wehub-resource-sync
1836 lines
65 KiB
C#
1836 lines
65 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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using System;
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namespace QuantConnect.Securities
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{
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/// <summary>
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/// Futures static class contains shortcut definitions of major futures contracts available for trading
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/// </summary>
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public static class Futures
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{
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/// <summary>
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/// The maximum supported contract offset depth
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/// </summary>
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/// <remarks>Note this value is related to the continuous contract desired offset from the current front month.
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/// For example, 0 (default) will use the front month, 1 will use the back month contract</remarks>
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public static readonly int MaximumContractDepthOffset = 2;
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/// <summary>
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/// Grains and Oilseeds group
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/// </summary>
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public static class Grains
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{
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/// <summary>
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/// Black Sea Corn Financially Settled (Platts) Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string BlackSeaCornFinanciallySettledPlatts = "BCF";
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/// <summary>
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/// Black Sea Wheat Financially Settled (Platts) Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string BlackSeaWheatFinanciallySettledPlatts = "BWF";
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/// <summary>
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/// Chicago SRW Wheat Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string SRWWheat = "ZW";
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/// <summary>
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/// Default wheat contract is SRWWheat
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/// </summary>
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/// <returns>The SRW Wheat symbol</returns>
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public const string Wheat = SRWWheat;
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/// <summary>
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/// KC HRW Wheat Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string HRWWheat = "KE";
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/// <summary>
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/// Corn Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string Corn = "ZC";
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/// <summary>
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/// Soybeans Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string Soybeans = "ZS";
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/// <summary>
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/// Soybean Meal Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string SoybeanMeal = "ZM";
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/// <summary>
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/// Soybean Oil Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string SoybeanOil = "ZL";
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/// <summary>
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/// Oats Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string Oats = "ZO";
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}
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/// <summary>
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/// Currencies group
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/// </summary>
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public static class Currencies
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{
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/// <summary>
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/// U.S. Dollar Index Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string USD = "DX";
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/// <summary>
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/// British Pound Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string GBP = "6B";
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/// <summary>
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/// Canadian Dollar Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string CAD = "6C";
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/// <summary>
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/// Japanese Yen Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string JPY = "6J";
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/// <summary>
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/// Swiss Franc Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string CHF = "6S";
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/// <summary>
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/// Euro FX Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string EUR = "6E";
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/// <summary>
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/// Australian Dollar Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string AUD = "6A";
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/// <summary>
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/// New Zealand Dollar Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string NZD = "6N";
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/// <summary>
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/// Russian Ruble Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string RUB = "6R";
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/// <summary>
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/// Brazillian Real Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string BRL = "6L";
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/// <summary>
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/// Mexican Peso Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string MXN = "6M";
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/// <summary>
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/// South African Rand Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string ZAR = "6Z";
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/// <summary>
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/// Australian Dollar/Canadian Dollar Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string AUDCAD = "ACD";
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/// <summary>
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/// Australian Dollar/Japanese Yen Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string AUDJPY = "AJY";
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/// <summary>
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/// Australian Dollar/New Zealand Dollar Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string AUDNZD = "ANE";
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/// <summary>
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/// Bitcoin Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string BTC = "BTC";
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/// <summary>
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/// Ether Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string ETH = "ETH";
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/// <summary>
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/// Canadian Dollar/Japanese Yen Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string CADJPY = "CJY";
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/// <summary>
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/// Standard-Size USD/Offshore RMB (CNH) Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string StandardSizeUSDOffshoreRMBCNH = "CNH";
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/// <summary>
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/// E-mini Euro FX Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string EuroFXEmini = "E7";
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/// <summary>
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/// Euro/Australian Dollar Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string EURAUD = "EAD";
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/// <summary>
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/// Euro/Canadian Dollar Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string EURCAD = "ECD";
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/// <summary>
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/// Euro/Swedish Krona Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string EURSEK = "ESK";
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/// <summary>
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/// E-mini Japanese Yen Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string JapaneseYenEmini = "J7";
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/// <summary>
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/// Micro EUR/USD Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string MicroEUR = "M6E";
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/// <summary>
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/// Micro AUD/USD Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string MicroAUD = "M6A";
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/// <summary>
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/// Micro GBP/USD Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string MicroGBP = "M6B";
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/// <summary>
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/// Micro CAD/USD Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string MicroCADUSD = "MCD";
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/// <summary>
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/// Micro JPY/USD Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string MicroJPY = "MJY";
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/// <summary>
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/// Micro CHF/USD Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string MicroCHF = "MSF";
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/// <summary>
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/// Micro USD/JPY Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string MicroUSDJPY = "M6J";
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/// <summary>
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/// Micro INR/USD Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string MicroINRUSD = "MIR";
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/// <summary>
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/// Micro USD/CAD Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string MicroCAD = "M6C";
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/// <summary>
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/// Micro USD/CHF Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string MicroUSDCHF = "M6S";
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/// <summary>
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/// Micro USD/CNH Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string MicroUSDCNH = "MNH";
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/// <summary>
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/// Micro Ether Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string MicroEther = "MET";
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/// <summary>
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/// Micro Bitcoin Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string MicroBTC = "MBT";
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/// <summary>
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/// BTIC on Micro Ether Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string BTICMicroEther = "MRB";
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/// <summary>
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/// BTIC on Micro Bitcoin Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string BTICMicroBTC = "MIB";
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}
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/// <summary>
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/// Energy group
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/// </summary>
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[Obsolete("Futures.Energies is obsolete, please use Futures.Energy instead.")]
