Documentation
Appendices
Supported Markets

Supported Markets

Futures

All 78 futures markets:

SymbolDescriptionCategoryCountryExchangeTimezoneCurrency
@AUDAustralian DollarCurrencyUnited StatesCMEChicagoUSD
@BREBrazilian RealCurrencyUnited StatesCMEChicagoUSD
@BRRBitcoinCryptoUnited StatesCMEChicagoUSD
@BTPEuro-BTP Italian Govt BondInterestGermanyEUREXBerlinEUR
@BTSShort-Term Euro-BTPInterestGermanyEUREXBerlinEUR
@CLondon CocoaSoftUnited KingdomICEEULondonGBP
@CAC40CAC 40 IndexIndexFranceMONEPParisEUR
@CADCanadian DollarCurrencyUnited StatesCMEChicagoUSD
@CCNew York CocoaSoftUnited StatesICEUSNew YorkUSD
@CHFSwiss FrancCurrencyUnited StatesCMEChicagoUSD
@CLCrude OilEnergyUnited StatesNYMEXChicagoUSD
@COILBrent CrudeEnergyUnited KingdomICEEULondonUSD
@CSCCheeseAgricultureUnited StatesCMEChicagoUSD
@CTCotton No. 2SoftUnited StatesICEUSNew YorkUSD
@DRobusta CoffeeSoftUnited KingdomICEEULondonUSD
@DAClass III MilkAgricultureUnited StatesCMEChicagoUSD
@DAXDAXIndexGermanyEUREXBerlinEUR
@DJ600STOXX 600 IndexIndexGermanyEUREXBerlinEUR
@DXUS Dollar IndexCurrencyUnited StatesICEUSNew YorkUSD
@EBMMilling Wheat (European)AgricultureGermanyEUREXBerlinEUR
@EMDE-Mini S&P MidCap 400IndexUnited StatesCMEChicagoUSD
@EOEAEX IndexIndexNetherlandsFTAAmsterdamEUR
@ESE-Mini S&P 500IndexUnited StatesCMEChicagoUSD
@ESTX50EURO STOXX 50 IndexIndexGermanyEUREXBerlinEUR
@EUREuro FXCurrencyUnited StatesCMEChicagoUSD
@GBLEuro BundInterestGermanyEUREXBerlinEUR
@GBMEuro Bobl (5-Year Bond)InterestGermanyEUREXBerlinEUR
@GBPBritish PoundCurrencyUnited StatesCMEChicagoUSD
@GBSEuro Schatz (2-Year Bond)InterestGermanyEUREXBerlinEUR
@GBXEuro Buxl (15- to 30-Year Bond)InterestGermanyEUREXBerlinEUR
@GCGoldMetalUnited StatesCOMEXChicagoUSD
@GFFeeder CattleMeatUnited StatesCMEChicagoUSD
@HELean HogsMeatUnited StatesCMEChicagoUSD
@HGCopperMetalUnited StatesCOMEXChicagoUSD
@HONY Harbor ULSD (Heating Oil)EnergyUnited StatesNYMEXChicagoUSD
@I3-Month EuriborInterestUnited KingdomICEEULondonEUR
@JPYJapanese YenCurrencyUnited StatesCMEChicagoUSD
@KCCoffee “C”SoftUnited StatesICEUSNew YorkUSD
@KEHard Red Winter WheatAgricultureUnited StatesCBOTChicagoUSD
@LBRLumberSoftUnited StatesCMEChicagoUSD
@LELive CattleMeatUnited StatesCMEChicagoUSD
@NGHenry Hub Natural GasEnergyUnited StatesNYMEXChicagoUSD
@NIYNikkei 225 (Yen Denominated)IndexUnited StatesCMEChicagoJPY
@NKDNikkei 225 USDIndexUnited StatesCMEChicagoUSD
@NOKNorwegian KroneCurrencyUnited StatesCMEChicagoUSD
@NQE-Mini NASDAQ-100IndexUnited StatesCMEChicagoUSD
@NZDNew ZealandCurrencyUnited StatesCMEChicagoUSD
@OATEuro-OAT French Govt BondInterestGermanyEUREXBerlinEUR
@OJFrozen Concentrated OJSoftUnited StatesICEUSNew YorkUSD
@PAPalladiumMetalUnited StatesNYMEXChicagoUSD
@PLPlatinumMetalUnited StatesNYMEXChicagoUSD
@RLong GiltInterestUnited KingdomICEUSNew YorkGBP
@RBNY Harbor RBOBEnergyUnited StatesNYMEXChicagoUSD
@RTYE-Mini Russell 2000IndexUnited StatesCMEChicagoUSD
@SBSugar No. 11SoftUnited StatesICEUSNew YorkUSD
@SEKSwedish KronaCurrencyUnited StatesCMEChicagoUSD
@SISilverMetalUnited StatesCOMEXChicagoUSD
@SIRIndian RupeeCurrencyUnited StatesCMEChicagoUSD
@SIXMFinancial Select Sector IndexIndexUnited StatesCMEChicagoUSD
@TNUltra 10-Year US Treasury NoteInterestUnited StatesCBOTChicagoUSD
@UBUltra Treasury BondInterestUnited StatesCBOTChicagoUSD
@V2TXVSTOXX Volatility IndexIndexGermanyEUREXBerlinEUR
@VIXCBOE VolatilityIndexUnited StatesCFEChicagoUSD
@YME-Mini DowIndexUnited StatesCBOTChicagoUSD
@ZFTSE 100 IndexIndexUnited KingdomICEEULondonGBP
@ZARSouth African RandCurrencyUnited StatesCMEChicagoUSD
@ZB30 Yr U.S.Treasury BondsInterestUnited StatesCBOTChicagoUSD
@ZCCornAgricultureUnited StatesCBOTChicagoUSD
@ZF5 Yr U.S.Treasury NotesInterestUnited StatesCBOTChicagoUSD
@ZLSoybean OilAgricultureUnited StatesCBOTChicagoUSD
@ZMSoybean MealAgricultureUnited StatesCBOTChicagoUSD
@ZN10 Yr U.S. Treasury NotesInterestUnited StatesCBOTChicagoUSD
@ZOOatsAgricultureUnited StatesCBOTChicagoUSD
@ZQ30-Day Federal FundsInterestUnited StatesCBOTChicagoUSD
@ZRRough RiceAgricultureUnited StatesCBOTChicagoUSD
@ZSSoybeansAgricultureUnited StatesCBOTChicagoUSD
@ZT2 Year U.S. Treasury NotesInterestUnited StatesCBOTChicagoUSD
@ZWWheatAgricultureUnited StatesCBOTChicagoUSD

