IB: Symbol Guide

This symbol guide documents how to enter symbols into Ensign Windows for the Interactive Brokers data-feed. All the Indices symbols in Ensign Windows begin with a '$' character. Symbols from a few exchanges require that you specify the Currency that they are quoted in. The Interactive Brokers web site has a detailed description of all exchanges, symbols, and currencies:

http://www.interactivebrokers.com/en/p.php?f=products&ib_entity=llc

Links to Symbol Formats by Exchange

American Stock Exchange AMEX
Chicago Board of Trade
Chicago Board Options Exchange CBOE
Chicago Mercantile Exchange GLOBEX
Eurex US
Nasdaq Stocks
New York Mercantile Exchange NYMEX
New York Stock Exchange NYSE
One Chicago ONE Stock Futures
Pacific Stock Exchange PSE
Philadelphia Stock Exchange PHLX
IB Ideal Forex Currency Symbols
Australia – Sydney Futures Exchange
Belgium – Euronext Brussels Futures Exchange
Canada – Toronto Stock Exchange
Canada – Montreal Futures Exchange
France – Euronext France Futures Exchange

Germany – Eurex
Germany – Xetra FWB
Hong Kong - Futures Exchange
Hong Kong - Stock Exchange
Italy – Borsa Italiana
Japan – Osaka Exchange
Japan – Tokyo Stock Exchange
Korea - Korea Stock Exchange
Netherlands – Euronext NL Exchange
Singapore Exchange - SGX
Spain – Meffrv Futures
Switzerland – Eurex SOFFEX
Switzerland – Swiss Exchange EBS
Switzerland – VIRTX
United Kingdom – International Petroleum Exchange
United Kingdom – LIFFE
United Kingdom – London Stock Exchange LSE

Futures Contract Month Codes

F - January
G - February
H - March
J - April
K - May
M - June Example: ES M1 = E-mini S&P June 2011 Futures Contract
N - July
Q - August
U - September
V - October
X - November
Z - December

Symbol Format for Futures

[Symbol] [MonthCode][Year][–][Exchange][$][Currency]

ES M0 E-mini S&P 500 June 2010
NQ U0 E-mini Nasdaq September 2010
YM H1 E-mini Dow March 2011
CAC40 M1-MONEP CAC 40 Futures June 2011
I Z0-LIFFE$EUR 3 Month Euribor Interest Rate Futures December 2010, Euro currency
Z U0-LIFFE Financial Times Stock Exchange 100 Futures September 2010

Symbol Format for Futures Options

[Symbol] [MonthCode][Year][C or P][Strike]

ES M1C1370 E-mini S&P 500 June 2011, Call at 1370
ES M1P1375 E-mini S&P 500 June 2011, Put at 1375

Symbol Format for Stock Options (enter in the 'Setup | Manager' symbol list)

[Underlying Symbol]<space>[TwoDigitYear][TwoDigitDay][Put/Call and Expiration Month Code][StrikePrice]

Symbol Root = Generally the underlying equity ticker symbol for the contract (e.g. MSFT) or variant based on significant corporate action being applicable (e.g. MSFT1). Multiple roots can coexist.

Space = Blank space separates the root from the rest of the options symbol.

TwoDigitYear = Expiration Year (2 digits)

TwoDigitDay = Expiration Day in the expiration month for symbols with a weekly expiry.

Put/Call and Month Code = Put/Call and Expiration month indicator (A-L = January-December Calls) (M-X = January-December Puts)

StrikePrice = Include a decimal only if the strike price has cents. No trailing zeros are used. Example: Use 17.5 for a strike at 17.50.

MSFT 11B20 = Microsoft Feb 2011 Call for 20.00
MSFT 11N29 = Microsoft Feb 2011 Put for 29.00

For a symbol with a weekly expiry, add the day of the month after the year digits.

CSCO 1118W17 = Cisco 2011 Nov 18th, Put for 17.00,
SPY 1118K107 = SPY 2011 Nov 18th, Call for 107.00

How to Specify the Currency

Interactive Brokers requires that all symbols include the Currency that the symbol is quoted in. All of the symbols for each trading Exchange have a default currency assigned by Ensign Windows. However, there are many symbols which do not trade in the default currency. An override is necessary to specify the currency for the symbol. Append a '$' and the Currency at the end of a symbol to specify the currency. For specific symbols and their currency, see the Interactive Brokers web site:

http://www.interactivebrokers.com/en/p.php?f=products&ib_entity=llc

ABSI-EBS$USD Stock symbol on the EBS exchange, quoted in US Dollars
I H1-LIFFE$EUR 3 Month Euribor Interest Rate Futures, quoted in Euros
JDW-VIRTX$GBP Stock symbol on the VIRTX exchange, quoted in British Pound

