eSignal: Symbol Guide

This symbol guide documents how to enter symbols into Ensign Windows for the eSignal data-feed.  Please contact eSignal for a complete listing of all available symbols.

Stocks
IBM, MSFT, XOM, AAPL, YHOO, etc.

Canadian Stock Exchange Identifiers
Alberta -AC
Montreal -MC
Toronto -TC
Vancouver -VC

Include the Canadian Stock Exchange Identifier after the symbol. Example: CCC-TC and PDG-TC trade on the Toronto Exchange.

European Stock Exchanges
The following is a list of the 3-letter codes that represent each exchange. To enter a symbol, you will need to know the root symbol, which is followed by a dash and the 3-letter exchange code. (Example: BAY-LON for British Airways on the London exchange)
AMS -- Amsterdam
BER -- Berlin
BRE -- Bremen
BRU -- Brussels
CSE -- Copenhagen
DUB -- Ireland
DUS -- Dusseldorf
FRA -- Frankfurt
HAM -- Hamburg
HAN -- Hanover
HEL -- Helsinki
ICE -- Iceland
LON -- London
MAC -- Madrid
MIL -- Milan (Italian)
MUN -- Munich
OSL -- Oslo
PAR -- Paris
SSE -- Stockholm
STU -- Stuttgart
SWX -- Switzerland
VIE -- Vienna
XET -- Xetra

Futures
The eSignal version of Ensign Windows displays all Futures symbols in the following format: 
Symbol, a space character, Month Code, Year Digit (Example: SP U9 is the symbol for the S&P 500, September, 2009, contract).

The Month Codes are as follows: Jan=F, Feb=G, Mar=H, Apr=J, May=K, Jun=M, Jul=N, Aug=Q, Sep=U, Oct=V, Nov=X, Dec=Z.

The Year Digit is the last digit of the year. 8=2008, 9=2009, 0=2010, 1=2011, etc.

Enter Futures symbols as shown below:

CL X8 (Crude Oil, November, 2008)
JY Z9 (Japanese Yen, December, 2009)
DJ H0 (Dow Jones Future, March, 2010)
ED M9 (Euro-dollar, June, 2009)

Some futures markets have a trading session for both Day and Evening sessions. These sessions can be quoted and charted separately if desired. Append =1 (to the symbol) to obtain the Evening or Globex session only. Append =2 (to the symbol) to obtain the Day session only. Note: The regular symbol will include both sessions. The following example illustrates the composite, evening, and day session only symbols for the S&P 500, March, 2009 symbol.

SP M9 Composite of both sessions
SP M9=1 Evening or Globex session only
SP M9=2 Day session only

NOTE: Ensign Windows Chart filenames (saved on the hard disk) do not contain an equal sign. The filename on the hard disk will be converted to the following filename (assuming a daily chart):

SP M9 saves as SP9M.D
SP M9=1 saves as SP M9-1.D
SP M9=2 saves as SP M9-2.D

Continuation Futures
Continuation chart symbols always track the front (spot) contract month. Continuation charts can be viewed by using the following symbol format: Symbol, a space character, and #F.

NQ #F Continuation symbol for E-mini Nasdaq
SP #F Continuation symbol for S&P 500
CL #F Continuation symbol for Crude Oil

Futures Options Chains
To request a Futures Options Chain, enter the Futures Options symbol using the following format (An options chain represents all the available options for a particular symbol). This allows you to make one entry in the Manager symbol list and receive several symbols. The options chain can be filtered by Month if desired.

SP *FO S&P 500 All Options for all months
Note: This may exceed your symbol limit.

SP *FO (SEP0) S&P 500 September 2000 Options
US *FO (DEC0) US Bond December 2000 Options

London Futures
London Futures require that the characters -LF follow the symbol. Example: LX H9-LF

Index Symbols
The eSignal version of Ensign Windows requires a $ dollar sign as the first character of each Index symbol. For example, the Dow Jones Industrial symbol is $INDU.
$SPY (cash S&P 500 index)
$OEX (S&P 100 index)
$CRY (Cash CRB index)
$INDU (Dow Jones Industrials)

Stock Options
Stock Option symbols contain the root Symbol, a space character, Month code, and Strike code (example: IBM AF ). Enter all stock symbols with a SPACE between the root symbol and the Month/Strike codes.

IBM AF
MSQ AH
XON LB

View the Stock Option Symbol Guide for a detailed stock option symbol format.

Stock Option Chains
The eSignal version of Ensign Windows allows you to request an options chain. This allows you to request and download all the strike prices and symbols for a particular stock (with just one entry). To request a stock options chain select SetUp | Manager from the menu. Enter the options chain request in the 'Add Symbols' entry box, as shown in the examples below. The options chain symbols will flow into the Options market group quote pages and start to update. NOTE: The options chain can be filtered by both Volume and Strike price if desired. The keywords STRIKE, STRANGE, AND VOL can be used. The following three examples illustrate how to make an options chain request for IBM stock options.

1) Use the ? character to retrieve all Strike Prices for a specified Symbol and Month code. The ? character is a wildcard character that will retrieve all Strike Prices.

IBM L? - Retrieve all IBM December Calls
IBM M? - Retrieve all IBM January Puts
OEX B? - Retrieve all OEX February Calls

2) Use the STRIKE and STRANGE key words to request all Stock Options ranging between two strike price levels. The following example will retrieve all IBM Stock Options between strike prices $80-$120. Every Month will be included.

IBM *(STRIKE>80000 STRANGE<120000)

3) Use the VOL keyword to filter the Stock Options using Volume. The following entry will request all IBM Stock Options ranging from strike prices $90-$100 and Volume greater than 500.

IBM *(VOL>500 STRIKE>90000 STRANGE<100000)

Forex Symbols
Crossmarket Foreign Exchange symbols are entered with A0-FX at the end of the symbol (A0 = the letter A, plus the number zero 0).
USDDEM A0-FX
GBPCHF A0-FX
USDJPY A0-FX