
134  /// <summary>
135  /// Euro FX Futures
136  /// </summary>
137  /// <returns>The symbol</returns>
138  public const string EUR = "6E";
139 
140  /// <summary>
141  /// Australian Dollar Futures
142  /// </summary>
143  /// <returns>The symbol</returns>
144  public const string AUD = "6A";
145 
146  /// <summary>
147  /// New Zealand Dollar Futures
148  /// </summary>
149  /// <returns>The symbol</returns>
150  public const string NZD = "6N";
151 
152  /// <summary>
153  /// Russian Ruble Futures
154  /// </summary>
155  /// <returns>The symbol</returns>
156  public const string RUB = "6R";
157 
158  /// <summary>
159  /// Brazillian Real Futures
160  /// </summary>
161  /// <returns>The symbol</returns>
162  public const string BRL = "6L";
163 
164  /// <summary>
165  /// Mexican Peso Futures
166  /// </summary>
167  /// <returns>The symbol</returns>
168  public const string MXN = "6M";
169 
170  /// <summary>
171  /// South African Rand Futures
172  /// </summary>
173  /// <returns>The symbol</returns>
174  public const string ZAR = "6Z";
175 
176  /// <summary>
177  /// Australian Dollar/Canadian Dollar Futures
178  /// </summary>
179  /// <returns>The symbol</returns>
180  public const string AUDCAD = "ACD";
181 
182  /// <summary>
183  /// Australian Dollar/Japanese Yen Futures
184  /// </summary>
185  /// <returns>The symbol</returns>
186  public const string AUDJPY = "AJY";
187 
188  /// <summary>
189  /// Australian Dollar/New Zealand Dollar Futures
190  /// </summary>
191  /// <returns>The symbol</returns>
192  public const string AUDNZD = "ANE";
193 
194  /// <summary>
195  /// Bitcoin Futures
196  /// </summary>
197  /// <returns>The symbol</returns>
198  public const string BTC = "BTC";
199 
200  /// <summary>
201  /// Ether Futures
202  /// </summary>
203  /// <returns>The symbol</returns>
204  public const string ETH = "ETH";
205 
206  /// <summary>
207  /// Canadian Dollar/Japanese Yen Futures
208  /// </summary>
209  /// <returns>The symbol</returns>
210  public const string CADJPY = "CJY";
211 
212  /// <summary>
213  /// Standard-Size USD/Offshore RMB (CNH) Futures
214  /// </summary>
215  /// <returns>The symbol</returns>
216  public const string StandardSizeUSDOffshoreRMBCNH = "CNH";
217 
218  /// <summary>
219  /// E-mini Euro FX Futures
220  /// </summary>
221  /// <returns>The symbol</returns>
222  public const string EuroFXEmini = "E7";
223 
224  /// <summary>
225  /// Euro/Australian Dollar Futures
226  /// </summary>
227  /// <returns>The symbol</returns>
228  public const string EURAUD = "EAD";
229 
230  /// <summary>
231  /// Euro/Canadian Dollar Futures
232  /// </summary>
233  /// <returns>The symbol</returns>
234  public const string EURCAD = "ECD";
235 
236  /// <summary>
237  /// Euro/Swedish Krona Futures
238  /// </summary>
239  /// <returns>The symbol</returns>
240  public const string EURSEK = "ESK";
241 
242  /// <summary>
243  /// E-mini Japanese Yen Futures
244  /// </summary>
245  /// <returns>The symbol</returns>
246  public const string JapaneseYenEmini = "J7";
247 
248  /// <summary>
249  /// Micro EUR/USD Futures
250  /// </summary>
251  /// <returns>The symbol</returns>
252  public const string MicroEUR = "M6E";
253 
254  /// <summary>
255  /// Micro AUD/USD Futures
256  /// </summary>
257  /// <returns>The symbol</returns>
258  public const string MicroAUD = "M6A";
259 
260  /// <summary>
261  /// Micro GBP/USD Futures
262  /// </summary>
263  /// <returns>The symbol</returns>
264  public const string MicroGBP = "M6B";
265 
266  /// <summary>
267  /// Micro CAD/USD Futures
268  /// </summary>
269  /// <returns>The symbol</returns>
270  public const string MicroCADUSD = "MCD";
271 
272  /// <summary>
273  /// Micro JPY/USD Futures
274  /// </summary>
275  /// <returns>The symbol</returns>
276  public const string MicroJPY = "MJY";
277 
278  /// <summary>
279  /// Micro CHF/USD Futures
280  /// </summary>
281  /// <returns>The symbol</returns>
282  public const string MicroCHF = "MSF";
283 
284  /// <summary>
285  /// Micro USD/JPY Futures
286  /// </summary>
287  /// <returns>The symbol</returns>
288  public const string MicroUSDJPY = "M6J";
289 
290  /// <summary>
291  /// Micro INR/USD Futures
292  /// </summary>
293  /// <returns>The symbol</returns>
294  public const string MicroINRUSD = "MIR";
295 
296  /// <summary>
297  /// Micro USD/CAD Futures
298  /// </summary>
299  /// <returns>The symbol</returns>
300  public const string MicroCAD = "M6C";
301 
302  /// <summary>
303  /// Micro USD/CHF Futures
304  /// </summary>
305  /// <returns>The symbol</returns>
306  public const string MicroUSDCHF = "M6S";
307 
308  /// <summary>
309  /// Micro USD/CNH Futures
310  /// </summary>
311  /// <returns>The symbol</returns>
312  public const string MicroUSDCNH = "MNH";
313 
314  /// <summary>
315  /// Micro Ether Futures
316  /// </summary>
317  /// <returns>The symbol</returns>
318  public const string MicroEther = "MET";
319 
320  /// <summary>
321  /// Micro Bitcoin Futures
322  /// </summary>
323  /// <returns>The symbol</returns>
324  public const string MicroBTC = "MBT";
325  }
326 
327  /// <summary>
328  /// Energy group
329  /// </summary>
330  [Obsolete("Futures.Energies is obsolete, please use Futures.Energy instead.")]