IB FX - IDEAL Forex Currency Symbols

Combine root symbols in Ensign Windows as follows (root/root). Examples:

USD/JPY U.S. Dollar quoted in Japanese Yen
EUR/USD Euros quoted in U.S. Dollars
JPY/USD Japanese Yen quoted in U.S. Dollars

The following root symbols are available to combine into various Currency symbols:

AUD Australian Dollar
CAD Canadian Dollar
CHF Swiss Franc
EUR Euros
GBP British Pound
HKD Hong Kong Dollar
JPY Japanese Yen
USD U.S. Dollar

The exchange will default to use IDEAL. Append a dash to use IDEALPRO. Example:

EUR/USD- Changes the exchange from IDEAL to IDEALPRO
EUR/USD-(BID) Uses IDEALPRO and charts the BID

Australia - Sydney Futures Exchange

SPI H1-SNFEStandard and Poors / Australian Stock Exchange 200 Index (March 2011)

Belgium - Euronext Brussels Futures Exchange

BFX H1-BELFOX BEL 20 Index Futures (March 2011)
$BFX BEL 20 Index

Canada - Toronto Stock Exchange

All Stock symbols from the Toronto Stock Exchange should have –TSE or -VENTURE appended to the symbol. Examples: BBD.SV.B-TSE, BAB-TSE, HAE-TSE, GEM-VENTURE, JNN-VENTURE, etc. The default Currency is CAD.

Toronto Stock Exchange Indices:

$SXA Gold Index
$SXB Financials Index
$SXH Info Tech Index
$SXY Energy Index
$TSE35 TSE35 Index
$TSE60 S&P Canada 60 Index Futures
$TICK-TSE TSE Tick
$TRIN-TSE TSE Trin

Canada - Montreal Futures Exchange

BAX H1-CDE 3 Month Canadian Banker's Acceptance Futures (March 2011)
CGB H1-CDE 10 Year Government of Canada Bonds Futures (March 2011)
TSE60 H1-CDE S&P Canada 60 Index Futures (March 2011)

France - Euronext Futures Exchange

CAC40 H1-MONEP CAC 40 Futures (March 2011)

Indices:

$CAC40 CAC 40 Index
$N100 Euronext 100 Index
$NBNP DJ Stoxx L&M Bank Index
$NENP DJ Stoxx L&M Energy Index
$NINP DJ Stoxx L&M Insurance Index
$NMDP DJ Stoxx L&M Media Index
$NPHP DJ Stoxx L&M Pharmaceutical Index
$NTEP DJ Stoxx L&M Telecom Index
$NTHP DJ Stoxx L&M Technology Index
$SXMP Dow Jones Stoxx Media

Germany - Eurex Futures

All the examples below use March 2011 (H1) as the futures contract month.

DAX H1-DTB Dax Index Futures
ESTX50 H1-DTB DJ Euro Stoxx50 Futures
EU1 H1-DTB One Month Euribor Futures
EU3 H1-DTB Three Month Euribor Futures
FOX H1-DTB Finish Stock Index Futures
GBL H1-DTB Euro Bund Futures
GBM H1-DTB Euro BobL Futures
GBS H1-DTB Euro Shaz Futures
GBX H1-DTB Fut on 15-30 Year Bond
GTI H1-DTB DJ Global Titans Index 50 Futures
NMAX H1-DTB Nemax 50 Performance Index Futures
STX H1-DTB DJ Stoxx50 Futures
SX7E H1-DTB DJ Euro Stoxx Banks Index Futures
SX7P H1-DTB DJ Stoxx 600 Banks Futures
SX8E H1-DTB DJ Euro Stoxx Technology Futures
SX8P H1-DTB DJ Stoxx 600 Technology Futures
SXDE H1-DTB DJ Euro Stoxx Healthcare Futures
SXDP H1-DTB DJ Stoxx 600 Healthcare Futures
SXKE H1-DTB DJ Euro Stoxx Telecommunications Futures
SXKP H1-DTB DJ Stoxx 600 Telecommunications Futures

The following Indices can be entered in Ensign Windows for the Eurex (DTB) exchange. See the Interactive Brokers web site for a detailed description list of the Indices.

