Sierra Chart Real-time and Historical Exchange Data Feed Symbols
Available Symbol Pages
The symbols and notes on these pages only apply to the Sierra Chart Historical Data Service and to the Sierra Chart Real Time and Historical Exchange Data Feed.
Many of the supported Trading services use the Sierra Chart Historical Data Service for historical Daily data. Therefore, any of the symbols found on these symbol pages can be used for historical Daily charts with those Trading services.
These symbols do not apply to any other Data or Trading service that Sierra Chart supports. Each service uses its own symbol format. These symbols are not necessarily valid for those services.
Notes and Futures Symbol Format
End of Day Only Symbols
If a symbol is listed on an exchange where it is identified as [End of Day only], as shown in Included Markets Table, then this means that real-time and historical Intraday data are not available for that symbol. End of Day is another term for Historical Daily Data. Meaning that only Historical Daily data is available for that particular exchange.
Futures Symbol Format
Base Symbol + Month Code + 2 digit year. Example: ESZ13. For expired contracts, the format is the same. Take note that the Year is two digits.
Futures Spot Price
To get the cash/spot market for a particular futures market add Y0 or Y00 (The 0 is Zero) to the end of the underlying symbol. Not all futures contracts will support this but some do.
Full 24 Hours of Trading
The Historical Daily data included with this service covers the full 24 hours of trading for a symbol assuming the symbol trades for 24 hours. This data is direct from the Exchanges and the Exchanges always provide Daily bar data which covers all of the trading for a full 24 hour time period in a trading day. This means each Daily bar in a Historical chart will covers the full 24 hour trading session. The session times depend upon each individual symbol and can be found in the symbol specifications on exchange websites.
Volume and Open Interest for Historical Daily Futures Charts
For futures contracts, the Volume and Open Interest reported for a specific futures symbol, are for that specific futures symbol when using the Sierra Chart Exchange Data Feed and the Sierra Chart Historical Data Service.
To get total Volume and Open Interest for all the contracts for the underlying futures symbol, append -T to the end of the Historical chart symbol. Example: GCZ16-T. This applies only to Historical charts. For Intraday charts, the volume is also for the specific futures symbol of the chart and cannot be changed to all contracts for the underlying futures symbol.
Note: If you append -T to the end of the symbol, you may not get volume data for the current day.
To view the Open Interest on a Historical Daily chart, add the Open Interest study to the chart. It is not possible to see Open Interest on Intraday charts.
Open Interest data is not available for the current day and for the prior day it may not be finalized. If there any missing or incorrect Open Interest values in a Historical Daily chart, then right-click on the chart from the date you want to start a download from and select Delete and Download Data.
Session Times for Forex Symbols
The Historical Daily bar data for Forex symbols, example: ^EURUSD, begin at 17:00:00 US Eastern time and covers trading through 16:59:59 US Eastern time into the next day.
To request weekly data for a particular symbol, append -W to the end of the symbol.
For example IBM-W. Sierra Chart supports creating weekly bars from Daily data. So there is only a need to do this for specialized purposes. Otherwise, it is strongly recommended against.
Continuous Futures Contract Symbols
To open continuous Futures Contract charts, refer to the Continuous Futures Contract Charts documentation. This is the proper and preferred method to create Continuous Futures Contract charts.
In the case of Historical Daily charts, it is possible to use the underlying future symbol with a # appended to it to get a long-term Continuous Futures Contract Chart. This is not the preferred method, but it is useful when you want very long-term charts which otherwise may not be available by using the Continuous Futures Contract chart feature.
Format: [underlying futures symbol]#. Example: CL#. Refer to the Futures page for the underlying futures symbols.
BATS Exchange Symbols
Futures Month Codes
The following table lists the Month Codes for futures symbols. These are standard Month Codes established and standardized by futures exchanges.
|Month Name||Month Code|
Futures Options Symbols Format
Futures Options Symbols Overview
Format: XMSSSSC or XXMSSSP
- X or XX is commodity code from symbols list.
- SSSS or SSS is strike price.
- C=call this year, D=call next year, E=call two years out, F=call 3 years out, G=call 4 years out.
- P=put this year, Q=put next year, R=put 2 years out, S=put 3 years out, T=put 4 years out.
Example: ZCH800D is the symbol for Corn March 800 Strike Call.
Futures Options Symbols Overview - Extended Symbology
Format: XXXMY|SSSSSC or XXXMY|SSSSSP
- XXXMY is the futures symbol.
- XXX is the commodity code, M is the month, Y is the year, | is the delimiter.
- SSSSS is the strike price, left justified, zero padded to the right.
- C = Call, P = Put.
Example: ZCH3|800C is the symbol for Corn March 800 Strike Call.
Charting Total Volume and Open Interest
Follow the below instructions to create a Historical Daily chart which shows total Volume and Open Interest among all futures contracts for a particular futures market.
These instructions only apply when using the Sierra Chart Historical Data Service or if the Trading service you are using, uses this service for Historical Daily data.
- Select File >> Find Symbol.
- Locate the futures markets symbol on the Futures Symbols page.
- Add the single-digit month code and two digit year to the end of that symbol.
- Add -T to the end of the symbol.
- Manually enter this symbol into the Selected Symbol box. Example: ESM17-T.
- Press the Open Historical Chart button.
- Add the Volume and Open Interest studies to the chart following the Adding/Modifying Chart Studies section.
- Since this is a nonstandard symbol it will be necessary to set the Price Display Format and Tick Size in Chart >> Chart Settings for the symbol according to the symbols specifications.
*Last modified Friday, 24th November, 2017.