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public static class Energies
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{
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/// <summary>
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/// Propane Non LDH Mont Belvieu (OPIS) BALMO Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string PropaneNonLDHMontBelvieu = "1S";
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/// <summary>
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/// Argus Propane Far East Index BALMO Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string ArgusPropaneFarEastIndexBALMO = "22";
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/// <summary>
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/// Mini European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string MiniEuropeanThreePointPercentFiveFuelOilBargesPlatts = "A0D";
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/// <summary>
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/// Mini Singapore Fuel Oil 180 cst (Platts) Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string MiniSingaporeFuelOil180CstPlatts = "A0F";
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/// <summary>
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/// Gulf Coast ULSD (Platts) Up-Down BALMO Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string GulfCoastULSDPlattsUpDownBALMO = "A1L";
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/// <summary>
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/// Gulf Coast Jet (Platts) Up-Down BALMO Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string GulfCoastJetPlattsUpDownBALMO = "A1M";
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/// <summary>
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/// Propane Non-LDH Mont Belvieu (OPIS) Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string PropaneNonLDHMontBelvieuOPIS = "A1R";
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/// <summary>
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/// European Propane CIF ARA (Argus) BALMO Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string EuropeanPropaneCIFARAArgusBALMO = "A32";
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/// <summary>
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/// Premium Unleaded Gasoline 10 ppm FOB MED (Platts) Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string PremiumUnleadedGasoline10ppmFOBMEDPlatts = "A3G";
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/// <summary>
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/// Argus Propane Far East Index Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string ArgusPropaneFarEastIndex = "A7E";
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/// <summary>
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/// Gasoline Euro-bob Oxy NWE Barges (Argus) Crack Spread BALMO Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string GasolineEurobobOxyNWEBargesArgusCrackSpreadBALMO = "A7I";
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/// <summary>
|
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/// Mont Belvieu Natural Gasoline (OPIS) Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string MontBelvieuNaturalGasolineOPIS = "A7Q";
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/// <summary>
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/// Mont Belvieu Normal Butane (OPIS) BALMO Futures
|
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/// </summary>
|
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/// <returns>The symbol</returns>
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public const string MontBelvieuNormalButaneOPISBALMO = "A8J";
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/// <summary>
|
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/// Conway Propane (OPIS) Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string ConwayPropaneOPIS = "A8K";
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/// <summary>
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/// Mont Belvieu LDH Propane (OPIS) BALMO Futures
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/// </summary>
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/// <returns>The symbol</returns>
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public const string MontBelvieuLDHPropaneOPISBALMO = "A8O";
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|
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/// <summary>
|
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/// Argus Propane Far East Index vs. European Propane CIF ARA (Argus) Futures
|
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/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string ArgusPropaneFarEastIndexVsEuropeanPropaneCIFARAArgus = "A91";
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/// <summary>
|
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/// Argus Propane (Saudi Aramco) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
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public const string ArgusPropaneSaudiAramco = "A9N";
|
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|
||
/// <summary>
|
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/// Group Three ULSD (Platts) vs. NY Harbor ULSD Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string GroupThreeULSDPlattsVsNYHarborULSD = "AA6";
|
||
|
||
/// <summary>
|
||
/// Group Three Sub-octane Gasoliine (Platts) vs. RBOB Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
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public const string GroupThreeSuboctaneGasolinePlattsVsRBOB = "AA8";
|
||
|
||
/// <summary>
|
||
/// Singapore Fuel Oil 180 cst (Platts) BALMO Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string SingaporeFuelOil180cstPlattsBALMO = "ABS";
|
||
|
||
/// <summary>
|
||
/// Singapore Fuel Oil 380 cst (Platts) BALMO Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string SingaporeFuelOil380cstPlattsBALMO = "ABT";
