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Date/Time: Sun, 16 Mar 2025 18:43:49 +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