Market Internals

All 42 market internals:

SymbolDescriptionCountryExchangeTimezoneCurrency
%52WHNNYSE New 52-Week HighsUnited StatesNYSENew YorkUSD
%52WHNDNASDAQ 100 New 52-Week HighsUnited StatesNASDAQNew YorkUSD
%52WHQNASDAQ New 52-Week HighsUnited StatesNASDAQNew YorkUSD
%52WHRLRussell 2000 New 52-Week HighsUnited StatesUSNew YorkUSD
%52WHSPS&P 500 New 52-Week HighsUnited StatesUSNew YorkUSD
%52WHUSAll US New 52-Week HighsUnited StatesUSNew YorkUSD
%52WLNNYSE New 52-Week LowsUnited StatesNYSENew YorkUSD
%52WLNDNASDAQ 100 New 52-Week LowsUnited StatesNASDAQNew YorkUSD
%52WLQNASDAQ New 52-Week LowsUnited StatesNASDAQNew YorkUSD
%52WLRLRussell 2000 New 52-Week LowsUnited StatesUSNew YorkUSD
%52WLSPS&P 500 New 52-Week LowsUnited StatesUSNew YorkUSD
%52WLUSAll US New 52-Week LowsUnited StatesUSNew YorkUSD
%ADVNYSE Advancing IssuesUnited StatesNYSENew YorkUSD
%ADVNDNASDAQ 100 Advancing IssuesUnited StatesNASDAQNew YorkUSD
%ADVQNASDAQ Advancing IssuesUnited StatesNASDAQNew YorkUSD
%ADVRLRussell 2000 Advancing IssuesUnited StatesUSNew YorkUSD
%ADVSPS&P 500 Advancing IssuesUnited StatesUSNew YorkUSD
%ADVUSAll US Advancing IssuesUnited StatesUSNew YorkUSD
%DECLNYSE Declining IssuesUnited StatesNYSENew YorkUSD
%DECLNDNASDAQ 100 Declining IssuesUnited StatesNASDAQNew YorkUSD
%DECLQNASDAQ Declining IssuesUnited StatesNASDAQNew YorkUSD
%DECLRLRussell 2000 Declining IssuesUnited StatesUSNew YorkUSD
%DECLSPS&P 500 Declining IssuesUnited StatesUSNew YorkUSD
%DECLUSAll US Declining IssuesUnited StatesUSNew YorkUSD
%DVOLVolume NYSE Declining IssuesUnited StatesNYSENew YorkUSD
%DVOLNDNASDAQ 100 Down VolumeUnited StatesUSNew YorkUSD
%DVOLQVolume NASDAQ Declining IssuesUnited StatesNASDAQNew YorkUSD
%DVOLRLRussell 2000 Down VolumeUnited StatesUSNew YorkUSD
%DVOLSPS&P 500 Down VolumeUnited StatesUSNew YorkUSD
%DVOLUSAll US Down VolumeUnited StatesUSNew YorkUSD
%TRINNYSE Traders (Arms)United StatesNYSENew YorkUSD
%TRINNDNASDAQ 100 Short-Term TradeUnited StatesNASDAQNew YorkUSD
%TRINQNASDAQ Traders (Arms)United StatesNASDAQNew YorkUSD
%TRINRLRussell 2000 Short-Term TradeUnited StatesUSNew YorkUSD
%TRINSPS&P 500 Short-Term TradeUnited StatesUSNew YorkUSD
%TRINUSAll US Short-Term TradeUnited StatesUSNew YorkUSD
%UVOLVolume NYSE Advancing IssuesUnited StatesNYSENew YorkUSD
%UVOLNDNASDAQ 100 Up VolumeUnited StatesNASDAQNew YorkUSD
%UVOLQVolume NASDAQ Advancing IssuesUnited StatesNASDAQNew YorkUSD
%UVOLRLRussell 2000 Up VolumeUnited StatesUSNew YorkUSD
%UVOLSPS&P 500 Up VolumeUnited StatesUSNew YorkUSD
%UVOLUSAll US Up VolumeUnited StatesUSNew YorkUSD

