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Do you offer real-time quotes on futuresource.com?
Each exchange charges a set fee per user to access their data in real-time.
Because futuresource.com is a free site, we can only display data which is
on a delayed basis.
Exchange data is delayed between 10 and 30 minutes, depending on the exchange. To see
the number of minutes an exchange is delayed on the site, access the
Master Symbol List.
The minute delay is listed in the table, to the right of the Exchange Name.
You can get real-time futures market data delivered over the Internet, including
quotes, news and our premium charting applications.
What do the letters "s", "f", "y" and "e" mean, sometimes listed in on a quoteboard?
These characters indicate unusual conditions sent out by the exchanges, and may appear
in the "Last", "Volume", and "Open Interest" fields. Special characters include:
s - used to indicate a real-time Settlement in the "Last" field
f - used to indicate a Fast Market in the "Last" field. "Fast Market" refers to a financial
market that has a combination of high volatility and heavy trading, i.e., the market is
moving so fast that your orders may not get filled immediately.
y - used to indicate this is yesterday's Settlement
e - used to indicate an estimate (vs. actual) in the "Volume" and "Open Interest" fields
What does "DTE" mean?
"DTE" stands for Days Till Expiration, or the number of days between today and the day the
contract expires. For most exchanges, this includes only trading days, but for some exchanges
in Europe, it includes weekends and holidays. We follow the recommendations of the exchange
itself when deciding whether or not to include weekends and holidays.
What time zone is used for the "Last Trade" column?
The time zone shown is that of the exchange giving the quote.
Do your quotes cover only the day session or do they include electronic trading?
We show quotes from all trading sessions. The FutureSource.com datastream carries both
"true composite" symbols that cover all trading sessions, and symbols that denote the
day (pit) trading sessions only. For a complete list of all FutureSource.com symbols, please
refer to our Master Symbol List.
How can I determine what month the contract represents on a quote?
When you open a quote board, you will notice that each contract is underlined. (The
underline designates a link.) Pass your mouse over the underlined contract and a tooltip
displays, identifying the symbol description, and its month and year. Click on the link to
display a chart for that contract.
What are the codes that designate the delivery month?
Please refer to the Delivery Months table for more
information. For example, C Z8 = December 2008 Corn, whereas C U8 = September 2008 Corn.
How can I display options?
The easiest way to display options is to first display a quoteboard containing the underlying data.
Next, click the options Omega icon listed in the left-most column of the quoteboard. You may also display options from a chart by clicking the "Get Options" button.
What data is found in all the columns available in the Custom Quotes feature?
There are 76 columns available on the Custom Quotes feature. You may add any column to the
quote board, and bookmark your quote for retrieval at a later time. Columns include:
- Active Price: The bid, ask, or last price, whichever is most recent.
- Ask: The latest (newest) ask price from the exchange floor - an indication or willingness to sell at a given price.
- Ask 1-3: Last three previous asks.
- Ask Implied Volatility: For option contracts only.
- Ask Size: The total number of contracts offered at the current asking price.
- Bid: Bid price from the exchange floor - a proposal to buy at this price.
- Bid 1-3: Last three previous bids.
- Bid Implied Volatility: For option contracts only.
- Bid Ask Spread: The difference between the bid price and the ask price. (Bid - Ask)
- Bid Size: The total number of contracts offered at the current bid price.
- % Change (Settle): Percent change from old settle price.
- % Change (Open): Percent change from Open Price.
- Change: Change from the open price.
- Change (Open): Change from the open price.
- Change (Settle): Change from the old settle price.
- Close: The first closing price in the closing price range, or in most cases, the period at the end of the trading session officially designated by the exchange, during which all transactions are considered made 'at the close'.
- Close 2: Second closing price in the closing price range for those markets that have a closing range.
- Condition Flag: Condition Flag are used to specify unique conditions, such as estimated vs. actual volume and open interest, fast market, or settle.
- Contract Description: A verbose description of the contract.
- Coupon: Interest rate on the Cash Bond, expressed in 1/1000 of a percent (e.g., 12.25% - 12250).
- Date: The date of the last tick, formatted MM/DD/YY.
- Date & Time: The Date and time of the last tick, formatted MM/DD/YY HH:MM:SS
- Date 1-3: The date of the previous last three ticks, formatted MM/DD/YY HH:MM:SS
- Dividend Rate: The dividend rate for calculating Greeks. (For option contracts only).
- DTE: Number of days until the expiration date. DTE is defined for those instruments that have expiration dates.
- Exchange: Exchange this contract is listed on and traded at.
- High: Highest price this contract traded at during the current trading session.
- Issue Date: For Cash Bond Prices, the issue date of the Bond.
- Last: Last price this contract traded at.
- Low: Lowest price this contract traded at during the current trading session.
- Market: Identifies the market in which the symbol is categorized: index, futures, options of futures, etc.
- Minimum Increment: The minimum increment that a price can change.
- Month: The contract month.
- Month / Year: The contract month and year.
- Neutral Hedge Ratio (Delta): The neutral hedge ratio, or the expected change in the option premium, given a small change in the price of the underlying contract. (For option contracts only).
- New Settle: The last price paid, or the value of today's settlement available at the end of the trading day and posted until all prices are cleared for the next days trading. Settlement prices are used to determine both margin calls and invoice prices for deliveries.
- Old High: For Futures Contracts only; the previous session's High price.
- Old Low: For Futures Contracts only; the previous session's Low price.
- Old Open: For Futures Contracts only; the previous session's Open price.
- Old Settle: Old Settlement price: the previous session's Close price.
- Open: First opening price in the range of prices for trades in the opening 'time frame' of the first session.
- Open 2: Second opening price in the range of prices for trades in the opening 'time frame' of the first session.
- OpenInt: The sum of all long or short futures contracts in one delivery month or one market that have been entered into and not yet liquidated by an offsetting transaction or fulfilled by delivery. Also called open contracts or open commitments.
- Option Expiration: Date this contract is due to expire for options on an index, futures, and options on a future. Options on futures generally expire on a specific date during the month preceding the futures contract delivery month. For example, an option on a June futures contract expires in May but is referred to as a June option because its exercise would result in a June futures contract position.
- Option Value ($): Value of the option in US currency. (For option contracts only).
- Point Value (Cents): Specifies the amount in cents that a single point move is worth.
- Previous 1-3: Last three previous ticks.
- Price Exponent: Price exponent (Forex). A signed one-byte integer indicating the power of ten that the prices for this symbol must be multiplied by to bring them to a standard level for option calculations, i.e., the number of decimal points right or left.
- Recent: The last price if available, unless it has not been traded today. In this case, it is the previous trading day's settlement price.
- Resumed: For contracts with a split trading day, one end of the range of prices for trades in the opening "time frame" when trading resumed.
- Resumed 2: For contracts with a split trading day, the other end of the range of prices for trades in the opening "time frame" when trading resumed.
- Root: The instrument name, minus the month/year or forward designation. Examples of roots are SP, US, CES, etc.
- Root Description: A long description of the instrument name, minus the month/year or forward designation.
- Short Month: The abbreviated contract month.
- Short Year: The abbreviated contract year.
- Supplier: A mnemonic (e.g., "BBL" for "Barclays LON", or "Barclays", Barclays Bank of London; "BBN" for "Barclays NYC", Barclays Bank of New York City) indicating the name of the Supplier or Bank, used for Forex quotes.
- Supplier 1-3: Last three mnemonic Suppliers or Banks, used for Forex quotes.
- Suspended: For contracts with a split trading day, one end of the range of prices for trades in the closing "time frame" of a session not the final session, before trading suspended.
- Suspended 2: For contracts with a split trading day, the other end of the range of prices for trades in the closing "time frame" of a session not the final session, before trading suspended.
- Symbol: The symbol ID. Each symbol represents a particular type of instrument or vehicle in the trading environment, such as CBOT Corn Options or Silver Futures. Both call and put are included in a single symbol, but separate symbols exist for options and futures for a single instrument; e.g., CBOT Corn futures and CBOT Corn options. A single futures symbol will encompass all contract months, whereas a single futures contract represents a single contract month. A single options symbol will encompass all contract months, strike values, and puts / calls, whereas a single options contract represents a single contract month, strike value, and put or call.
- Time: The last trade exchange date and time.
- Time Zone: The offset, in minutes, between this exchange's time and UTC time.
- Type: The Contract type, such as Index, Options on Index, Futures, etc.
- Volume: The total number of contracts traded during a specific period of time.
- Year: The contract year.
- Yield: Yield value of a Cash Bond.
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