|
||
|
||
/// <summary>
|
||
/// Mont Belvieu Ethane (OPIS) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MontBelvieuEthaneOPIS = "AC0";
|
||
|
||
/// <summary>
|
||
/// Mont Belvieu Normal Butane (OPIS) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MontBelvieuNormalButaneOPIS = "AD0";
|
||
|
||
/// <summary>
|
||
/// Brent Crude Oil vs. Dubai Crude Oil (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string BrentCrudeOilVsDubaiCrudeOilPlatts = "ADB";
|
||
|
||
/// <summary>
|
||
/// Argus LLS vs. WTI (Argus) Trade Month Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string ArgusLLSvsWTIArgusTradeMonth = "AE5";
|
||
|
||
/// <summary>
|
||
/// Singapore Gasoil (Platts) vs. Low Sulphur Gasoil Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string SingaporeGasoilPlattsVsLowSulphurGasoilFutures = "AGA";
|
||
|
||
/// <summary>
|
||
/// Los Angeles CARBOB Gasoline (OPIS) vs. RBOB Gasoline Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string LosAngelesCARBOBGasolineOPISvsRBOBGasoline = "AJL";
|
||
|
||
/// <summary>
|
||
/// Los Angeles Jet (OPIS) vs. NY Harbor ULSD Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string LosAngelesJetOPISvsNYHarborULSD = "AJS";
|
||
|
||
/// <summary>
|
||
/// Los Angeles CARB Diesel (OPIS) vs. NY Harbor ULSD Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string LosAngelesCARBDieselOPISvsNYHarborULSD = "AKL";
|
||
|
||
/// <summary>
|
||
/// European Naphtha (Platts) BALMO Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string EuropeanNaphthaPlattsBALMO = "AKZ";
|
||
|
||
/// <summary>
|
||
/// European Propane CIF ARA (Argus) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string EuropeanPropaneCIFARAArgus = "APS";
|
||
|
||
/// <summary>
|
||
/// Mont Belvieu Natural Gasoline (OPIS) BALMO Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MontBelvieuNaturalGasolineOPISBALMO = "AR0";
|
||
|
||
/// <summary>
|
||
/// RBOB Gasoline Crack Spread Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string RBOBGasolineCrackSpread = "ARE";
|
||
|
||
/// <summary>
|
||
/// Gulf Coast HSFO (Platts) BALMO Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string GulfCoastHSFOPlattsBALMO = "AVZ";
|
||
|
||
/// <summary>
|
||
/// Mars (Argus) vs. WTI Trade Month Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MarsArgusVsWTITradeMonth = "AYV";
|
||
|
||
/// <summary>
|
||
/// Mars (Argus) vs. WTI Financial Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MarsArgusVsWTIFinancial = "AYX";
|
||
|
||
/// <summary>
|
||
/// Ethanol T2 FOB Rdam Including Duty (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string EthanolT2FOBRdamIncludingDutyPlatts = "AZ1";
|
||
|
||
/// <summary>
|
||
/// Mont Belvieu LDH Propane (OPIS) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MontBelvieuLDHPropaneOPIS = "B0";
|
||
|
||
/// <summary>
|
||
/// Gasoline Euro-bob Oxy NWE Barges (Argus) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string GasolineEurobobOxyNWEBargesArgus = "B7H";
|
||
|
||
/// <summary>
|
||
/// WTI-Brent Financial Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string WTIBrentFinancial = "BK";
|
||
|
||
/// <summary>
|
||
/// 3.5% Fuel Oil Barges FOB Rdam (Platts) Crack Spread (1000mt) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string ThreePointFivePercentFuelOilBargesFOBRdamPlattsCrackSpread1000mt = "BOO";
|
||
|
||
/// <summary>
|
||
/// Gasoline Euro-bob Oxy NWE Barges (Argus) BALMO Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string GasolineEurobobOxyNWEBargesArgusBALMO = "BR7";
|
||
|
||
/// <summary>
|
||
/// Brent Last Day Financial Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string BrentLastDayFinancial = "BZ";
|
||
|
||
/// <summary>
|
||
/// Crude Oil WTI Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string CrudeOilWTI = "CL";
|
||
|
||
/// <summary>
|
||
/// Gulf Coast CBOB Gasoline A2 (Platts) vs. RBOB Gasoline Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string GulfCoastCBOBGasolineA2PlattsVsRBOBGasoline = "CRB";
|
||
|
||
/// <summary>
|
||
/// WTI Financial Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string WTIFinancial = "CSX";
|
||
|
||
/// <summary>
|
||
/// Chicago Ethaanol (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string ChicagoEthanolPlatts = "CU";
|
||
|
||
/// <summary>
|
||
/// Singapore Mogas 92 Unleaded (Platts) Brent Crack Spread Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string SingaporeMogas92UnleadedPlattsBrentCrackSpread = "D1N";
|
||
|
||
/// <summary>
|
||
/// Dubai Crude Oil (Platts) Financial Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string DubaiCrudeOilPlattsFinancial = "DCB";
|
||
|
||
/// <summary>
|
||
/// Japan C&F Naphtha (Platts) BALMO Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string JapanCnFNaphthaPlattsBALMO = "E6";
|
||
|
||
/// <summary>
|
||
/// Ethanol Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string Ethanol = "EH";
|
||
|
||
/// <summary>
|
||
/// European Naphtha (Platts) Crack Spread Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string EuropeanNaphthaPlattsCrackSpread = "EN";
|
||
|
||
/// <summary>
|
||
/// European Propane CIF ARA (Argus) vs. Naphtha Cargoes CIF NWE (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string EuropeanPropaneCIFARAArgusVsNaphthaCargoesCIFNWEPlatts = "EPN";
|
||
|
||
/// <summary>
|
||
/// Singapore Fuel Oil 380 cst (Platts) vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string SingaporeFuelOil380cstPlattsVsEuropeanThreePointFivePercentFuelOilBargesFOBRdamPlatts = "EVC";
|
||
|
||
/// <summary>
|
||
/// East-West Gasoline Spread (Platts-Argus) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string EastWestGasolineSpreadPlattsArgus = "EWG";
|
||
|
||
/// <summary>
|
||
/// East-West Naphtha: Japan C&F vs. Cargoes CIF NWE Spread (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string EastWestNaphthaJapanCFvsCargoesCIFNWESpreadPlatts = "EWN";
|
||
|
||
/// <summary>
|
||
/// RBOB Gasoline vs. Euro-bob Oxy NWE Barges (Argus) (350,000 gallons) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string RBOBGasolineVsEurobobOxyNWEBargesArgusThreeHundredFiftyThousandGallons = "EXR";
|
||
|
||
/// <summary>
|
||
/// 3.5% Fuel Oil Barges FOB Rdam (Platts) Crack Spread Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string ThreePointFivePercentFuelOilBargesFOBRdamPlattsCrackSpread = "FO";
|
||
|
||
/// <summary>
|
||
/// Freight Route TC14 (Baltic) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string FreightRouteTC14Baltic = "FRC";
|
||
|
||
/// <summary>
|
||
/// 1% Fuel Oil Cargoes FOB NWE (Platts) vs. 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string OnePercentFuelOilCargoesFOBNWEPlattsVsThreePointFivePercentFuelOilBargesFOBRdamPlatts = "FSS";
|
||
|
||
/// <summary>
|
||
/// Gulf Coast HSFO (Platts) vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures
|
||
/// </summary>
|
||
public const string GulfCoastHSFOPlattsVsEuropeanThreePointFivePercentFuelOilBargesFOBRdamPlatts = "GCU";
|
||
|
||
/// <summary>
|
||
/// WTI Houston Crude Oil Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string WTIHoustonCrudeOil = "HCL";
|
||
|
||
/// <summary>
|
||
/// Natural Gas (Henry Hub) Last-day Financial Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string NaturalGasHenryHubLastDayFinancial = "HH";
|
||
|
||
/// <summary>
|
||
/// Heating Oil Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string HeatingOil = "HO";
|
||
|
||
/// <summary>
|
||
/// Natural Gas (Henry Hub) Penultimate Financial Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string NaturalGasHenryHubPenultimateFinancial = "HP";
|
||
|
||
/// <summary>
|
||
/// WTI Houston (Argus) vs. WTI Trade Month Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string WTIHoustonArgusVsWTITradeMonth = "HTT";
|
||
|
||
/// <summary>
|
||
/// Gasoline RBOB Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string Gasoline = "RB";
|
||
|
||
/// <summary>
|
||
/// Natural Gas Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string NaturalGas = "NG";
|
||
|
||
/// <summary>
|
||
/// Brent Crude Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string BrentCrude = "B";
|
||
|
||
/// <summary>
|
||
/// Low Sulfur Gasoil
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string LowSulfurGasoil = "G";
|
||
|
||
/// <summary>
|
||
/// Micro WTI Crude Oil Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MicroCrudeOilWTI = "MCL";
|
||
|
||
/// <summary>
|
||
/// Micro Singapore FOB Marine Fuel 0.5% (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MicroSingaporeFOBMarineFuelZeroPointFivePercetPlatts = "S5O";
|
||
|
||
/// <summary>
|
||
/// Micro Gasoil 0.1% Barges FOB ARA (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MicroGasoilZeroPointOnePercentBargesFOBARAPlatts = "M1B";
|
||
|
||
/// <summary>
|
||
/// Micro European FOB Rdam Marine Fuel 0.5% Barges (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MicroEuropeanFOBRdamMarineFuelZeroPointFivePercentBargesPlatts = "R5O";
|
||
|
||
/// <summary>
|
||
/// Micro European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MicroEuropeanThreePointFivePercentOilBargesFOBRdamPlatts = "MEF";
|
||
|
||
/// <summary>
|
||
/// Micro Singapore Fuel Oil 380CST (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MicroSingaporeFuelOil380CSTPlatts = "MAF";
|
||
|
||
/// <summary>
|
||
/// Micro Coal (API 5) fob Newcastle (Argus/McCloskey) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MicroCoalAPIFivefobNewcastleArgusMcCloskey = "M5F";
|
||
|
||
/// <summary>
|
||
/// Micro European 3.5% Fuel Oil Cargoes FOB Med (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MicroEuropeanThreePointFivePercentFuelOilCargoesFOBMedPlatts = "M35";
|
||
}
|
||
|
||
/// <summary>
|
||
/// Energy group
|
||
/// </summary>
|
||
public static class Energy
|
||
{
|
||
/// <summary>
|
||
/// Propane Non LDH Mont Belvieu (OPIS) BALMO Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string PropaneNonLDHMontBelvieu = "1S";
|
||
|
||
/// <summary>
|
||
/// Argus Propane Far East Index BALMO Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string ArgusPropaneFarEastIndexBALMO = "22";
|
||
|
||
/// <summary>
|
||
/// Mini European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MiniEuropeanThreePointPercentFiveFuelOilBargesPlatts = "A0D";
|
||
|
||
/// <summary>
|
||
/// Mini Singapore Fuel Oil 180 cst (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MiniSingaporeFuelOil180CstPlatts = "A0F";
|
||
|
||
/// <summary>
|
||
/// Gulf Coast ULSD (Platts) Up-Down BALMO Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string GulfCoastULSDPlattsUpDownBALMO = "A1L";
|
||
|
||
/// <summary>
|
||
/// Gulf Coast Jet (Platts) Up-Down BALMO Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string GulfCoastJetPlattsUpDownBALMO = "A1M";
|
||
|
||
/// <summary>
|
||
/// Propane Non-LDH Mont Belvieu (OPIS) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string PropaneNonLDHMontBelvieuOPIS = "A1R";
|
||
|
||
/// <summary>
|
||
/// European Propane CIF ARA (Argus) BALMO Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string EuropeanPropaneCIFARAArgusBALMO = "A32";
|
||
|
||
/// <summary>
|
||
/// Premium Unleaded Gasoline 10 ppm FOB MED (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string PremiumUnleadedGasoline10ppmFOBMEDPlatts = "A3G";
|
||
|
||
/// <summary>
|
||
/// Argus Propane Far East Index Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string ArgusPropaneFarEastIndex = "A7E";
|
||
|
||
/// <summary>
|
||
/// Gasoline Euro-bob Oxy NWE Barges (Argus) Crack Spread BALMO Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string GasolineEurobobOxyNWEBargesArgusCrackSpreadBALMO = "A7I";
|
||
|
||
/// <summary>
|
||
/// Mont Belvieu Natural Gasoline (OPIS) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MontBelvieuNaturalGasolineOPIS = "A7Q";
|
||
|
||
/// <summary>
|
||
/// Mont Belvieu Normal Butane (OPIS) BALMO Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MontBelvieuNormalButaneOPISBALMO = "A8J";
