IB requires that the exchange, currency, underlying and expiration date for futures be specified precisely. For other symbols not listed here, use the Symbol Lookup feature within Trader Workstation.
In the table below, the letters M and Y following the base symbol represent the Month Code and Year (1 digit). For example, ES for March 2022 would be ESH2. Months January...December have month codes FGHJKMNQUVXZ respectively.
If you are using DTN Market Access (DTN MA) and are looking for the DTN symbol to use, see the LinnSoft QFeed Symbols Guide or visit the DTN IQFeed Website Symbol Lookup page. All DTN MA symbols are listed there.
What is DTN Market Access (DTNMA) and why do I need it?
For other symbols not listed, visit the IQFeed Symbol Guide or Symbol Look-up Page
For other symbols not listed here, visit the Gain Futures website.
For other symbols not listed here, visit the Transact/Infinity website.
For other symbols not listed, view the eSignal Knowledgebase for eSignal Symbol Guide
For a list of eSignal Indices and Market Statistics, search the eSignal Knowledgebase for eSignal Indices
For other symbols not listed here, visit the CQG website.
Note: Exchange setup is required for Rithmic whereas most other Datafeed providers use "Auto." For other symbols not listed here, use the Symbol Lookup feature within R Trader.
Below are the market hours for Forex (US/Eastern).
The highest volume / most activity is found during the periods where the markets overlap (seen below). For this reason, these periods are generally considered the best times to trade.
Investor/RT uses DTN premium adjusted continuous contract historical data while other charting products are likely using the raw @ES# continuous contract historical data. The adjusted contract is premium adjusted so that charting of price on front month rollover days is smooth, no discrete gap up that has to do with time premium and little to do with market sentiment. We provide a means to turn off this default behavior in Investor/RT using a configuration variable.