$DAX $EFE $EFP $ESA $ESB $ESE $ESF $ESH $ESI $ESM $ESTX50 $ESU $ESY $FOX $GBX $GTI $NMAX $STB $STH $STT $STX $STY $SX1E $SX2E $SX3E $SX4E $SX6P $SX7E $SX7P $SX8E $SX8P $SXDE $SXDP $SXEP $SXHE $SXIP $SXKE $SXKP $SXNE $SXOE $SXPE $TDX

Germany - Xetra (FWB) Stock Exchange

All Stock symbols from FWB should have –FWB appended to the symbol.
Examples: JNPR-FWB, JDSU-FWB, IBM-FWB, etc. The default Currency is EUR.

Indices:

$TICK-FWB FWB Tick
$TRIN-FWB FWB Trin

Hong Kong Futures Exchange

HHI.HK M1-HKFE Hang Seng China Enterprise Index (June 2011)
HSI M1-HKFE Hang Seng Stock Index Futures (June 2011)
MHI M1-HKFE Mini Hang Send Index Futures (June 2011)

Indices:

$HSI Hang Seng Stock Index
$MHI Mini Hang Seng Index
$HHI.HK China Enterprise Index

Hong Kong - Stock Exchange

All Stock symbols from SEHK should have –SEHKappended to the symbol.

1299-SEHK

Italy - Borsa Italiana (IDEM) Exchange

MINI M1-IDEM Mini MIB30 Index Futures (June 2011)
SPMIB M1-IDEM Milan MIB30 Index Futures (June 2011)

Japan - Osaka Securities Exchange (OSE.JPN)

N225 Z1-OSE.JPN Nikkei 225 Futures (Dec 2011) Example
N225M Z1-OSE.JPN Nikkei 225 Mini Futures (Dec 2011)
$N225 Nikkei 225 Index

Japan - Tokyo Stock Exchange

JTI M1-TSE.JPN Topix Index Futures (June 2011)
$TOPX Topix Index
$TICK-TSEJ Tokyo Tick
$TRIN-TSEJ Tokyo Trin

Korea - Korea Stock Exchange (Unavailable to U.S. citizens)

$K200 KOSPI200 Index
K200 H1-KSE KOSPI200 Futures (March 2011)
$TICK-KSE Korea Tick
$TRIN-LSE Korea Trin

Netherlands - Euronext NL (FTA)

AEXL H1-FTA AEX Index Light Futures
EOE H1-FTA AMS EOE Index Futures (March 2011)

The following Indices can be entered in Ensign Windows for the Euronext (FTA) exchange.
See the Interactive Brokers web site for a detailed description list of the Indices.

$AEXL $APC $AVC $E100 $EOE $FDE $FED $STARS $TOP5

Singapore Exchange - SGX

ED H1-SGX$USD 3 Mo Eurodollar Interest Rate (March 2011)
SEY H1-SGX Euroyen (Tibor) Index
SJB H1-SGX SGX: Mini JGB Index
SGXNK H1-SGX SGX: Nikkei 225 Example
STW H1-SGX$USD MCSI Taiwan Index
STW H1-SDX$USD Tiawan Future
SSG H1-SGX$SGD Singapore Dollar

Indices:

$SEY Euroyen (Tibor) Index
$SGXNK SGX: Nikkei 225
$SJB SGX: Mini JGB Index
$STW MSCI Taiwan Index

Spain - Meffrv Futures

MN H1-MEFFRV IBEX 35 Index Mini Futures (March 2011)
IX H1-MEFFRV IBEX 35 Index Futures (March 2011)

Indices:

$SPEUP S&P Euro 350 Eur Index
$SPFN S&P 350 Financials Index
$SPIT S&P 350 Information Technology
$SPTS S&P 350 Telecom Technology

Switzerland - Eurex (SOFFEX)

SMI H1-SOFFEX Swiss Market Index Futures (March 2011)
$SMI Swiss Market Index

Switzerland - Swiss Exchange (EBS)

All Stock symbols from the Swiss Stock Exchange should have –EBS appended to the symbol.
Examples: JPM-EBS, INTC-EBS, MEK-EBS, etc. The default Currency is CHF.

Indicate the Currency if not quoted in Swiss Francs (CHF).
Examples: ABSI-EBS$USD, ABSE-EBS$EUR, ALT-EBS$USD

Indices:

$TICK-EBS EBS Tick
$TRIN-EBS EBS Trin

Switzerland - VIRTX

All Stock symbols from the VIRTX Exchange should have –VIRTX appended to the symbol.
Indicate the Currency that the symbol is Quoted in.
Examples: JDW-VIRTX$GBP, BAY-VIRTX$GBP, POP-VIRTX$EUR, etc.