|
||
|
||
/// <summary>
|
||
/// Conway Propane (OPIS) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string ConwayPropaneOPIS = "A8K";
|
||
|
||
/// <summary>
|
||
/// Mont Belvieu LDH Propane (OPIS) BALMO Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MontBelvieuLDHPropaneOPISBALMO = "A8O";
|
||
|
||
/// <summary>
|
||
/// Argus Propane Far East Index vs. European Propane CIF ARA (Argus) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string ArgusPropaneFarEastIndexVsEuropeanPropaneCIFARAArgus = "A91";
|
||
|
||
/// <summary>
|
||
/// Argus Propane (Saudi Aramco) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string ArgusPropaneSaudiAramco = "A9N";
|
||
|
||
/// <summary>
|
||
/// Group Three ULSD (Platts) vs. NY Harbor ULSD Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string GroupThreeULSDPlattsVsNYHarborULSD = "AA6";
|
||
|
||
/// <summary>
|
||
/// Group Three Sub-octane Gasoliine (Platts) vs. RBOB Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string GroupThreeSuboctaneGasolinePlattsVsRBOB = "AA8";
|
||
|
||
/// <summary>
|
||
/// Singapore Fuel Oil 180 cst (Platts) BALMO Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string SingaporeFuelOil180cstPlattsBALMO = "ABS";
|
||
|
||
/// <summary>
|
||
/// Singapore Fuel Oil 380 cst (Platts) BALMO Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string SingaporeFuelOil380cstPlattsBALMO = "ABT";
|
||
|
||
/// <summary>
|
||
/// Mont Belvieu Ethane (OPIS) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MontBelvieuEthaneOPIS = "AC0";
|
||
|
||
/// <summary>
|
||
/// Mont Belvieu Normal Butane (OPIS) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MontBelvieuNormalButaneOPIS = "AD0";
|
||
|
||
/// <summary>
|
||
/// Brent Crude Oil vs. Dubai Crude Oil (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string BrentCrudeOilVsDubaiCrudeOilPlatts = "ADB";
|
||
|
||
/// <summary>
|
||
/// Argus LLS vs. WTI (Argus) Trade Month Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string ArgusLLSvsWTIArgusTradeMonth = "AE5";
|
||
|
||
/// <summary>
|
||
/// Singapore Gasoil (Platts) vs. Low Sulphur Gasoil Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string SingaporeGasoilPlattsVsLowSulphurGasoilFutures = "AGA";
|
||
|
||
/// <summary>
|
||
/// Los Angeles CARBOB Gasoline (OPIS) vs. RBOB Gasoline Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string LosAngelesCARBOBGasolineOPISvsRBOBGasoline = "AJL";
|
||
|
||
/// <summary>
|
||
/// Los Angeles Jet (OPIS) vs. NY Harbor ULSD Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string LosAngelesJetOPISvsNYHarborULSD = "AJS";
|
||
|
||
/// <summary>
|
||
/// Los Angeles CARB Diesel (OPIS) vs. NY Harbor ULSD Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string LosAngelesCARBDieselOPISvsNYHarborULSD = "AKL";
|
||
|
||
/// <summary>
|
||
/// European Naphtha (Platts) BALMO Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string EuropeanNaphthaPlattsBALMO = "AKZ";
|
||
|
||
/// <summary>
|
||
/// European Propane CIF ARA (Argus) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string EuropeanPropaneCIFARAArgus = "APS";
|
||
|
||
/// <summary>
|
||
/// Mont Belvieu Natural Gasoline (OPIS) BALMO Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MontBelvieuNaturalGasolineOPISBALMO = "AR0";
|
||
|
||
/// <summary>
|
||
/// RBOB Gasoline Crack Spread Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string RBOBGasolineCrackSpread = "ARE";
|
||
|
||
/// <summary>
|
||
/// Gulf Coast HSFO (Platts) BALMO Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string GulfCoastHSFOPlattsBALMO = "AVZ";
|
||
|
||
/// <summary>
|
||
/// Mars (Argus) vs. WTI Trade Month Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MarsArgusVsWTITradeMonth = "AYV";
|
||
|
||
/// <summary>
|
||
/// Mars (Argus) vs. WTI Financial Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MarsArgusVsWTIFinancial = "AYX";
|
||
|
||
/// <summary>
|
||
/// Ethanol T2 FOB Rdam Including Duty (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string EthanolT2FOBRdamIncludingDutyPlatts = "AZ1";
|
||
|
||
/// <summary>
|
||
/// Mont Belvieu LDH Propane (OPIS) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MontBelvieuLDHPropaneOPIS = "B0";
|
||
|
||
/// <summary>
|
||
/// Gasoline Euro-bob Oxy NWE Barges (Argus) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string GasolineEurobobOxyNWEBargesArgus = "B7H";
|
||
|
||
/// <summary>
|
||
/// WTI-Brent Financial Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string WTIBrentFinancial = "BK";
|
||
|
||
/// <summary>
|
||
/// 3.5% Fuel Oil Barges FOB Rdam (Platts) Crack Spread (1000mt) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string ThreePointFivePercentFuelOilBargesFOBRdamPlattsCrackSpread1000mt = "BOO";
|
||
|
||
/// <summary>
|
||
/// Gasoline Euro-bob Oxy NWE Barges (Argus) BALMO Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string GasolineEurobobOxyNWEBargesArgusBALMO = "BR7";
|
||
|
||
/// <summary>
|
||
/// Brent Last Day Financial Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string BrentLastDayFinancial = "BZ";
|
||
|
||
/// <summary>
|
||
/// Crude Oil WTI Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string CrudeOilWTI = "CL";
|
||
|
||
/// <summary>
|
||
/// Gulf Coast CBOB Gasoline A2 (Platts) vs. RBOB Gasoline Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string GulfCoastCBOBGasolineA2PlattsVsRBOBGasoline = "CRB";
|
||
|
||
/// <summary>
|
||
/// WTI Financial Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string WTIFinancial = "CSX";
|
||
|
||
/// <summary>
|
||
/// Chicago Ethaanol (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string ChicagoEthanolPlatts = "CU";
|
||
|
||
/// <summary>
|
||
/// Singapore Mogas 92 Unleaded (Platts) Brent Crack Spread Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string SingaporeMogas92UnleadedPlattsBrentCrackSpread = "D1N";
|
||
|
||
/// <summary>
|
||
/// Dubai Crude Oil (Platts) Financial Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string DubaiCrudeOilPlattsFinancial = "DCB";