Commitment of Traders (COT)

96 top-level COT categories with 5,000+ sub-sector markets. Weekly data aligned to CFTC release schedule.

COT sub-sectors

Each COT category is broken down into sub-sector markets using symbol suffixes. The available sub-sectors depend on whether the commodity is classified as a physical or financial market, corresponding to two CFTC report types:

Disaggregated Report (physical commodity markets — energy, metals, grains, softs, meats, etc.):

SuffixSub-sectorDescription
-PMProducer/MerchantCommercial entities with a direct interest in the physical commodity
-SWSwap DealerEntities dealing primarily in swaps, using futures to hedge that exposure
-MMManaged MoneyCTAs, CPOs, and hedge funds

Traders in Financial Futures (TFF) (financial contracts — equity indices, currencies, interest rates):

SuffixSub-sectorDescription
-DLDealer/IntermediarySell-side participants
-AMAsset Manager/InstitutionalPension funds, insurance companies, mutual funds
-LFLeveraged FundsHedge funds and similar leveraged traders

Common to both report types:

SuffixSub-sectorDescription
-OROther ReportableAll other traders above the CFTC reporting threshold
-NRNon-ReportablePositions below the reporting threshold (derived as total minus all reportable)
-OIOpen InterestTotal open interest across all trader categories

Each physical commodity has 6 sub-sector symbols (PM, SW, MM, OR, NR, OI) and each financial contract has 6 sub-sector symbols (DL, AM, LF, OR, NR, OI). For example, Gold (#088) has sub-sectors #088-PM, #088-SW, #088-MM, #088-OR, #088-NR, and #088-OI.

