Markets and Symbols

Symbol prefixes

Algolang uses prefix characters to distinguish between different asset types:

Browsing available symbols

The algo symbols command lists all available symbols. It supports extensive filtering:

# List all futures
algo symbols -t future

# List energy futures
algo symbols -t future -c energy

# List US symbols
algo symbols -y us

# List European symbols
algo symbols -y eu

# Search by description (regex)
algo symbols -d 'crude'

# Long format with full details
algo symbols -l -t future -c metal

# Sort by description
algo symbols -t future --sort description

Key flags:

Available market data

Algolang includes data for:

• 131 futures markets spanning energy, metals, grains, indices, interest rates, currencies, softs, meats, and crypto
• 42 market internals including VIX, TICK, advance/decline data
• 5,000+ Commitment of Traders (COT) markets, accessible individually or grouped by 97 sectors
• US equities
• Crypto markets
• FRED economic data (GDP, unemployment, interest rates, etc.)

Futures, equities, and crypto data are available at 1-minute granularity. Market internals are provided as daily bars. COT data is provided in weekly intervals to match its release frequency. FRED economic data varies by series – some are daily (e.g., Fed Funds Rate), some are monthly (e.g., CPI), and some are quarterly (e.g., GDP).

Bar intervals

Bar intervals can be specified as:

All intraday bars are aggregated from the underlying 1-minute data.

Portfolio files

Portfolio files are lists of symbols stored in ~/.algolang/portfolios/. They provide a convenient way to manage groups of related symbols that you frequently backtest together.

File format

Each portfolio file is a plain text file containing symbol names. The format is flexible:

• One symbol per line
• Space-separated or comma-separated symbols on a single line
• Lines starting with # are treated as comments
• Empty lines are ignored

Example (~/.algolang/portfolios/metals):

# Precious and base metals
@GC
@HG
@PA
@PL
@SI

Using portfolios on the command line

Reference a portfolio on the command line using the < prefix with the --symbols flag:

# Run strategy on all symbols in the 'metals' portfolio
algo run --strategy macrossover --symbols <metals

# Run on multiple portfolios
algo run --strategy macrossover --symbols <metals,<energy

# Mix portfolio references with individual symbols
algo run --strategy kbt --symbols @ES,<metals,@CL

Portfolio names are resolved case-insensitively and aliases are supported (e.g., <metals and <metal both work).

When used with the / separator for multi-leg strategies, portfolio references expand as a cartesian product:

# Each metal paired with @NQ (5 spread runs)
algo run --strategy spread --symbols <metals/@NQ

# Cartesian product of two portfolios (5 metals x 8 softs = 40 runs)
algo run --strategy spread --symbols <metals/<softs

Using portfolios in config files

The < prefix syntax also works in configuration files anywhere a symbol is accepted. See Loading symbols from files in Chapter 12 for details and examples.

Available portfolios

Common portfolio files include:

You can view all available portfolios by listing the directory:

ls ~/.algolang/portfolios/

You can also create your own portfolio files by adding a text file to this directory.