331  public static class Energies
332  {
333  /// <summary>
334  /// Propane Non LDH Mont Belvieu (OPIS) BALMO Futures
335  /// </summary>
336  /// <returns>The symbol</returns>
337  public const string PropaneNonLDHMontBelvieu = "1S";
338 
339  /// <summary>
340  /// Argus Propane Far East Index BALMO Futures
341  /// </summary>
342  /// <returns>The symbol</returns>
343  public const string ArgusPropaneFarEastIndexBALMO = "22";
344 
345  /// <summary>
346  /// Mini European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures
347  /// </summary>
348  /// <returns>The symbol</returns>
349  public const string MiniEuropeanThreePointPercentFiveFuelOilBargesPlatts = "A0D";
350 
351  /// <summary>
352  /// Mini Singapore Fuel Oil 180 cst (Platts) Futures
353  /// </summary>
354  /// <returns>The symbol</returns>
355  public const string MiniSingaporeFuelOil180CstPlatts = "A0F";
356 
357  /// <summary>
358  /// Gulf Coast ULSD (Platts) Up-Down BALMO Futures
359  /// </summary>
360  /// <returns>The symbol</returns>
361  public const string GulfCoastULSDPlattsUpDownBALMO = "A1L";
362 
363  /// <summary>
364  /// Gulf Coast Jet (Platts) Up-Down BALMO Futures
365  /// </summary>
366  /// <returns>The symbol</returns>
367  public const string GulfCoastJetPlattsUpDownBALMO = "A1M";
368 
369  /// <summary>
370  /// Propane Non-LDH Mont Belvieu (OPIS) Futures
371  /// </summary>
372  /// <returns>The symbol</returns>
373  public const string PropaneNonLDHMontBelvieuOPIS = "A1R";
374 
375  /// <summary>
376  /// European Propane CIF ARA (Argus) BALMO Futures
377  /// </summary>
378  /// <returns>The symbol</returns>
379  public const string EuropeanPropaneCIFARAArgusBALMO = "A32";
380 
381  /// <summary>
382  /// Premium Unleaded Gasoline 10 ppm FOB MED (Platts) Futures
383  /// </summary>
384  /// <returns>The symbol</returns>
385  public const string PremiumUnleadedGasoline10ppmFOBMEDPlatts = "A3G";
386 
387  /// <summary>
388  /// Argus Propane Far East Index Futures
389  /// </summary>
390  /// <returns>The symbol</returns>
391  public const string ArgusPropaneFarEastIndex = "A7E";
392 
393  /// <summary>
394  /// Gasoline Euro-bob Oxy NWE Barges (Argus) Crack Spread BALMO Futures
395  /// </summary>
396  /// <returns>The symbol</returns>
397  public const string GasolineEurobobOxyNWEBargesArgusCrackSpreadBALMO = "A7I";
398 
399  /// <summary>
400  /// Mont Belvieu Natural Gasoline (OPIS) Futures
401  /// </summary>
402  /// <returns>The symbol</returns>
403  public const string MontBelvieuNaturalGasolineOPIS = "A7Q";
404 
405  /// <summary>
406  /// Mont Belvieu Normal Butane (OPIS) BALMO Futures
407  /// </summary>
408  /// <returns>The symbol</returns>
409  public const string MontBelvieuNormalButaneOPISBALMO = "A8J";
410 
411  /// <summary>
412  /// Conway Propane (OPIS) Futures
413  /// </summary>
414  /// <returns>The symbol</returns>
415  public const string ConwayPropaneOPIS = "A8K";
416 
417  /// <summary>
418  /// Mont Belvieu LDH Propane (OPIS) BALMO Futures
419  /// </summary>
420  /// <returns>The symbol</returns>
421  public const string MontBelvieuLDHPropaneOPISBALMO = "A8O";
422 
423  /// <summary>
424  /// Argus Propane Far East Index vs. European Propane CIF ARA (Argus) Futures
425  /// </summary>
426  /// <returns>The symbol</returns>
427  public const string ArgusPropaneFarEastIndexVsEuropeanPropaneCIFARAArgus = "A91";
428 
429  /// <summary>
430  /// Argus Propane (Saudi Aramco) Futures
431  /// </summary>
432  /// <returns>The symbol</returns>
433  public const string ArgusPropaneSaudiAramco = "A9N";
434 
435  /// <summary>
436  /// Group Three ULSD (Platts) vs. NY Harbor ULSD Futures
437  /// </summary>
438  /// <returns>The symbol</returns>
439  public const string GroupThreeULSDPlattsVsNYHarborULSD = "AA6";
440 
441  /// <summary>
442  /// Group Three Sub-octane Gasoliine (Platts) vs. RBOB Futures
443  /// </summary>
444  /// <returns>The symbol</returns>
445  public const string GroupThreeSuboctaneGasolinePlattsVsRBOB = "AA8";
446 
447  /// <summary>
448  /// Singapore Fuel Oil 180 cst (Platts) BALMO Futures
449  /// </summary>
450  /// <returns>The symbol</returns>
451  public const string SingaporeFuelOil180cstPlattsBALMO = "ABS";
452 
453  /// <summary>
454  /// Singapore Fuel Oil 380 cst (Platts) BALMO Futures
455  /// </summary>
456  /// <returns>The symbol</returns>
457  public const string SingaporeFuelOil380cstPlattsBALMO = "ABT";
458 
459  /// <summary>
460  /// Mont Belvieu Ethane (OPIS) Futures
461  /// </summary>
462  /// <returns>The symbol</returns>
463  public const string MontBelvieuEthaneOPIS = "AC0";
464 
465  /// <summary>
466  /// Mont Belvieu Normal Butane (OPIS) Futures
467  /// </summary>
468  /// <returns>The symbol</returns>
469  public const string MontBelvieuNormalButaneOPIS = "AD0";
470 
471  /// <summary>
472  /// Brent Crude Oil vs. Dubai Crude Oil (Platts) Futures
473  /// </summary>
474  /// <returns>The symbol</returns>
475  public const string BrentCrudeOilVsDubaiCrudeOilPlatts = "ADB";
476 
477  /// <summary>
478  /// Argus LLS vs. WTI (Argus) Trade Month Futures
479  /// </summary>
480  /// <returns>The symbol</returns>
481  public const string ArgusLLSvsWTIArgusTradeMonth = "AE5";
482 
483  /// <summary>
484  /// Singapore Gasoil (Platts) vs. Low Sulphur Gasoil Futures
485  /// </summary>
486  /// <returns>The symbol</returns>
487  public const string SingaporeGasoilPlattsVsLowSulphurGasoilFutures = "AGA";
488 
489  /// <summary>
490  /// Los Angeles CARBOB Gasoline (OPIS) vs. RBOB Gasoline Futures
491  /// </summary>
492  /// <returns>The symbol</returns>
493  public const string LosAngelesCARBOBGasolineOPISvsRBOBGasoline = "AJL";
494 
495  /// <summary>
496  /// Los Angeles Jet (OPIS) vs. NY Harbor ULSD Futures
497  /// </summary>
498  /// <returns>The symbol</returns>
499  public const string LosAngelesJetOPISvsNYHarborULSD = "AJS";
500 
501  /// <summary>
502  /// Los Angeles CARB Diesel (OPIS) vs. NY Harbor ULSD Futures
503  /// </summary>
504  /// <returns>The symbol</returns>
505  public const string LosAngelesCARBDieselOPISvsNYHarborULSD = "AKL";
506 
507  /// <summary>
508  /// European Naphtha (Platts) BALMO Futures
509  /// </summary>
510  /// <returns>The symbol</returns>
511  public const string EuropeanNaphthaPlattsBALMO = "AKZ";
512 
513  /// <summary>
514  /// European Propane CIF ARA (Argus) Futures
515  /// </summary>
516  /// <returns>The symbol</returns>
517  public const string EuropeanPropaneCIFARAArgus = "APS";
518 
519  /// <summary>
520  /// Mont Belvieu Natural Gasoline (OPIS) BALMO Futures
521  /// </summary>
522  /// <returns>The symbol</returns>
523  public const string MontBelvieuNaturalGasolineOPISBALMO = "AR0";
524 
525  /// <summary>
526  /// RBOB Gasoline Crack Spread Futures
527  /// </summary>
528  /// <returns>The symbol</returns>
529  public const string RBOBGasolineCrackSpread = "ARE";
530 
531  /// <summary>
532  /// Gulf Coast HSFO (Platts) BALMO Futures
533  /// </summary>
534  /// <returns>The symbol</returns>
