Commodity Futures Contract Symbology

Optuma provides individual and continuous futures contracts. [For more information on the continuous contracts click here.]

The popular pit and electronic combined contracts are as follows:

CL2: Oil
GC2: Gold
SI2: Silver
ES: S&P500 e-mini
APC: Australian SPI 200
S2: Soybeans
W2: Wheat

The individual contract symbology is [ContractCode][Year][ContractMonth].

The contract month codes are as follows:

For example, the June 2019 contract for oil would be CL219M, and the December 2018 contract for Gold would GC218Z:

Gann Contract Data

WD Gann would often look at the individual contract patterns in his analysis, and clients with the Gann Tool module have access to our Gann Contract data by default. These concatenate the data for each specific month in to one file, so for example all the April contracts for gold since 1975 will be in GC2GannJ, and all the May oil contracts are in CL2GannK. Note that there may be data gaps upon contract expiry as it switches to the next year’s contract (eg CL223K to CL224K):