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Non-Tech : Quote.com QCharts
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To: Patrick Slevin who wrote (9657)10/4/2000 1:51:30 PM
From: qcom_datadept  Read Replies (1) of 17977
 
Patrick,

Future Option Symbology Guide
-----------------------------

Root symbols:
Attached is a symbols guide to the future option root codes that we use (also available at egroups.com .) The codes represent the first two letters of any future option symbol... the [root symbol] in the sample below.

[root symbol][month code][3-digit strike price]

Month codes:
The first step in determining the month code is to see if the "root symbol" differentiates between a call option and a put option. If the root symbol does, then use the standard month code list.

Standard Month Code List:
Code Month
--------------
F January
G February
H March
J April
K May
M June
N July
Q August
U September
V October
X November
Z December

If the root symbol does not differentiate, then use the below list.

Call Put Month
--------------------
F A January
G B February
H C March
J D April
K E May
M I June
N L July
Q O August
U P September
V R October
X S November
Z T December

3-Digit Strike Price:
The trickiest part... unfortunately, our data provider (S&P Comstock) does not standardize any convention for the strike price part of a future option symbol. The only way to figure out what the proper 3 digits are is with Trial and Error. Many times if the strike price is 4 digits long you simply drop the first number. If it is 5 digits, you drop the first and last number. Below are some examples of complete symbols:

Corn:
CYZ190 - December 190 Call
PYZ190 - December 190 Put

Japanese Yen:
CJZ940 - Dec 9400 Call
PJZ930 - Dec 9300 Put

Gold:
OGZ285 - Dec 285 Call
OGT280 - Dec 280 Put

Crude Oil:
LOZ270 - Dec 27 Call
LOI270 - Dec 27 Put
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