|
||
|
||
/// <summary>
|
||
/// Japan C&F Naphtha (Platts) BALMO Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string JapanCnFNaphthaPlattsBALMO = "E6";
|
||
|
||
/// <summary>
|
||
/// Ethanol Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string Ethanol = "EH";
|
||
|
||
/// <summary>
|
||
/// European Naphtha (Platts) Crack Spread Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string EuropeanNaphthaPlattsCrackSpread = "EN";
|
||
|
||
/// <summary>
|
||
/// European Propane CIF ARA (Argus) vs. Naphtha Cargoes CIF NWE (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string EuropeanPropaneCIFARAArgusVsNaphthaCargoesCIFNWEPlatts = "EPN";
|
||
|
||
/// <summary>
|
||
/// Singapore Fuel Oil 380 cst (Platts) vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string SingaporeFuelOil380cstPlattsVsEuropeanThreePointFivePercentFuelOilBargesFOBRdamPlatts = "EVC";
|
||
|
||
/// <summary>
|
||
/// East-West Gasoline Spread (Platts-Argus) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string EastWestGasolineSpreadPlattsArgus = "EWG";
|
||
|
||
/// <summary>
|
||
/// East-West Naphtha: Japan C&F vs. Cargoes CIF NWE Spread (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string EastWestNaphthaJapanCFvsCargoesCIFNWESpreadPlatts = "EWN";
|
||
|
||
/// <summary>
|
||
/// RBOB Gasoline vs. Euro-bob Oxy NWE Barges (Argus) (350,000 gallons) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string RBOBGasolineVsEurobobOxyNWEBargesArgusThreeHundredFiftyThousandGallons = "EXR";
|
||
|
||
/// <summary>
|
||
/// 3.5% Fuel Oil Barges FOB Rdam (Platts) Crack Spread Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string ThreePointFivePercentFuelOilBargesFOBRdamPlattsCrackSpread = "FO";
|
||
|
||
/// <summary>
|
||
/// Freight Route TC14 (Baltic) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string FreightRouteTC14Baltic = "FRC";
|
||
|
||
/// <summary>
|
||
/// 1% Fuel Oil Cargoes FOB NWE (Platts) vs. 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string OnePercentFuelOilCargoesFOBNWEPlattsVsThreePointFivePercentFuelOilBargesFOBRdamPlatts = "FSS";
|
||
|
||
/// <summary>
|
||
/// Gulf Coast HSFO (Platts) vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures
|
||
/// </summary>
|
||
public const string GulfCoastHSFOPlattsVsEuropeanThreePointFivePercentFuelOilBargesFOBRdamPlatts = "GCU";
|
||
|
||
/// <summary>
|
||
/// WTI Houston Crude Oil Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string WTIHoustonCrudeOil = "HCL";
|
||
|
||
/// <summary>
|
||
/// Natural Gas (Henry Hub) Last-day Financial Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string NaturalGasHenryHubLastDayFinancial = "HH";
|
||
|
||
/// <summary>
|
||
/// Heating Oil Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string HeatingOil = "HO";
|
||
|
||
/// <summary>
|
||
/// Natural Gas (Henry Hub) Penultimate Financial Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string NaturalGasHenryHubPenultimateFinancial = "HP";
|
||
|
||
/// <summary>
|
||
/// WTI Houston (Argus) vs. WTI Trade Month Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string WTIHoustonArgusVsWTITradeMonth = "HTT";
|
||
|
||
/// <summary>
|
||
/// Gasoline RBOB Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string Gasoline = "RB";
|
||
|
||
/// <summary>
|
||
/// Natural Gas Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string NaturalGas = "NG";
|
||
|
||
/// <summary>
|
||
/// Brent Crude Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string BrentCrude = "B";
|
||
|
||
/// <summary>
|
||
/// Low Sulfur Gasoil
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string LowSulfurGasoil = "G";
|
||
|
||
/// <summary>
|
||
/// Micro WTI Crude Oil Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MicroCrudeOilWTI = "MCL";
|
||
|
||
/// <summary>
|
||
/// Micro Singapore FOB Marine Fuel 0.5% (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MicroSingaporeFOBMarineFuelZeroPointFivePercetPlatts = "S5O";
|
||
|
||
/// <summary>
|
||
/// Micro Gasoil 0.1% Barges FOB ARA (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MicroGasoilZeroPointOnePercentBargesFOBARAPlatts = "M1B";
|
||
|
||
/// <summary>
|
||
/// Micro European FOB Rdam Marine Fuel 0.5% Barges (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MicroEuropeanFOBRdamMarineFuelZeroPointFivePercentBargesPlatts = "R5O";
|
||
|
||
/// <summary>
|
||
/// Micro European 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MicroEuropeanThreePointFivePercentOilBargesFOBRdamPlatts = "MEF";
|
||
|
||
/// <summary>
|
||
/// Micro Singapore Fuel Oil 380CST (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MicroSingaporeFuelOil380CSTPlatts = "MAF";
|
||
|
||
/// <summary>
|
||
/// Micro Coal (API 5) fob Newcastle (Argus/McCloskey) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MicroCoalAPIFivefobNewcastleArgusMcCloskey = "M5F";
|
||
|
||
/// <summary>
|
||
/// Micro European 3.5% Fuel Oil Cargoes FOB Med (Platts) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MicroEuropeanThreePointFivePercentFuelOilCargoesFOBMedPlatts = "M35";
|
||
}
|
||
|
||
/// <summary>
|
||
/// Financials group
|
||
/// </summary>
|
||
public static class Financials
|
||
{
|
||
/// <summary>
|
||
/// 30Y U.S. Treasury Bond Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string Y30TreasuryBond = "ZB";
|
||
|
||
/// <summary>
|
||
/// 10Y U.S. Treasury Note Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string Y10TreasuryNote = "ZN";
|
||
|
||
/// <summary>
|
||
/// 5Y U.S. Treasury Note Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string Y5TreasuryNote = "ZF";
|
||
|
||
/// <summary>
|
||
/// 2Y U.S. Treasury Note Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string Y2TreasuryNote = "ZT";
|
||
|
||
/// <summary>
|
||
/// EuroDollar Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string EuroDollar = "GE";
|
||
|
||
/// <summary>
|
||
/// 5-Year USD MAC Swap Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string FiveYearUSDMACSwap = "F1U";
|
||
|
||
/// <summary>
|
||
/// Ultra U.S. Treasury Bond Futures
|
||
/// </summary>
|
||
public const string UltraUSTreasuryBond = "UB";
|
||
|
||
/// <summary>
|
||
/// Ultra 10-Year U.S. Treasury Note Futures
|
||
/// </summary>
|
||
public const string UltraTenYearUSTreasuryNote = "TN";
|
||
|
||
/// <summary>
|
||
/// Micro 10-Year Yield Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MicroY10TreasuryNote = "10Y";
|
||
|
||
/// <summary>
|
||
/// Micro 30-Year Yield Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MicroY30TreasuryBond = "30Y";
|
||
|
||
/// <summary>
|
||
/// Micro 2-Year Yield Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MicroY2TreasuryBond = "2YY";
|
||
|
||
/// <summary>
|
||
/// Micro 5-Year Yield Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MicroY5TreasuryBond = "5YY";
|
||
}
|
||
|
||
/// <summary>
|
||
/// Indices group
|
||
/// </summary>
|
||
public static class Indices
|
||
{
|
||
/// <summary>
|
||
/// E-mini S&P 500 Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string SP500EMini = "ES";
|
||
|
||
/// <summary>
|
||
/// E-mini NASDAQ 100 Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string NASDAQ100EMini = "NQ";
|
||
|
||
/// <summary>
|
||
/// E-mini Dow Indu 30 Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string Dow30EMini = "YM";
|
||
|
||
/// <summary>
|
||
/// CBOE Volatility Index Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string VIX = "VX";
|
||
|
||
/// <summary>
|
||
/// VIX Mini Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string VIXMini = "VXM";
|
||
|
||
/// <summary>
|
||
/// E-mini Russell 2000 Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string Russell2000EMini = "RTY";
|
||
|
||
/// <summary>
|
||
/// Nikkei-225 Dollar Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string Nikkei225Dollar = "NKD";
|
||
|
||
/// <summary>
|
||
/// Nikkei-225 Yen denominated Futures on CME
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string Nikkei225YenCME = "NIY";
|
||
|
||
|
||
/// <summary>
|
||
/// E-mini Nikkei 225 Yen denominated Futures on CME
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string Nikkei225YenEMini = "ENY";
|
||
|
||
/// <summary>
|
||
/// E-MINI FTSE China 50 Index Futures on CME
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string FTSEChina50EMini = "FT5";
|
||
|
||
/// <summary>
|
||
/// E-mini FTSE 100 Index (GBP) Futures on CME
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string FTSE100EMini = "FT1";
|
||
|
||
#pragma warning disable CS1570
|
||
/// <summary>
|
||
/// E-MINI S&P EUROPE 350 ESG Index Futures on CME
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string SPEurop350ESGEMini = "E3G";
|
||
#pragma warning restore CS1570
|
||
|
||
/// <summary>
|
||
/// E-MINI USD Denominated FTSE 100 Index Futures on CME
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string FTSE100USDEMini = "FTU";
|
||
|
||
/// <summary>
|
||
/// USD Denominated Topix Index Futures on CME
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string TOPIXUSD = "TPD";
|
||
|
||
/// <summary>
|
||
/// YEN Denominated Topix Index Futures on CME
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string TOPIXYEN = "TPY";
|
||
|
||
/// <summary>
|
||
/// Dow Jones Real Estate futures on CME
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string DowJonesRealEstate = "RX";
|
||
|
||
/// <summary>
|
||
/// E-mini SP500 ESG futures on CME
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string SP500EMiniESG = "ESG";
|
||
|
||
/// <summary>
|
||
/// E-mini Russell 1000 futures on CME
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string Russell1000EMini = "RS1";
|
||
|
||
#pragma warning disable CS1570
|
||
/// <summary>
|
||
/// S&P 500 Annual dividend index futures on CME
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string SP500AnnualDividendIndex = "SDA";
|
||
#pragma warning restore CS1570
|
||
|
||
/// <summary>
|
||
/// Bloomberg Commodity Index Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string BloombergCommodityIndex = "AW";
|
||
|
||
/// <summary>
|
||
/// E-mini Nasdaq-100 Biotechnology Index Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string NASDAQ100BiotechnologyEMini = "BIO";
|
||
|
||
/// <summary>
|
||
/// E-mini FTSE Emerging Index Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string FTSEEmergingEmini = "EI";
|
||
|
||
/// <summary>
|
||
/// E-mini S&P MidCap 400 Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string SP400MidCapEmini = "EMD";
|
||
|
||
/// <summary>
|
||
/// S&P-GSCI Commodity Index Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string SPGSCICommodity = "GD";
|
||
|
||
/// <summary>
|
||
/// USD-Denominated Ibovespa Index Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string USDDenominatedIbovespa = "IBV";
|
||
|
||
/// <summary>
|
||
/// USD-Denominated MSCI Taiwan Index Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MSCITaiwanIndex = "TW";
|
||
|
||
/// <summary>
|
||
/// Nikkei-225 Yen denominated Index Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string Nikkei225Yen = "NK";
|
||
|
||
/// <summary>
|
||
/// NSE Nifty50 Index Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string Nifty50 = "NIFTY";
|
||
|
||
/// <summary>
|
||
/// NSE BankNifty Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string BankNifty = "BANKNIFTY";
|
||
|
||
/// <summary>
|
||
/// S&P BSE Sensex Index Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string BseSensex = "SENSEX";
|
||
|
||
/// <summary>
|
||
/// Hang Seng Index
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string HangSeng = "HSI";
|
||
|
||
/// <summary>
|
||
/// Micro E-mini S&P 500 Index Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MicroSP500EMini = "MES";
|
||
|
||
/// <summary>
|
||
/// Micro E-mini Nasdaq-100 Index Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MicroNASDAQ100EMini = "MNQ";
|
||
|
||
/// <summary>
|
||
/// Micro E-mini Russell 2000 Index Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MicroRussell2000EMini = "M2K";
|
||
|
||
/// <summary>
|
||
/// Micro E-mini Dow Jones Industrial Average Index Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MicroDow30EMini = "MYM";
|
||
|
||
/// <summary>
|
||
/// MSCI Europe Net Total Return (USD) Futures
|
||
/// </summary>
|
||
public const string MSCIEuropeNTR = "M1EU";
|
||
|
||
/// <summary>
|
||
/// MSCI Japan Net Total Return Futures
|
||
/// </summary>
|
||
public const string MSCIJapanNTR = "M1JP";
|
||
|
||
/// <summary>
|
||
/// MSCI Emerging Markets Asia Net Total Return Futures
|
||
/// </summary>
|
||
public const string MSCIEmergingMarketsAsiaNTR = "M1MSA";
|
||
|
||
/// <summary>
|
||
/// MSCI EAFE Index Futures
|
||
/// </summary>
|
||
public const string MSCIEafeIndex = "MXEA";
|
||
|
||
/// <summary>
|
||
/// MSCI Emerging Markets Index Futures
|
||
/// </summary>
|
||
public const string MSCIEmergingMarketsIndex = "MXEF";
|
||
|
||
/// <summary>
|
||
/// MSCI USA Index Futures
|
||
/// </summary>
|
||
public const string MSCIUsaIndex = "MXUS";
|
||
|
||
/// <summary>
|
||
/// Euro Stoxx 50 Index Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string EuroStoxx50 = "FESX";
|
||
|
||
/// <summary>
|
||
/// DAX Futures
|
||
/// </summary>
|
||
public const string DAX = "FDAX";
|
||
|
||
/// <summary>
|
||
/// DAX50 Futures
|
||
/// </summary>
|
||
public const string DAX50 = "FSDX";
|
||
|
||
/// <summary>
|
||
/// Div DAX futureFutures
|
||
/// </summary>
|
||
public const string DivDAX = "FDIV";
|
||
|
||
/// <summary>
|
||
/// Micro DAX Futures
|
||
/// </summary>
|
||
public const string DAXMicro = "FDXS";
|
||
|
||
/// <summary>
|
||
/// Mini DAX Futures
|
||
/// </summary>
|
||
public const string DAXMini = "FDXM";
|
||
|
||
/// <summary>
|
||
/// Mini MDAX Futures
|
||
/// </summary>
|
||
public const string MDAXMini = "FSMX";
|
||
|
||
/// <summary>
|
||
/// TecDAX Futures
|
||
/// </summary>
|
||
public const string TecDAX = "FTDX";
|
||
}
|
||
|
||
/// <summary>
|
||
/// Forestry group
|
||
/// </summary>
|
||
public static class Forestry
|
||
{
|
||
/// <summary>
|
||
/// Random Length Lumber Futures
|
||
/// </summary>
|
||
public const string RandomLengthLumber = "LBS";
|
||
|
||
/// <summary>
|
||
/// Lumber Futures
|
||
/// </summary>
|
||
public const string Lumber = "LBR";
|
||
}
|
||
|
||
/// <summary>
|
||
/// Meats group
|
||
/// </summary>
|
||
public static class Meats
|
||
{
|
||
/// <summary>
|
||
/// Live Cattle Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string LiveCattle = "LE";
|
||
|
||
/// <summary>
|
||
/// Feeder Cattle Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string FeederCattle = "GF";
|
||
|
||
/// <summary>
|
||
/// Lean Hogs Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string LeanHogs = "HE";
|
||
}
|
||
|
||
/// <summary>
|
||
/// Metals group
|
||
/// </summary>
|
||
public static class Metals
|
||
{
|
||
/// <summary>
|
||
/// Gold Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string Gold = "GC";
|
||
|
||
/// <summary>
|
||
/// Silver Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string Silver = "SI";
|
||
|
||
/// <summary>
|
||
/// Platinum Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string Platinum = "PL";
|
||
|
||
/// <summary>
|
||
/// Palladium Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string Palladium = "PA";
|
||
|
||
/// <summary>
|
||
/// Aluminum MW U.S. Transaction Premium Platts (25MT) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string AluminumMWUSTransactionPremiumPlatts25MT = "AUP";
|
||
|
||
/// <summary>
|
||
/// Aluminium European Premium Duty-Paid (Metal Bulletin) Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
/// <remarks>This symbol spells element Al using European spelling</remarks>
|
||
public const string AluminiumEuropeanPremiumDutyPaidMetalBulletin = "EDP";
|
||
|
||
/// <summary>
|
||
/// Copper Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string Copper = "HG";
|
||
|
||
/// <summary>
|
||
/// U.S. Midwest Domestic Hot-Rolled Coil Steel (CRU) Index Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string USMidwestDomesticHotRolledCoilSteelCRUIndex = "HRC";
|
||
|
||
/// <summary>
|
||
/// Micro Gold Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MicroGold = "MGC";
|
||
|
||
/// <summary>
|
||
/// Micro Silver Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MicroSilver = "SIL";
|
||
|
||
/// <summary>
|
||
/// Micro Gold TAS Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MicroGoldTAS = "MGT";
|
||
|
||
/// <summary>
|
||
/// Micro Palladium Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string MicroPalladium = "PAM";
|
||
|
||
/// <summary>
|
||
/// Mini Sized NY Gold Futures
|
||
/// </summary>
|
||
public const string MiniNYGold = "YG";
|
||
|
||
/// <summary>
|
||
/// Mini Sized NY Silver Futures
|
||
/// </summary>
|
||
public const string MiniNYSilver = "YI";
|
||
|
||
/// <summary>
|
||
/// Gold 100 Oz Futures
|
||
/// </summary>
|
||
public const string Gold100Oz = "ZG";
|
||
|
||
/// <summary>
|
||
/// Silver 5000 Oz Futures
|
||
/// </summary>
|
||
public const string Silver5000Oz = "ZI";
|
||
}
|
||
|
||
/// <summary>
|
||
/// Softs group
|
||
/// </summary>
|
||
public static class Softs
|
||
{
|
||
/// <summary>
|
||
/// Cotton #2 Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string Cotton2 = "CT";
|
||
|
||
/// <summary>
|
||
/// Orange Juice Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string OrangeJuice = "OJ";
|
||
|
||
/// <summary>
|
||
/// Coffee C Arabica Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string Coffee = "KC";
|
||
|
||
/// <summary>
|
||
/// Sugar #11 Futures ICE
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string Sugar11 = "SB";
|
||
|
||
/// <summary>
|
||
/// Sugar #11 Futures CME
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string Sugar11CME = "YO";
|
||
|
||
/// <summary>
|
||
/// Cocoa Futures
|
||
/// </summary>
|
||
/// <returns>The symbol</returns>
|
||
public const string Cocoa = "CC";
|
||
}
|
||
}
|
||
}
|