535  public const string GulfCoastHSFOPlattsBALMO = "AVZ";
536 
537  /// <summary>
538  /// Mars (Argus) vs. WTI Trade Month Futures
539  /// </summary>
540  /// <returns>The symbol</returns>
541  public const string MarsArgusVsWTITradeMonth = "AYV";
542 
543  /// <summary>
544  /// Mars (Argus) vs. WTI Financial Futures
545  /// </summary>
546  /// <returns>The symbol</returns>
547  public const string MarsArgusVsWTIFinancial = "AYX";
548 
549  /// <summary>
550  /// Ethanol T2 FOB Rdam Including Duty (Platts) Futures
551  /// </summary>
552  /// <returns>The symbol</returns>
553  public const string EthanolT2FOBRdamIncludingDutyPlatts = "AZ1";
554 
555  /// <summary>
556  /// Mont Belvieu LDH Propane (OPIS) Futures
557  /// </summary>
558  /// <returns>The symbol</returns>
559  public const string MontBelvieuLDHPropaneOPIS = "B0";
560 
561  /// <summary>
562  /// Gasoline Euro-bob Oxy NWE Barges (Argus) Futures
563  /// </summary>
564  /// <returns>The symbol</returns>
565  public const string GasolineEurobobOxyNWEBargesArgus = "B7H";
566 
567  /// <summary>
568  /// WTI-Brent Financial Futures
569  /// </summary>
570  /// <returns>The symbol</returns>
571  public const string WTIBrentFinancial = "BK";
572 
573  /// <summary>
574  /// 3.5% Fuel Oil Barges FOB Rdam (Platts) Crack Spread (1000mt) Futures
575  /// </summary>
576  /// <returns>The symbol</returns>
577  public const string ThreePointFivePercentFuelOilBargesFOBRdamPlattsCrackSpread1000mt = "BOO";
578 
579  /// <summary>
580  /// Gasoline Euro-bob Oxy NWE Barges (Argus) BALMO Futures
581  /// </summary>
582  /// <returns>The symbol</returns>
583  public const string GasolineEurobobOxyNWEBargesArgusBALMO = "BR7";
584 
585  /// <summary>
586  /// Brent Last Day Financial Futures
587  /// </summary>
588  /// <returns>The symbol</returns>
589  public const string BrentLastDayFinancial = "BZ";
590 
591  /// <summary>
592  /// Crude Oil WTI Futures
593  /// </summary>
594  /// <returns>The symbol</returns>
595  public const string CrudeOilWTI = "CL";
596 
597  /// <summary>
598  /// Gulf Coast CBOB Gasoline A2 (Platts) vs. RBOB Gasoline Futures
599  /// </summary>
600  /// <returns>The symbol</returns>
601  public const string GulfCoastCBOBGasolineA2PlattsVsRBOBGasoline = "CRB";
602 
603  /// <summary>
604  /// Clearbrook Bakken Sweet Crude Oil Monthly Index (Net Energy) Futures
605  /// </summary>
606  /// <returns>The symbol</returns>
607  public const string ClearbrookBakkenSweetCrudeOilMonthlyIndexNetEnergy = "CSW";
608 
609  /// <summary>
610  /// WTI Financial Futures
611  /// </summary>
612  /// <returns>The symbol</returns>
613  public const string WTIFinancial = "CSX";
614 
615  /// <summary>
616  /// Chicago Ethaanol (Platts) Futures
617  /// </summary>
618  /// <returns>The symbol</returns>
619  public const string ChicagoEthanolPlatts = "CU";
620 
621  /// <summary>
622  /// Singapore Mogas 92 Unleaded (Platts) Brent Crack Spread Futures
623  /// </summary>
624  /// <returns>The symbol</returns>
625  public const string SingaporeMogas92UnleadedPlattsBrentCrackSpread = "D1N";
626 
627  /// <summary>
628  /// Dubai Crude Oil (Platts) Financial Futures
629  /// </summary>
630  /// <returns>The symbol</returns>
631  public const string DubaiCrudeOilPlattsFinancial = "DCB";
632 
633  /// <summary>
634  /// Japan C&amp;F Naphtha (Platts) BALMO Futures
635  /// </summary>
636  /// <returns>The symbol</returns>
637  public const string JapanCnFNaphthaPlattsBALMO = "E6";
638 
639  /// <summary>
640  /// Ethanol Futures
641  /// </summary>
642  /// <returns>The symbol</returns>
643  public const string Ethanol = "EH";
644 
645  /// <summary>
646  /// European Naphtha (Platts) Crack Spread Futures
647  /// </summary>
648  /// <returns>The symbol</returns>
649  public const string EuropeanNaphthaPlattsCrackSpread = "EN";
650 
651  /// <summary>
652  /// European Propane CIF ARA (Argus) vs. Naphtha Cargoes CIF NWE (Platts) Futures
653  /// </summary>
654  /// <returns>The symbol</returns>
655  public const string EuropeanPropaneCIFARAArgusVsNaphthaCargoesCIFNWEPlatts = "EPN";
656 
657  /// <summary>
658  /// Singapore Fuel Oil 380 cst (Platts) vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures
659  /// </summary>
660  /// <returns>The symbol</returns>
661  public const string SingaporeFuelOil380cstPlattsVsEuropeanThreePointFivePercentFuelOilBargesFOBRdamPlatts = "EVC";
662 
663  /// <summary>
664  /// East-West Gasoline Spread (Platts-Argus) Futures
665  /// </summary>
666  /// <returns>The symbol</returns>
667  public const string EastWestGasolineSpreadPlattsArgus = "EWG";
668 
669  /// <summary>
670  /// East-West Naphtha: Japan C&amp;F vs. Cargoes CIF NWE Spread (Platts) Futures
671  /// </summary>
672  /// <returns>The symbol</returns>
673  public const string EastWestNaphthaJapanCFvsCargoesCIFNWESpreadPlatts = "EWN";
674 
675  /// <summary>
676  /// RBOB Gasoline vs. Euro-bob Oxy NWE Barges (Argus) (350,000 gallons) Futures
677  /// </summary>
678  /// <returns>The symbol</returns>
679  public const string RBOBGasolineVsEurobobOxyNWEBargesArgusThreeHundredFiftyThousandGallons = "EXR";
680 
681  /// <summary>
682  /// 3.5% Fuel Oil Barges FOB Rdam (Platts) Crack Spread Futures
683  /// </summary>
684  /// <returns>The symbol</returns>
685  public const string ThreePointFivePercentFuelOilBargesFOBRdamPlattsCrackSpread = "FO";
686 
687  /// <summary>
688  /// Freight Route TC14 (Baltic) Futures
689  /// </summary>
690  /// <returns>The symbol</returns>
691  public const string FreightRouteTC14Baltic = "FRC";
692 
693  /// <summary>
694  /// 1% Fuel Oil Cargoes FOB NWE (Platts) vs. 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures
695  /// </summary>
696  /// <returns>The symbol</returns>
697  public const string OnePercentFuelOilCargoesFOBNWEPlattsVsThreePointFivePercentFuelOilBargesFOBRdamPlatts = "FSS";
698 
699  /// <summary>
700  /// Gulf Coast HSFO (Platts) vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures
701  /// </summary>
702  public const string GulfCoastHSFOPlattsVsEuropeanThreePointFivePercentFuelOilBargesFOBRdamPlatts = "GCU";
703 
704  /// <summary>
705  /// WTI Houston Crude Oil Futures
706  /// </summary>
707  /// <returns>The symbol</returns>
708  public const string WTIHoustonCrudeOil = "HCL";
709 
710  /// <summary>
711  /// Natural Gas (Henry Hub) Last-day Financial Futures
712  /// </summary>
713  /// <returns>The symbol</returns>
714  public const string NaturalGasHenryHubLastDayFinancial = "HH";
715 
716  /// <summary>
717  /// Heating Oil Futures
718  /// </summary>
719  /// <returns>The symbol</returns>
720  public const string HeatingOil = "HO";
721 
722  /// <summary>
723  /// Natural Gas (Henry Hub) Penultimate Financial Futures
724  /// </summary>
725  /// <returns>The symbol</returns>
726  public const string NaturalGasHenryHubPenultimateFinancial = "HP";
727 
728  /// <summary>
729  /// WTI Houston (Argus) vs. WTI Trade Month Futures
730  /// </summary>
731  /// <returns>The symbol</returns>
