Support Board
Date/Time: Mon, 17 Mar 2025 11:21:26 +0000
Post From: Denali Futures Options Symbol Naming Conventions
| [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 |