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eSignal Symbology Guide

On this page is information that will help you to find the data you are looking for. You will see symbology information for futures, international futures, Forex and single stock futures. We have also provided a FutureSource-to-eSignal Symbol Map that will help you look up all the new eSignal symbols.


U.S. Futures Symbol Format International Futures Symbol Format
Enter the contract symbol, a space, Month Code, then last digit of the year.

Front-Month Futures
Replace the month code and year with the appropriate front-month designation.
Example: SP 1! or SP 2!

Futures Session IDs
The ability to separate the day and night sessions on certain futures is available.
Example: SP H5=1 (Globex) or SP H5=2 (Day Session)

Enter the contract symbol, a space, Month Code, the last digit of the year, a dash, then the Exchange Code.


Cross Rate to U.S. Dollar Cross Rates for Other Currencies
Enter the Currency Code, a space, the spot code "A0", a dash, then "FX" as the exchange. Entering one standard Forex symbol using the A0 spot code is the cross rate to the U.S. Dollar. Enter two Currency Codes, a space, the spot code "A0", a dash, then "FX" as the exchange.


Note: The cross rate to U.S. Dollar is available on all currency codes (ie, JPY A0-FX). Other cross rates are available between major currency codes only (ie, GBPJPY A0-FX).

Exceptions: Australian dollar (AUD), British pound (GBP), European Currency Unit (ECU), Gibraltar pound (GIP), Irish pound (IEP), New Zealand dollar (NZD), and St. Helena pound (SHP) are formatted using the Currency Code, a space, a Month or Year Code (A0=cash, M1=1 month, M5=5 months, Y1=1 year, Y2=2 years, etc.), a dash, then FX.

Examples: AUD A0-FX, AUD M5-FX, AUD Y2-FX


OneChicago Single Stock Futures Contracts
Enter the root symbol passed by the exchange, product code, month and year, a dash, and the exchange symbol for OneChicago (1C).

For example, the symbol passed by OneChicago on day 1 for an MSFT Single Stock Futures contract would be: MSFT1C

The product code is purely a method for tracking corporate actions.
If the MSFT stock were to split on day 2, the symbol passed by OneChicago would be MSFT2C, then a space followed by:

M= Using the single character futures style month code

Y= 1 digit year code

Then, a dash followed by: 1C for OneChicago

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Unless otherwise noted, data provided is delayed at least 10 minutes and is considered to be accurate, but is not warranted or guaranteed by
eSignal. This data is proprietary and may not be copied, disseminated or used without the express written permission of eSignal.

There is a substantial risk of loss in trading futures and options. Do not risk money you cannot afford to lose.

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