732  public const string WTIHoustonArgusVsWTITradeMonth = "HTT";
733 
734  /// <summary>
735  /// Gasoline RBOB Futures
736  /// </summary>
737  /// <returns>The symbol</returns>
738  public const string Gasoline = "RB";
739 
740  /// <summary>
741  /// Natural Gas Futures
742  /// </summary>
743  /// <returns>The symbol</returns>
744  public const string NaturalGas = "NG";
745 
746  /// <summary>
747  /// Brent Crude Futures
748  /// </summary>
749  /// <returns>The symbol</returns>
750  public const string BrentCrude = "B";
751 
752  /// <summary>
753  /// Low Sulfur Gasoil
754  /// </summary>
755  /// <returns>The symbol</returns>
756  public const string LowSulfurGasoil = "G";
757 
758  /// <summary>
759  /// Micro WTI Crude Oil Futures
760  /// </summary>
761  /// <returns>The symbol</returns>
762  public const string MicroCrudeOilWTI = "MCL";
763 
764  /// <summary>
765  /// Micro Singapore FOB Marine Fuel 0.5% (Platts) Futures
766  /// </summary>
767  /// <returns>The symbol</returns>
768  public const string MicroSingaporeFOBMarineFuelZeroPointFivePercetPlatts = "S5O";
769 
770  /// <summary>
771  /// Micro Gasoil 0.1% Barges FOB ARA (Platts) Futures
772  /// </summary>
773  /// <returns>The symbol</returns>
774  public const string MicroGasoilZeroPointOnePercentBargesFOBARAPlatts = "M1B";
775 
776  /// <summary>
777  /// Micro European FOB Rdam Marine Fuel 0.5% Barges (Platts) Futures
778  /// </summary>
779  /// <returns>The symbol</returns>
780  public const string MicroEuropeanFOBRdamMarineFuelZeroPointFivePercentBargesPlatts = "R5O";
781 
782  /// <summary>
783  /// Micro European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures
784  /// </summary>
785  /// <returns>The symbol</returns>
786  public const string MicroEuropeanThreePointFivePercentOilBargesFOBRdamPlatts = "MEF";
787 
788  /// <summary>
789  /// Micro Singapore Fuel Oil 380CST (Platts) Futures
790  /// </summary>
791  /// <returns>The symbol</returns>
792  public const string MicroSingaporeFuelOil380CSTPlatts = "MAF";
793 
794  /// <summary>
795  /// Micro Coal (API 5) fob Newcastle (Argus/McCloskey) Futures
796  /// </summary>
797  /// <returns>The symbol</returns>
798  public const string MicroCoalAPIFivefobNewcastleArgusMcCloskey = "M5F";
799 
800  /// <summary>
801  /// Micro European 3.5% Fuel Oil Cargoes FOB Med (Platts) Futures
802  /// </summary>
803  /// <returns>The symbol</returns>
804  public const string MicroEuropeanThreePointFivePercentFuelOilCargoesFOBMedPlatts = "M35";
805  }
806 
807  /// <summary>
808  /// Energy group
809  /// </summary>
810  public static class Energy
811  {
812  /// <summary>
813  /// Propane Non LDH Mont Belvieu (OPIS) BALMO Futures
814  /// </summary>
815  /// <returns>The symbol</returns>
816  public const string PropaneNonLDHMontBelvieu = "1S";
817 
818  /// <summary>
819  /// Argus Propane Far East Index BALMO Futures
820  /// </summary>
821  /// <returns>The symbol</returns>
822  public const string ArgusPropaneFarEastIndexBALMO = "22";
823 
824  /// <summary>
825  /// Mini European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures
826  /// </summary>
827  /// <returns>The symbol</returns>
828  public const string MiniEuropeanThreePointPercentFiveFuelOilBargesPlatts = "A0D";
829 
830  /// <summary>
831  /// Mini Singapore Fuel Oil 180 cst (Platts) Futures
832  /// </summary>
833  /// <returns>The symbol</returns>
834  public const string MiniSingaporeFuelOil180CstPlatts = "A0F";
835 
836  /// <summary>
837  /// Gulf Coast ULSD (Platts) Up-Down BALMO Futures
838  /// </summary>
839  /// <returns>The symbol</returns>
840  public const string GulfCoastULSDPlattsUpDownBALMO = "A1L";
841 
842  /// <summary>
843  /// Gulf Coast Jet (Platts) Up-Down BALMO Futures
844  /// </summary>
845  /// <returns>The symbol</returns>
846  public const string GulfCoastJetPlattsUpDownBALMO = "A1M";
847 
848  /// <summary>
849  /// Propane Non-LDH Mont Belvieu (OPIS) Futures
850  /// </summary>
851  /// <returns>The symbol</returns>
852  public const string PropaneNonLDHMontBelvieuOPIS = "A1R";
853 
854  /// <summary>
855  /// European Propane CIF ARA (Argus) BALMO Futures
856  /// </summary>
857  /// <returns>The symbol</returns>
858  public const string EuropeanPropaneCIFARAArgusBALMO = "A32";
859 
860  /// <summary>
861  /// Premium Unleaded Gasoline 10 ppm FOB MED (Platts) Futures
862  /// </summary>
863  /// <returns>The symbol</returns>
864  public const string PremiumUnleadedGasoline10ppmFOBMEDPlatts = "A3G";
865 
866  /// <summary>
867  /// Argus Propane Far East Index Futures
868  /// </summary>
869  /// <returns>The symbol</returns>
870  public const string ArgusPropaneFarEastIndex = "A7E";
871 
872  /// <summary>
873  /// Gasoline Euro-bob Oxy NWE Barges (Argus) Crack Spread BALMO Futures
874  /// </summary>
875  /// <returns>The symbol</returns>
876  public const string GasolineEurobobOxyNWEBargesArgusCrackSpreadBALMO = "A7I";
877 
878  /// <summary>
879  /// Mont Belvieu Natural Gasoline (OPIS) Futures
880  /// </summary>
881  /// <returns>The symbol</returns>
882  public const string MontBelvieuNaturalGasolineOPIS = "A7Q";
883 
884  /// <summary>
885  /// Mont Belvieu Normal Butane (OPIS) BALMO Futures
886  /// </summary>
887  /// <returns>The symbol</returns>
888  public const string MontBelvieuNormalButaneOPISBALMO = "A8J";
889 
890  /// <summary>
891  /// Conway Propane (OPIS) Futures
892  /// </summary>
893  /// <returns>The symbol</returns>
894  public const string ConwayPropaneOPIS = "A8K";
895 
896  /// <summary>
897  /// Mont Belvieu LDH Propane (OPIS) BALMO Futures
898  /// </summary>
899  /// <returns>The symbol</returns>
900  public const string MontBelvieuLDHPropaneOPISBALMO = "A8O";
901 
902  /// <summary>
903  /// Argus Propane Far East Index vs. European Propane CIF ARA (Argus) Futures
904  /// </summary>
905  /// <returns>The symbol</returns>
906  public const string ArgusPropaneFarEastIndexVsEuropeanPropaneCIFARAArgus = "A91";
907 
908  /// <summary>
909  /// Argus Propane (Saudi Aramco) Futures
910  /// </summary>
911  /// <returns>The symbol</returns>
912  public const string ArgusPropaneSaudiAramco = "A9N";
913 
914  /// <summary>
915  /// Group Three ULSD (Platts) vs. NY Harbor ULSD Futures
916  /// </summary>
917  /// <returns>The symbol</returns>
918  public const string GroupThreeULSDPlattsVsNYHarborULSD = "AA6";
919 
920  /// <summary>
921  /// Group Three Sub-octane Gasoliine (Platts) vs. RBOB Futures
922  /// </summary>
923  /// <returns>The symbol</returns>
924  public const string GroupThreeSuboctaneGasolinePlattsVsRBOB = "AA8";
925 
926  /// <summary>
927  /// Singapore Fuel Oil 180 cst (Platts) BALMO Futures
928  /// </summary>
929  /// <returns>The symbol</returns>
930  public const string SingaporeFuelOil180cstPlattsBALMO = "ABS";
931 
932  /// <summary>
933  /// Singapore Fuel Oil 380 cst (Platts) BALMO Futures
934  /// </summary>
935  /// <returns>The symbol</returns>
936  public const string SingaporeFuelOil380cstPlattsBALMO = "ABT";