COT categories

SymbolDescriptionSub-categories
#001Wheat5
#002Corn4
#004Oats1
#005Soybeans3
#006Carbon Credits92
#007Soybean Oil1
#020Treasury Bonds2
#021Fuel Oil29
#022Heating Oil16
#023Natural Gas90
#024Coal7
#025Ethanol4
#026Soybean Meal1
#032Naphtha3
#033Cotton1
#037Palm Oil2
#039Rough Rice1
#040Frozen Concentrated Orange Juice1
#042U.S. Treasury Notes 2-Year1
#043U.S. Treasury Notes 10-Year3
#044U.S. Treasury Notes 5-Year1
#04530-Day Federal Funds2
#047Euro Short-Term Rate1
#050Butter1
#052Milk4
#054Lean Hogs1
#057Live Cattle1
#058Random Length Lumber2
#061Feeder Cattle1
#063Cheese1
#064Electricity203
#066Propane/Butane26
#067Crude Oil32
#073Cocoa1
#075Palladium1
#076Platinum1
#080Sugar2
#082Chinese RMB1
#083Coffee2
#084Silver1
#085Copper1
#088Gold2
#089Russian Ruble1
#090Canadian Dollar1
#092Swiss Franc1
#095Mexican Peso1
#096British Pound1
#097Japanese Yen1
#098US Dollar Index1
#099Euro1
#102Brazilian Real1
#111Gasoline10
#112New Zealand Dollar1
#117VIX Futures1
#122South African Rand1
#124Dow Jones Indices5
#1323-Month Eurodollars1
#133Bitcoin4
#134Secured Overnight Financing Rate2
#135Canola Oil1
#138S&P Indices17
#146Ethereum3
#157Bloomberg Short-Term Bank Yield1
#168Dogecoin1
#171Avalanche1
#172Shiba Inu1
#188Cobalt1
#189Lithium Hydroxide1
#191Aluminium4
#192Hot-Rolled Coil Steel2
#195Iron Ore2
#209Nasdaq Indices4
#221Dow Jones UBS Excess Return1
#232Australian Dollar1
#239Russell Indices5
#240Nikkei Stock Average2
#244MSCI Indices5
#246Interest Rate Swaps3
#251Urea1
#256S&P GSI Commodity Index1
#257Scrap Iron1
#261Shipping Rates4
#262Jet Fuel3
#342Eris Swaps 2-Year2
#343Eris Swaps 10-Year2
#344Eris Swaps 5-Year2
#406Propylene1
#438S&P 500 Annual Dividend Index2
#863Ultra-Low-Sulfur Diesel0
#864Gasoil4
#865Fueloil6
#866Naphtha Swaps4
#867Gasoil Swaps1
#868Ultra-Low-Sulfur Diesel Swaps0
#869Biodiesel2
#967Gasoline Swaps2

To list sub-categories for a specific COT category, use algo symbols #XXX where XXX is the category code. Each sub-category can be combined with any of the sub-sector suffixes above (e.g., #001602-PM for Wheat CBOT Producer/Merchant positions).

FRED Economic Data

All 38 FRED economic indicators:

SymbolDescription
$ANFCIAdjusted National Financial Conditions Index
$BAMLH0A0HYM2ICE BofA High Yield Option-Adjusted Spread
$BOGMBASEMonetary Base Total
$CPIAUCSLConsumer Price Index All Urban Consumers
$CPILFESLCPI Less Food and Energy
$DFEDTARUFederal Funds Target Range Upper Limit
$DFFEffective Federal Funds Rate
$DGS1010-Year Treasury Constant Maturity Rate
$DGS22-Year Treasury Constant Maturity Rate
$DGS3MO3-Month Treasury Constant Maturity Rate
$GDPGross Domestic Product
$GDPC1Real Gross Domestic Product
$HOUSTHousing Starts Total
$ICSAInitial Jobless Claims
$INDPROIndustrial Production Index
$M1SLM1 Money Stock
$M2SLM2 Money Stock
$M2VVelocity of M2 Money Stock
$MORTGAGE30US30-Year Fixed Rate Mortgage Average
$NFCIChicago Fed National Financial Conditions Index
$PAYEMSAll Employees Total Nonfarm
$PCEPIPersonal Consumption Expenditures Price Index
$PCEPILFEPCE Excluding Food and Energy
$RRPONTSYDOvernight Reverse Repurchase Agreements
$RSAFSAdvance Retail Sales
$SAHMREALTIMESahm Rule Recession Indicator
$STLFSI4St Louis Fed Financial Stress Index
$T10Y2Y10-Year Treasury Minus 2-Year Treasury
$T10Y3M10-Year Treasury Minus 3-Month Treasury
$T10YIE10-Year Breakeven Inflation Rate
$T5YIE5-Year Breakeven Inflation Rate
$TOTRESNSTotal Reserves of Depository Institutions
$UMCSENTUniversity of Michigan Consumer Sentiment
$UNRATECivilian Unemployment Rate
$VIXCLSCBOE Volatility Index VIX
$WALCLFed Total Assets
$WM2NSM2 Not Seasonally Adjusted
$WTREGENTreasury General Account

Equities

US equities are accessible without a prefix (e.g., AAPL, MSFT, GOOG). Use algo symbols -t stock to list all available equities.

Built-in Strategies CatalogueMigration from TradeStation