Indices:

$TICK-VIRTX VIRTX Tick
$TRIN-VIRTX VIRTX Trin

United Kingdom - International Petroleum Exchange - IPE

The following Futures Symbols all use March 2011 (H1) in the examples.

COIL M1 Brent Crude
GOIL M1 Gas Oil
NGF M1 Natural Gas

United Kingdom - LIFFE

The following Futures Symbols all use March 2011 (H1) in the examples.

I H1-LIFFE$EUR 3 Month Euribor Interest Rate Futures
L H1-LIFFE 3 Month Sterling Interest Rate Futures
MCP H1-LIFFE$EUR Morgan Stanley Pan-Euro Index Futures
MCU H1-LIFFE$EUR Morgan Stanley Euro Index Futures
O H1-LIFFE$EUR 5 Year Euro Swap Note Futures
P H1-LIFFE$EUR 10 Year Euro Swap Note Futures
R H1-LIFFE Long Gilt Futures
TWS H1-LIFFE$EUR 2 Year Euro Swap Note Futures
USO H1-LIFFE$USD 5 Year $ Swap Note Futures
USP H1-LIFFE$USD 10 Year $ Swap Note Futures
Z H1-LIFFE Financial Times Stock Exchange 100 Futures

Indices:

$C 3 Month Euribor Interest Rate
$D Robusta Coffee (LIFFE-NF)
$EON One Month Eonia Indexed Future
$XC Cocoa
$XD Robusta Coffee
$Z Financial Times Stock Exchange 100

United Kingdom - London Stock Exchange (LSE)

All Stock symbols from the LSE Exchange should have –LSE appended to the symbol.
Examples: BAA-LSE, PMO-LSE, VCT-LSE, etc. The default Currency is GBP.

Indicate the Currency if not quoted in British Pounds (GBP).
Examples: BIR-LSE$EUR, TATN-LSE$USD, DRX-LSE$EUR

Indices:

$TICK-LSE LSE Tick
$TRIN-LSE LSE Trin

United States - American Stock Exchange (AMEX)

Examples: $ADR, $BTK, $DRG, $IBH, $MMI, $TMW, $XAL, $XCI, $XOI, $TICK-AMEX, $TRIN-AMEX

$AD-AMEX(A) Issues Advance (See Q&A Knowledgebase)
$AD-AMEX(D) Issues Decline
$AD-AMEX(U) IssuesUnchanged
$VOL-AMEX(A) Volume Up
$VOL-AMEX(D) Volume Down
$VOL-AMEX(U) Volume Unchanged

United States - Chicago Board of Trade (CBOT) Futures

The following Futures examples use March 2011 (H1) as the contract month and year.

YE H1 Mini sized Eurodollar Futures
YG H1 Mini sized New York Gold Futures
YH H1 Mini sized Bond Futures
YI H1 Mini sized NY Silver Futures
YM H1 Mini sized Dow Jones Industrials Futures
YN H1 Mini sized 10 Year T-Note Futures
ZB H1 30 Year US Bond Futures
ZF H1 5 Year US Treasury Note Futures
ZN H1 10 Year US Treasury Note Futures
ZQ H1 30 Day Fed Funds Futures
ZT H1 2 Year US Treasury Note Futures

United States - Chicago Board Options Exchange (CBOE)

Stock options are entered with the underlying stock symbol, a space, the month letter, and the strike letter. Some stock options also need the strike price to be entered after the strike letter. Examples:

QQQQ LI35 QQQQ option, December Call, 35 Strike
SPY WO119 SPY option, November Put, 119 Strike

Examples: $AUX, $BIX, $FSX, $OEX, $RUA, $SGX, $SPX, $VIX, etc.

United States - Chicago Mercantile Exchange (GLOBEX) Futures

The following Futures examples use March 2011 (H1) as the contract month and year.

AUD H1 Australian Dollar / USD Exchange Rate Futures
BRE H1 Brazilian Real Futures
CAD H1 Canadian Dollar Futures
CHF H1 Swiss Franc Exchange Rate Futures
E7 H1 E-mini Euro Futures
EMD H1 E-mini S&P Midcap 400 Futures
ER2 H1 E-mini Russell 2000 Futures
ES H1 E-mini S&P 500 Futures
EUR H1 Euro FX Futures
F0 H1 10 Year Agency Note Futures
F5 H1 5 Year Agency Note Futures
FEX H1 Fortune E-50 Futures
FIN H1 S&P 500 Financial Sector Index Futures
GBP H1 British Pound Futures
GE H1 Globex Euro Dollar Futures
J7 H1 E-mini Japanese Yen Futures
JPY H1 Japanese Yen Futures
MXP H1 Mexican Peso Futures
NIY H1 Yen Denominated Nikkei 225 Index Futures
NKD H1 Dollar Denominated Nikkei 225 Index Futures
NQ H1 E-mini Nasdaq 100 Futures
NZD H1 New Zealand Dollar Futures
QB H1 Quarterly Bankruptcy Index
QCN H1 E-mini Nasdaq Composite Futures
RUI H1 Russell 1000 Index Futures
RUR H1 Russian Ruble Futures
SGX H1 S&P 500 / Barra Growth Index Futures
SML H1 S&P 500 Smallcap 600 Index Futures
SVX H1 S&P 500 / Barra Value Index Futures
TZ H1 Fed Funds Turn Rate Futures
ZAR H1 South African Rand Futures

United States - Eurex US

The following Futures examples use March 2011 (H1) as the contract month and year.

TBX H1 30 Year Treasury Bond Futures (EurexUS)
TN2 H1 Jumbo 2 Year US Treasury Note (EurexUS)
TN3 H1 3 Year US Treasury Note (EurexUS)
TNL H1 10 Year Treasury Note Futures (EurexUS)
TNM H1 5 Year Treasury Note Futures (EurexUS)
TNS H1 2 Year Treasury Note Futures (EurexUS)
WR1 H1 Russell 1000 Index Futures (EurexUS)
WR2 H1 Russell 2000 Index Futures (EurexUS)
EUR H1-EUREX$USD Euro quoted in US dollar
EUR H1-EUREX$JPY Euro quoted in Japanese Yen
EUR H1-EUREX$GBP Euro quoted in British Pound
EUR H1-EUREX$CAD Euro quoted in Canadian $
EUR H1-EUREX$AUD Euro quoted in Australian $

United States - Nasdaq

All Indices that originate from the Nasdaq must have -NASD appended to the symbol.
Examples: $BANK-NASD, $COMP-NASD, $IXO-NASD, $NDX-NASD, $TICK-NASD, $TRIN-NASD, etc.

$AD-NASD(A) Issues Advance (See Q&A Knowledgebase)
$AD-NASD(D) Issues Decline
$AD-NASD(U) IssuesUnchanged
$VOL-NASD(A) Volume Up
$VOL-NASD(D) Volume Down
$VOL-NASD(U) Volume Unchanged

United States - New York Mercantile Exchange (NYMEX) Futures

QG H1 Natural Gas E-mini Futures (March 2011)
QM H1 Crude Oil E-mini Futures (March 2011)

United States - New York Stock Exchange (NYSE)

$INDU Dow Jones Industrial Average
$NHZ NYSE Transportation Index
$NNA NYSE Utility Index
$NYA NYSE Composite Index
BRK B Berkshire Hathaway Inc. common stock
$TICK-NYSE NYSE Tick
$TRIN-NYSE NYSE Trin
$AD-NYSE(A) Issues Advance (See Q&A Knowledgebase)
$AD-NYSE(D) Issues Decline
$AD-NYSE(U) IssuesUnchanged
$VOL-NYSE(A) Volume Up
$VOL-NYSE(D) Volume Down
$VOL-NYSE(U) Volume Unchanged

United States - One Chicago (ONE)

Example single stock futures format: IBM M1-ONE
The single stock futures have a space, month, year, and -ONE suffix.

The following index symbols are available from One Chicago.

$XARO Aerospace Index
$XBNK Bank Index
$XBTC BioTech Index
$XCMT Communications Index
$XDRG Pharmaceuticals Index
$XELC Electric Utilities Index
$XFIS Diversified Financials Index
$XIDD Diversified Industrial Index
$XOIL Oil Companies Index
$XPCS Precious Metals Index
$XRTS Retail Index
$XSCR Investment Services Index
$XSEM Semiconductors Index
$XSOF Software Index
$XTHQ Technology Hardware & Equipment Index

United States - Pacific Stock Exchange (PSE)

$PSE PSE Technology Index
$TIX PSE Telegraph LTD Israel Index
$WSX Wilshire Smallcap Index

United States - Philadelphia Stock Exchange (PHLX)

Examples: $BKO, $HGX, $OTX, $SOX, $UTY, $VLE, $XAU, $XOC, etc.