937 
938  /// <summary>
939  /// Mont Belvieu Ethane (OPIS) Futures
940  /// </summary>
941  /// <returns>The symbol</returns>
942  public const string MontBelvieuEthaneOPIS = "AC0";
943 
944  /// <summary>
945  /// Mont Belvieu Normal Butane (OPIS) Futures
946  /// </summary>
947  /// <returns>The symbol</returns>
948  public const string MontBelvieuNormalButaneOPIS = "AD0";
949 
950  /// <summary>
951  /// Brent Crude Oil vs. Dubai Crude Oil (Platts) Futures
952  /// </summary>
953  /// <returns>The symbol</returns>
954  public const string BrentCrudeOilVsDubaiCrudeOilPlatts = "ADB";
955 
956  /// <summary>
957  /// Argus LLS vs. WTI (Argus) Trade Month Futures
958  /// </summary>
959  /// <returns>The symbol</returns>
960  public const string ArgusLLSvsWTIArgusTradeMonth = "AE5";
961 
962  /// <summary>
963  /// Singapore Gasoil (Platts) vs. Low Sulphur Gasoil Futures
964  /// </summary>
965  /// <returns>The symbol</returns>
966  public const string SingaporeGasoilPlattsVsLowSulphurGasoilFutures = "AGA";
967 
968  /// <summary>
969  /// Los Angeles CARBOB Gasoline (OPIS) vs. RBOB Gasoline Futures
970  /// </summary>
971  /// <returns>The symbol</returns>
972  public const string LosAngelesCARBOBGasolineOPISvsRBOBGasoline = "AJL";
973 
974  /// <summary>
975  /// Los Angeles Jet (OPIS) vs. NY Harbor ULSD Futures
976  /// </summary>
977  /// <returns>The symbol</returns>
978  public const string LosAngelesJetOPISvsNYHarborULSD = "AJS";
979 
980  /// <summary>
981  /// Los Angeles CARB Diesel (OPIS) vs. NY Harbor ULSD Futures
982  /// </summary>
983  /// <returns>The symbol</returns>
984  public const string LosAngelesCARBDieselOPISvsNYHarborULSD = "AKL";
985 
986  /// <summary>
987  /// European Naphtha (Platts) BALMO Futures
988  /// </summary>
989  /// <returns>The symbol</returns>
990  public const string EuropeanNaphthaPlattsBALMO = "AKZ";
991 
992  /// <summary>
993  /// European Propane CIF ARA (Argus) Futures
994  /// </summary>
995  /// <returns>The symbol</returns>
996  public const string EuropeanPropaneCIFARAArgus = "APS";
997 
998  /// <summary>
999  /// Mont Belvieu Natural Gasoline (OPIS) BALMO Futures
1000  /// </summary>
1001  /// <returns>The symbol</returns>
1002  public const string MontBelvieuNaturalGasolineOPISBALMO = "AR0";
1003 
1004  /// <summary>
1005  /// RBOB Gasoline Crack Spread Futures
1006  /// </summary>
1007  /// <returns>The symbol</returns>
1008  public const string RBOBGasolineCrackSpread = "ARE";
1009 
1010  /// <summary>
1011  /// Gulf Coast HSFO (Platts) BALMO Futures
1012  /// </summary>
1013  /// <returns>The symbol</returns>
1014  public const string GulfCoastHSFOPlattsBALMO = "AVZ";
1015 
1016  /// <summary>
1017  /// Mars (Argus) vs. WTI Trade Month Futures
1018  /// </summary>
1019  /// <returns>The symbol</returns>
1020  public const string MarsArgusVsWTITradeMonth = "AYV";
1021 
1022  /// <summary>
1023  /// Mars (Argus) vs. WTI Financial Futures
1024  /// </summary>
1025  /// <returns>The symbol</returns>
1026  public const string MarsArgusVsWTIFinancial = "AYX";
1027 
1028  /// <summary>
1029  /// Ethanol T2 FOB Rdam Including Duty (Platts) Futures
1030  /// </summary>
1031  /// <returns>The symbol</returns>
1032  public const string EthanolT2FOBRdamIncludingDutyPlatts = "AZ1";
1033 
1034  /// <summary>
1035  /// Mont Belvieu LDH Propane (OPIS) Futures
1036  /// </summary>
1037  /// <returns>The symbol</returns>
1038  public const string MontBelvieuLDHPropaneOPIS = "B0";
1039 
1040  /// <summary>
1041  /// Gasoline Euro-bob Oxy NWE Barges (Argus) Futures
1042  /// </summary>
1043  /// <returns>The symbol</returns>
1044  public const string GasolineEurobobOxyNWEBargesArgus = "B7H";
1045 
1046  /// <summary>
1047  /// WTI-Brent Financial Futures
1048  /// </summary>
1049  /// <returns>The symbol</returns>
1050  public const string WTIBrentFinancial = "BK";
1051 
1052  /// <summary>
1053  /// 3.5% Fuel Oil Barges FOB Rdam (Platts) Crack Spread (1000mt) Futures
1054  /// </summary>
1055  /// <returns>The symbol</returns>
1056  public const string ThreePointFivePercentFuelOilBargesFOBRdamPlattsCrackSpread1000mt = "BOO";
1057 
1058  /// <summary>
1059  /// Gasoline Euro-bob Oxy NWE Barges (Argus) BALMO Futures
1060  /// </summary>
1061  /// <returns>The symbol</returns>
1062  public const string GasolineEurobobOxyNWEBargesArgusBALMO = "BR7";
1063 
1064  /// <summary>
1065  /// Brent Last Day Financial Futures
1066  /// </summary>
1067  /// <returns>The symbol</returns>
1068  public const string BrentLastDayFinancial = "BZ";
1069 
1070  /// <summary>
1071  /// Crude Oil WTI Futures
1072  /// </summary>
1073  /// <returns>The symbol</returns>
1074  public const string CrudeOilWTI = "CL";
1075 
1076  /// <summary>
1077  /// Gulf Coast CBOB Gasoline A2 (Platts) vs. RBOB Gasoline Futures
1078  /// </summary>
1079  /// <returns>The symbol</returns>
1080  public const string GulfCoastCBOBGasolineA2PlattsVsRBOBGasoline = "CRB";
1081 
1082  /// <summary>
1083  /// Clearbrook Bakken Sweet Crude Oil Monthly Index (Net Energy) Futures
1084  /// </summary>
1085  /// <returns>The symbol</returns>
1086  public const string ClearbrookBakkenSweetCrudeOilMonthlyIndexNetEnergy = "CSW";
1087 
1088  /// <summary>
1089  /// WTI Financial Futures
1090  /// </summary>
1091  /// <returns>The symbol</returns>
1092  public const string WTIFinancial = "CSX";
1093 
1094  /// <summary>
1095  /// Chicago Ethaanol (Platts) Futures
1096  /// </summary>
1097  /// <returns>The symbol</returns>
1098  public const string ChicagoEthanolPlatts = "CU";
1099 
1100  /// <summary>
1101  /// Singapore Mogas 92 Unleaded (Platts) Brent Crack Spread Futures
1102  /// </summary>
1103  /// <returns>The symbol</returns>
1104  public const string SingaporeMogas92UnleadedPlattsBrentCrackSpread = "D1N";
1105 
1106  /// <summary>
1107  /// Dubai Crude Oil (Platts) Financial Futures
1108  /// </summary>
1109  /// <returns>The symbol</returns>
1110  public const string DubaiCrudeOilPlattsFinancial = "DCB";
1111 
1112  /// <summary>
1113  /// Japan C&amp;F Naphtha (Platts) BALMO Futures
1114  /// </summary>
1115  /// <returns>The symbol</returns>
1116  public const string JapanCnFNaphthaPlattsBALMO = "E6";
1117 
1118  /// <summary>
1119  /// Ethanol Futures
1120  /// </summary>
1121  /// <returns>The symbol</returns>
1122  public const string Ethanol = "EH";
1123 
1124  /// <summary>
1125  /// European Naphtha (Platts) Crack Spread Futures
1126  /// </summary>
1127  /// <returns>The symbol</returns>
1128  public const string EuropeanNaphthaPlattsCrackSpread = "EN";
1129 
1130  /// <summary>
1131  /// European Propane CIF ARA (Argus) vs. Naphtha Cargoes CIF NWE (Platts) Futures
1132  /// </summary>
1133  /// <returns>The symbol</returns>
1134  public const string EuropeanPropaneCIFARAArgusVsNaphthaCargoesCIFNWEPlatts = "EPN";
1135 
1136  /// <summary>
1137  /// Singapore Fuel Oil 380 cst (Platts) vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures
1138  /// </summary>
1139  /// <returns>The symbol</returns>
1140  public const string SingaporeFuelOil380cstPlattsVsEuropeanThreePointFivePercentFuelOilBargesFOBRdamPlatts = "EVC";
1141 
1142  /// <summary>
1143  /// East-West Gasoline Spread (Platts-Argus) Futures
1144  /// </summary>
1145  /// <returns>The symbol</returns>
1146  public const string EastWestGasolineSpreadPlattsArgus = "EWG";
1147 
1148  /// <summary>
1149  /// East-West Naphtha: Japan C&amp;F vs. Cargoes CIF NWE Spread (Platts) Futures
1150  /// </summary>
1151  /// <returns>The symbol</returns>
1152  public const string EastWestNaphthaJapanCFvsCargoesCIFNWESpreadPlatts = "EWN";
1153 
1154  /// <summary>
1155  /// RBOB Gasoline vs. Euro-bob Oxy NWE Barges (Argus) (350,000 gallons) Futures
1156  /// </summary>
1157  /// <returns>The symbol</returns>
1158  public const string RBOBGasolineVsEurobobOxyNWEBargesArgusThreeHundredFiftyThousandGallons = "EXR";
1159 
1160  /// <summary>
1161  /// 3.5% Fuel Oil Barges FOB Rdam (Platts) Crack Spread Futures
1162  /// </summary>
1163  /// <returns>The symbol</returns>
1164  public const string ThreePointFivePercentFuelOilBargesFOBRdamPlattsCrackSpread = "FO";
1165 
1166  /// <summary>
1167  /// Freight Route TC14 (Baltic) Futures
1168  /// </summary>
1169  /// <returns>The symbol</returns>
1170  public const string FreightRouteTC14Baltic = "FRC";
1171 
1172  /// <summary>
1173  /// 1% Fuel Oil Cargoes FOB NWE (Platts) vs. 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures
1174  /// </summary>
1175  /// <returns>The symbol</returns>
1176  public const string OnePercentFuelOilCargoesFOBNWEPlattsVsThreePointFivePercentFuelOilBargesFOBRdamPlatts = "FSS";
1177 
1178  /// <summary>
1179  /// Gulf Coast HSFO (Platts) vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures
1180  /// </summary>
1181  public const string GulfCoastHSFOPlattsVsEuropeanThreePointFivePercentFuelOilBargesFOBRdamPlatts = "GCU";
1182 
1183  /// <summary>
1184  /// WTI Houston Crude Oil Futures
1185  /// </summary>
1186  /// <returns>The symbol</returns>
1187  public const string WTIHoustonCrudeOil = "HCL";
1188 
1189  /// <summary>
1190  /// Natural Gas (Henry Hub) Last-day Financial Futures
1191  /// </summary>
1192  /// <returns>The symbol</returns>
1193  public const string NaturalGasHenryHubLastDayFinancial = "HH";
1194 
1195  /// <summary>
1196  /// Heating Oil Futures
1197  /// </summary>
1198  /// <returns>The symbol</returns>
1199  public const string HeatingOil = "HO";
1200 
1201  /// <summary>
1202  /// Natural Gas (Henry Hub) Penultimate Financial Futures
1203  /// </summary>
1204  /// <returns>The symbol</returns>
1205  public const string NaturalGasHenryHubPenultimateFinancial = "HP";
1206 
1207  /// <summary>
1208  /// WTI Houston (Argus) vs. WTI Trade Month Futures
1209  /// </summary>
1210  /// <returns>The symbol</returns>
1211  public const string WTIHoustonArgusVsWTITradeMonth = "HTT";
1212 
1213  /// <summary>
1214  /// Gasoline RBOB Futures
1215  /// </summary>
1216  /// <returns>The symbol</returns>
1217  public const string Gasoline = "RB";
1218 
1219  /// <summary>
1220  /// Natural Gas Futures
1221  /// </summary>
1222  /// <returns>The symbol</returns>
1223  public const string NaturalGas = "NG";
1224 
1225  /// <summary>
1226  /// Brent Crude Futures
1227  /// </summary>
1228  /// <returns>The symbol</returns>
1229  public const string BrentCrude = "B";
1230 
1231  /// <summary>
1232  /// Low Sulfur Gasoil
1233  /// </summary>
1234  /// <returns>The symbol</returns>
1235  public const string LowSulfurGasoil = "G";
1236 
1237  /// <summary>
1238  /// Micro WTI Crude Oil Futures
1239  /// </summary>
1240  /// <returns>The symbol</returns>
1241  public const string MicroCrudeOilWTI = "MCL";
1242 
1243  /// <summary>
1244  /// Micro Singapore FOB Marine Fuel 0.5% (Platts) Futures
1245  /// </summary>
1246  /// <returns>The symbol</returns>
1247  public const string MicroSingaporeFOBMarineFuelZeroPointFivePercetPlatts = "S5O";
1248 
1249  /// <summary>
1250  /// Micro Gasoil 0.1% Barges FOB ARA (Platts) Futures
1251  /// </summary>
1252  /// <returns>The symbol</returns>
1253  public const string MicroGasoilZeroPointOnePercentBargesFOBARAPlatts = "M1B";
1254 
1255  /// <summary>
1256  /// Micro European FOB Rdam Marine Fuel 0.5% Barges (Platts) Futures
1257  /// </summary>
1258  /// <returns>The symbol</returns>
1259  public const string MicroEuropeanFOBRdamMarineFuelZeroPointFivePercentBargesPlatts = "R5O";
1260 
1261  /// <summary>
1262  /// Micro European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures
1263  /// </summary>
1264  /// <returns>The symbol</returns>
1265  public const string MicroEuropeanThreePointFivePercentOilBargesFOBRdamPlatts = "MEF";
1266 
1267  /// <summary>
1268  /// Micro Singapore Fuel Oil 380CST (Platts) Futures
1269  /// </summary>
1270  /// <returns>The symbol</returns>
1271  public const string MicroSingaporeFuelOil380CSTPlatts = "MAF";
1272 
1273  /// <summary>
1274  /// Micro Coal (API 5) fob Newcastle (Argus/McCloskey) Futures
1275  /// </summary>
1276  /// <returns>The symbol</returns>
1277  public const string MicroCoalAPIFivefobNewcastleArgusMcCloskey = "M5F";
1278 
1279  /// <summary>
1280  /// Micro European 3.5% Fuel Oil Cargoes FOB Med (Platts) Futures
1281  /// </summary>
1282  /// <returns>The symbol</returns>
1283  public const string MicroEuropeanThreePointFivePercentFuelOilCargoesFOBMedPlatts = "M35";
1284  }
1285 
1286  /// <summary>
1287  /// Financials group
1288  /// </summary>
1289  public static class Financials
1290  {
1291  /// <summary>
1292  /// 30Y U.S. Treasury Bond Futures
1293  /// </summary>
1294  /// <returns>The symbol</returns>
1295  public const string Y30TreasuryBond = "ZB";
1296 
1297  /// <summary>
1298  /// 10Y U.S. Treasury Note Futures
1299  /// </summary>
1300  /// <returns>The symbol</returns>
1301  public const string Y10TreasuryNote = "ZN";
1302 
1303  /// <summary>
1304  /// 5Y U.S. Treasury Note Futures
1305  /// </summary>
1306  /// <returns>The symbol</returns>
1307  public const string Y5TreasuryNote = "ZF";
1308 
1309  /// <summary>
1310  /// 2Y U.S. Treasury Note Futures
1311  /// </summary>
1312  /// <returns>The symbol</returns>
1313  public const string Y2TreasuryNote = "ZT";
1314 
1315  /// <summary>
1316  /// EuroDollar Futures
1317  /// </summary>
1318  /// <returns>The symbol</returns>
1319  public const string EuroDollar = "GE";
1320 
1321  /// <summary>
1322  /// 5-Year USD MAC Swap Futures
1323  /// </summary>
1324  /// <returns>The symbol</returns>
1325  public const string FiveYearUSDMACSwap = "F1U";
1326 
1327  /// <summary>
1328  /// Ultra U.S. Treasury Bond Futures
1329  /// </summary>
1330  public const string UltraUSTreasuryBond = "UB";
1331 
1332  /// <summary>
1333  /// Ultra 10-Year U.S. Treasury Note Futures
1334  /// </summary>
1335  public const string UltraTenYearUSTreasuryNote = "TN";
1336 
1337  /// <summary>
1338  /// Micro 10-Year Yield Futures
1339  /// </summary>
1340  /// <returns>The symbol</returns>
