The system enforces that all symbols of types "futures_contract" and "futures_continuous" must have names that begin with the name of the futures parent followed by an underscore (i.e., _) character.
The required syntax for futures_contract:
The first part of the name must be the entire parent’s contract name
An underscore must follow the parent contract name
A 4-digit year must follow the underscore. One of the following letters must follow the year: F G H J K M N Q U V X Z
These codes represent January, February…December, respectively:
January February March April May June July August September October November December
F G H J K M N Q U V X Z
Also note that the letter designates the end of the symbol name.
Example: parentcontractname _YYYYM
For the symbol CL the futures contracts are:
CL_1983M
CL_1983N
CL_1983Q
CL_1983U
etc.
The graphic below is from the MIMIC application and shows the CL futures contracts from the NYMEX exchange:
The required syntax for futures_continuous is:
Entire parent’s symbol name (i.e., the future)
An underscore
Name of the continuous contract. Example: parentname_continuouscontractname
For the symbol CL the futures continuous contracts are:
CL_02
CL_03
CL_04
etc.
The graphic below is from the MIMIC application and shows the CL futures continuous contracts from the NYMEX exchange:
