Exchange
Format
Example
CBOT
<symbol><month code y>.cbot
YMZ0.cbot (YM Dec 2010)
CME
<symbol><month code y>.cme
ESU9.cme (ES Sep 2009)
EUREX
<symbol><mmyy>.eurex
FESX0909.eurex (FESX Sep 2009)
LIFFE
<symbol><mmyy>.liffe
LFE0909.liffe (LFE Sep 2009)
MATIF
<symbol><mmyy>.matif
JFFCE0909.matif (JFFCE Sep 2009)
NLX
<symbol><mmyy>.nlx
YG0509.nlx (YG May 2009)
ICE
<symbol><space><FM><month code>"00"<yy>"!".ice
BRN FMZ0011!.ice
NYBOT
<symbol><space><FM><month code>"00"<yy>"!".nybot
TF FMU0009!.nybot (TF Sep 2009) [1]
NYMEX
<symbol><month code y>.nymex
CL09.nymex (CL Aug 2009)

1. ^ Note 2 spaces required, TF is a 2 character symbol

Month Codes

Month
Jan
Feb
March
April
May
June
July
Aug
Sept
Oct
Nov
Dec
Code
F
G
H
J
K
M
N
Q
U
V
X
Z

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