1341  public const string MicroY10TreasuryNote = "10Y";
1342 
1343  /// <summary>
1344  /// Micro 30-Year Yield Futures
1345  /// </summary>
1346  /// <returns>The symbol</returns>
1347  public const string MicroY30TreasuryBond = "30Y";
1348 
1349  /// <summary>
1350  /// Micro 2-Year Yield Futures
1351  /// </summary>
1352  /// <returns>The symbol</returns>
1353  public const string MicroY2TreasuryBond = "2YY";
1354 
1355  /// <summary>
1356  /// Micro 5-Year Yield Futures
1357  /// </summary>
1358  /// <returns>The symbol</returns>
1359  public const string MicroY5TreasuryBond = "5YY";
1360  }
1361 
1362  /// <summary>
1363  /// Indices group
1364  /// </summary>
1365  public static class Indices
1366  {
1367  /// <summary>
1368  /// E-mini S&amp;P 500 Futures
1369  /// </summary>
1370  /// <returns>The symbol</returns>
1371  public const string SP500EMini = "ES";
1372 
1373  /// <summary>
1374  /// E-mini NASDAQ 100 Futures
1375  /// </summary>
1376  /// <returns>The symbol</returns>
1377  public const string NASDAQ100EMini = "NQ";
1378 
1379  /// <summary>
1380  /// E-mini Dow Indu 30 Futures
1381  /// </summary>
1382  /// <returns>The symbol</returns>
1383  public const string Dow30EMini = "YM";
1384 
1385  /// <summary>
1386  /// CBOE Volatility Index Futures
1387  /// </summary>
1388  /// <returns>The symbol</returns>
1389  public const string VIX = "VX";
1390 
1391  /// <summary>
1392  /// E-mini Russell 2000 Futures
1393  /// </summary>
1394  /// <returns>The symbol</returns>
1395  public const string Russell2000EMini = "RTY";
1396 
1397  /// <summary>
1398  /// Nikkei-225 Dollar Futures
1399  /// </summary>
1400  /// <returns>The symbol</returns>
1401  public const string Nikkei225Dollar = "NKD";
1402 
1403  /// <summary>
1404  /// Nikkei-225 Yen denominated Futures on CME
1405  /// </summary>
1406  /// <returns>The symbol</returns>
1407  public const string Nikkei225YenCME = "NIY";
1408 
1409 
1410  /// <summary>
1411  /// E-mini Nikkei 225 Yen denominated Futures on CME
1412  /// </summary>
1413  /// <returns>The symbol</returns>
1414  public const string Nikkei225YenEMini = "ENY";
1415 
1416  /// <summary>
1417  /// E-MINI FTSE China 50 Index Futures on CME
1418  /// </summary>
1419  /// <returns>The symbol</returns>
1420  public const string FTSEChina50EMini = "FT5";
1421 
1422  /// <summary>
1423  /// E-mini FTSE 100 Index (GBP) Futures on CME
1424  /// </summary>
1425  /// <returns>The symbol</returns>
1426  public const string FTSE100EMini = "FT1";
1427 
1428  #pragma warning disable CS1570
1429  /// <summary>
1430  /// E-MINI S&P EUROPE 350 ESG Index Futures on CME
1431  /// </summary>
1432  /// <returns>The symbol</returns>
1433  public const string SPEurop350ESGEMini = "E3G";
1434  #pragma warning restore CS1570
1435 
1436  /// <summary>
1437  /// E-MINI USD Denominated FTSE 100 Index Futures on CME
1438  /// </summary>
1439  /// <returns>The symbol</returns>
1440  public const string FTSE100USDEMini = "FTU";
1441 
1442  /// <summary>
1443  /// USD Denominated Topix Index Futures on CME
1444  /// </summary>
1445  /// <returns>The symbol</returns>
1446  public const string TOPIXUSD = "TPD";
1447 
1448  /// <summary>
1449  /// YEN Denominated Topix Index Futures on CME
1450  /// </summary>
1451  /// <returns>The symbol</returns>
1452  public const string TOPIXYEN = "TPY";
1453 
1454  /// <summary>
1455  /// Dow Jones Real Estate futures on CME
1456  /// </summary>
1457  /// <returns>The symbol</returns>
1458  public const string DowJonesRealEstate = "RX";
1459 
1460  /// <summary>
1461  /// E-mini SP500 ESG futures on CME
1462  /// </summary>
1463  /// <returns>The symbol</returns>
1464  public const string SP500EMiniESG = "ESG";
1465 
1466  /// <summary>
1467  /// E-mini Russell 1000 futures on CME
1468  /// </summary>
1469  /// <returns>The symbol</returns>
1470  public const string Russell1000EMini = "RS1";
1471 
1472  #pragma warning disable CS1570
1473  /// <summary>
1474  /// S&P 500 Annual dividend index futures on CME
1475  /// </summary>
1476  /// <returns>The symbol</returns>
1477  public const string SP500AnnualDividendIndex = "SDA";
1478  #pragma warning restore CS1570
1479 
1480  /// <summary>
1481  /// Bloomberg Commodity Index Futures
1482  /// </summary>
1483  /// <returns>The symbol</returns>
1484  public const string BloombergCommodityIndex = "AW";
1485 
1486  /// <summary>
1487  /// E-mini Nasdaq-100 Biotechnology Index Futures
1488  /// </summary>
1489  /// <returns>The symbol</returns>
1490  public const string NASDAQ100BiotechnologyEMini = "BIO";
1491 
1492  /// <summary>
1493  /// E-mini FTSE Emerging Index Futures
1494  /// </summary>
1495  /// <returns>The symbol</returns>
1496  public const string FTSEEmergingEmini = "EI";
1497 
1498  /// <summary>
1499  /// E-mini S&amp;P MidCap 400 Futures
1500  /// </summary>
1501  /// <returns>The symbol</returns>
1502  public const string SP400MidCapEmini = "EMD";
1503 
1504  /// <summary>
1505  /// S&amp;P-GSCI Commodity Index Futures
1506  /// </summary>
1507  /// <returns>The symbol</returns>
1508  public const string SPGSCICommodity = "GD";
1509 
1510  /// <summary>
1511  /// USD-Denominated Ibovespa Index Futures
1512  /// </summary>
1513  /// <returns>The symbol</returns>
1514  public const string USDDenominatedIbovespa = "IBV";
1515 
1516  /// <summary>
1517  /// USD-Denominated MSCI Taiwan Index Futures
1518  /// </summary>
1519  /// <returns>The symbol</returns>
1520  public const string MSCITaiwanIndex = "TW";
1521 
1522  /// <summary>
1523  /// Nikkei-225 Yen denominated Index Futures
1524  /// </summary>
1525  /// <returns>The symbol</returns>
1526  public const string Nikkei225Yen = "NK";
1527 
1528  /// <summary>
1529  /// NSE Nifty50 Index Futures
1530  /// </summary>
1531  /// <returns>The symbol</returns>
1532  public const string Nifty50 = "NIFTY";
1533 
1534  /// <summary>
1535  /// NSE BankNifty Futures
1536  /// </summary>
1537  /// <returns>The symbol</returns>
1538  public const string BankNifty = "BANKNIFTY";
1539 
1540  /// <summary>
1541  /// S&amp;P BSE Sensex Index Futures
1542  /// </summary>
1543  /// <returns>The symbol</returns>
1544  public const string BseSensex = "SENSEX";
1545 
1546  /// <summary>
1547  /// Micro E-mini S&amp;P 500 Index Futures
1548  /// </summary>
1549  /// <returns>The symbol</returns>
1550  public const string MicroSP500EMini = "MES";
1551 
1552  /// <summary>
1553  /// Micro E-mini Nasdaq-100 Index Futures
1554  /// </summary>
1555  /// <returns>The symbol</returns>
1556  public const string MicroNASDAQ100EMini = "MNQ";
1557 
1558  /// <summary>
1559  /// Micro E-mini Russell 2000 Index Futures
1560  /// </summary>
1561  /// <returns>The symbol</returns>
1562  public const string MicroRussell2000EMini = "M2K";
1563 
1564  /// <summary>
1565  /// Micro E-mini Dow Jones Industrial Average Index Futures
1566  /// </summary>
1567  /// <returns>The symbol</returns>
1568  public const string MicroDow30EMini = "MYM";
1569 
1570  /// <summary>
1571  /// MSCI Europe Net Total Return (USD) Futures
