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Symbology is the interpretation of how symbols are configured. Knowing the symbology used by MarketView will assist you when creating a quote query or when configuring an historical table. For detailed information and examples, please refer to the MarketView Data Guide (PDF).

 

Formatting Futures contracts

• Symbols are prefaced with a / followed by the root, month code, then year. Examples:
  • /CLF11 where CL= NYMEX Light Crude Oil; F = January; 11= 2011
  • /NGA12 where NG = NYMEX Natural Gas; A = Globex January; 12 = 2012
    
    NOTE: The month code defines whether to use the Pit or Globex trading session.
• Rolling Futures: Rolling futures symbols automatically change the contract on contract expiration. A nearby for the day session is the root <numeric month out>. A nearby for the Globex session is the root preceded by ‘G’ and followed by <numeric month out>. Examples:
  • /CL<0> NYMEX Light Crude Oil Day session - Front Month
  • /CL<1> NYMEX Light Crude Oil Day session - One Month Out
  • /CL<2> NYMEX Light Crude Oil Day session - Two Months Out
  • /GCL<0> NYMEX Light Crude Oil Globex session - Front Month
  • /GCL<1> NYMEX Light Crude Oil Globex session - One Month Out
  • /GCL<2> NYMEX Light Crude Oil Globex session - Two Months Out
• Rolling Futures - Alias: An alias represents the current contract and will change as the contracts roll. An alias for the day session is the root [numeric month out]. An alias for the Globex session is the root preceded by 'G' and followed by [numeric month out]. Examples:
  • /CL[0] NYMEX Light Crude Oil Day session - Front Month
    
    NOTE: On a QUOTE query, /CL<0> and /CL[0] will return the same data
     
  • /CL[1] NYMEX Light Crude Oil Day session - One Month Out
  • /GCL[0] NYMEX Light Crude Oil Globex session - Front Month
  • /GCL[1] NYMEX Light Crude Oil Globex session - One Month Out
• Rolling Futures – Continuous Months: (HISTORICAL QUERY ONLY) Rolling futures symbology for a particular delivery month is the root <month>. (Note the month is entered by its first three letters and is not case sensitive.) This pulls the most current trading contract. To access a month beyond the most current month, use the root <month +number of years out>. Both symbologies follow similar formats for different symbols. Examples:
  • /CL<JAN> NYMEX Light Crude Oil Continuous January
  • /CL<JAN+1> NYMEX crude 2nd January out continuous
  • /CL<JAN+2> NYMEX crude 3rd January out continuous

 

cells will know what data to place based on the column heading: VOLUME or VOL

=gvquote("/gcl<0>","bid")

can change the symbol in the function

=gvquote("-CLF11","bid")
 

Futures Symbology

 

 

Tips:

 

ExcelTools will force all symbols to CAPITALS, even if they are entered using lowercase. This is done to preserve consistency on your spreadsheets.