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Date/Time: Sun, 16 Mar 2025 17:58:15 +0000



[Programming Help] - Denali Futures Options Symbol Naming Conventions

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[2022-08-22 04:58:54]
Trader_Rob - Posts: 18
Hi, I'm using data for NYMEX futures options with the Denali data feed, and I'm struggling to understand the naming convention for the symbols on the options chain. I need to get the correct contract by date in ACSIL, so I need to understand how the symbol naming works.

Could you point me to where I can find this info?

Thanks!
[2022-08-22 05:38:12]
Sierra_Chart Engineering - Posts: 18797
It is simply the exchange symbol with two digit years followed by .FUT_OPT.NYMEX

For further help contact the exchange. We do not control these symbols at all. We cannot provide you any help at all regarding this.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2022-08-22 05:38:29
[2022-08-22 23:10:33]
Trader_Rob - Posts: 18
Thanks for your suggestion!

For any others who might run into the same problem:

NYMEX futures options codes are formatted like this: LOF23 P8500.FUT_OPT.NYMEX
LO = commodity code (LO is for crude oil)
F = month of underlying futures contract = month 1 = January (the actual expiration for the example option is 2022-12-15, determined by some weird logic from the CME group)
P = put
8500 = $85 dollar strike

I made this month code array. The position of the characters in the array corresponds to their month.

const char g_cComoditiyMonthCodes[13] = { '.', 'F', 'G', 'H', 'J', 'K', 'M', 'N', 'Q', 'U', 'V', 'X', 'Z' };

this array is for the commodity codes. the first string is the futures commodity code and the second is the option code.

const char* g_sCommodityCodes[7][2] = {
  { "BZ", "BZO" } ,  // Brent Crude Oil
  { "CL", "FO" } ,  // Crude Oil WTI
  { "HO", "OH" } ,  // Heating Oil
  { "NG", "LNE" } ,  // Henry Hub Natural Gas
  { "PA", "PAO" } ,  // Palladium
  { "PL", "PO" } ,  // Platinum
  { "RB", "OB" }    // RBOB Gasoline
};            // I got these manually from the sierra chart futures get options feature, so don't trust them with your life

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