1572  /// </summary>
1573  public const string MSCIEuropeNTR = "M1EU";
1574 
1575  /// <summary>
1576  /// MSCI Japan Net Total Return Futures
1577  /// </summary>
1578  public const string MSCIJapanNTR = "M1JP";
1579 
1580  /// <summary>
1581  /// MSCI Emerging Markets Asia Net Total Return Futures
1582  /// </summary>
1583  public const string MSCIEmergingMarketsAsiaNTR = "M1MSA";
1584 
1585  /// <summary>
1586  /// MSCI EAFE Index Futures
1587  /// </summary>
1588  public const string MSCIEafeIndex = "MXEA";
1589 
1590  /// <summary>
1591  /// MSCI Emerging Markets Index Futures
1592  /// </summary>
1593  public const string MSCIEmergingMarketsIndex = "MXEF";
1594 
1595  /// <summary>
1596  /// MSCI USA Index Futures
1597  /// </summary>
1598  public const string MSCIUsaIndex = "MXUS";
1599 
1600  /// <summary>
1601  /// Euro Stoxx 50 Index Futures
1602  /// </summary>
1603  /// <returns>The symbol</returns>
1604  public const string EuroStoxx50 = "FESX";
1605  }
1606 
1607  /// <summary>
1608  /// Forestry group
1609  /// </summary>
1610  public static class Forestry
1611  {
1612  /// <summary>
1613  /// Random Length Lumber Futures
1614  /// </summary>
1615  public const string RandomLengthLumber = "LBS";
1616 
1617  /// <summary>
1618  /// Lumber Futures
1619  /// </summary>
1620  public const string Lumber = "LBR";
1621  }
1622 
1623  /// <summary>
1624  /// Meats group
1625  /// </summary>
1626  public static class Meats
1627  {
1628  /// <summary>
1629  /// Live Cattle Futures
1630  /// </summary>
1631  /// <returns>The symbol</returns>
1632  public const string LiveCattle = "LE";
1633 
1634  /// <summary>
1635  /// Feeder Cattle Futures
1636  /// </summary>
1637  /// <returns>The symbol</returns>
1638  public const string FeederCattle = "GF";
1639 
1640  /// <summary>
1641  /// Lean Hogs Futures
1642  /// </summary>
1643  /// <returns>The symbol</returns>
1644  public const string LeanHogs = "HE";
1645  }
1646 
1647  /// <summary>
1648  /// Metals group
1649  /// </summary>
1650  public static class Metals
1651  {
1652  /// <summary>
1653  /// Gold Futures
1654  /// </summary>
1655  /// <returns>The symbol</returns>
1656  public const string Gold = "GC";
1657 
1658  /// <summary>
1659  /// Silver Futures
1660  /// </summary>
1661  /// <returns>The symbol</returns>
1662  public const string Silver = "SI";
1663 
1664  /// <summary>
1665  /// Platinum Futures
1666  /// </summary>
1667  /// <returns>The symbol</returns>
1668  public const string Platinum = "PL";
1669 
1670  /// <summary>
1671  /// Palladium Futures
1672  /// </summary>
1673  /// <returns>The symbol</returns>
1674  public const string Palladium = "PA";
1675 
1676  /// <summary>
1677  /// Aluminum MW U.S. Transaction Premium Platts (25MT) Futures
1678  /// </summary>
1679  /// <returns>The symbol</returns>
1680  public const string AluminumMWUSTransactionPremiumPlatts25MT = "AUP";
1681 
1682  /// <summary>
1683  /// Aluminium European Premium Duty-Paid (Metal Bulletin) Futures
1684  /// </summary>
1685  /// <returns>The symbol</returns>
1686  /// <remarks>This symbol spells element Al using European spelling</remarks>
1687  public const string AluminiumEuropeanPremiumDutyPaidMetalBulletin = "EDP";
1688 
1689  /// <summary>
1690  /// Copper Futures
1691  /// </summary>
1692  /// <returns>The symbol</returns>
1693  public const string Copper = "HG";
1694 
1695  /// <summary>
1696  /// U.S. Midwest Domestic Hot-Rolled Coil Steel (CRU) Index Futures
1697  /// </summary>
1698  /// <returns>The symbol</returns>
1699  public const string USMidwestDomesticHotRolledCoilSteelCRUIndex = "HRC";
1700 
1701  /// <summary>
1702  /// Micro Gold Futures
1703  /// </summary>
1704  /// <returns>The symbol</returns>
1705  public const string MicroGold = "MGC";
1706 
1707  /// <summary>
1708  /// Micro Silver Futures
1709  /// </summary>
1710  /// <returns>The symbol</returns>
1711  public const string MicroSilver = "SIL";
1712 
1713  /// <summary>
1714  /// Micro Gold TAS Futures
1715  /// </summary>
1716  /// <returns>The symbol</returns>
1717  public const string MicroGoldTAS = "MGT";
1718 
1719  /// <summary>
1720  /// Micro Palladium Futures
1721  /// </summary>
1722  /// <returns>The symbol</returns>
1723  public const string MicroPalladium = "PAM";
1724 
1725  /// <summary>
1726  /// Mini Sized NY Gold Futures
1727  /// </summary>
1728  public const string MiniNYGold = "YG";
1729 
1730  /// <summary>
1731  /// Mini Sized NY Silver Futures
1732  /// </summary>
1733  public const string MiniNYSilver = "YI";
1734 
1735  /// <summary>
1736  /// Gold 100 Oz Futures
1737  /// </summary>
1738  public const string Gold100Oz = "ZG";
1739 
1740  /// <summary>
1741  /// Silver 5000 Oz Futures
1742  /// </summary>
1743  public const string Silver5000Oz = "ZI";
1744  }
1745 
1746  /// <summary>
1747  /// Softs group
1748  /// </summary>
1749  public static class Softs
1750  {
1751  /// <summary>
1752  /// Cotton #2 Futures
1753  /// </summary>
1754  /// <returns>The symbol</returns>
1755  public const string Cotton2 = "CT";
1756 
1757  /// <summary>
1758  /// Orange Juice Futures
1759  /// </summary>
1760  /// <returns>The symbol</returns>
1761  public const string OrangeJuice = "OJ";
1762 
1763  /// <summary>
1764  /// Coffee C Arabica Futures
1765  /// </summary>
1766  /// <returns>The symbol</returns>
1767  public const string Coffee = "KC";
1768 
1769  /// <summary>
1770  /// Sugar #11 Futures ICE
1771  /// </summary>
1772  /// <returns>The symbol</returns>
1773  public const string Sugar11 = "SB";
1774 
1775  /// <summary>
1776  /// Sugar #11 Futures CME
1777  /// </summary>
1778  /// <returns>The symbol</returns>
1779  public const string Sugar11CME = "YO";
1780 
1781  /// <summary>
1782  /// Cocoa Futures
1783  /// </summary>
1784  /// <returns>The symbol</returns>
1785  public const string Cocoa = "CC";
1786  }
1787 
1788  /// <summary>
1789  /// Dairy group
1790  /// </summary>
1791  public static class Dairy
1792  {
1793  /// <summary>
1794  /// Cash-settled Butter Futures
1795  /// </summary>
1796  /// <returns>The symbol</returns>
1797  public const string CashSettledButter = "CB";
1798 
1799  /// <summary>
1800  /// Cash-settled Cheese Futures
1801  /// </summary>
1802  /// <returns>The symbol</returns>
1803  public const string CashSettledCheese = "CSC";
1804 
1805  /// <summary>
1806  /// Class III Milk Futures
1807  /// </summary>
1808  /// <returns>The symbol</returns>
1809  public const string ClassIIIMilk = "DC";
1810 
1811  /// <summary>
1812  /// Dry Whey Futures
1813  /// </summary>
1814  /// <returns>The symbol</returns>
1815  public const string DryWhey = "DY";
1816 
1817  /// <summary>
1818  /// Class IV Milk Futures
1819  /// </summary>
1820  /// <returns>The symbol</returns>
1821  public const string ClassIVMilk = "GDK";
1822 
1823  /// <summary>
1824  /// Non-fat Dry Milk Futures
1825  /// </summary>
1826  /// <returns>The symbol</returns>
1827  public const string NonfatDryMilk = "GNF";
1828  }
1829  }
1830 }