Is there a mapping of bar chart contract symbols to Rob's symbols? #1102

pwholzel · 2023-03-31T18:08:19Z

pwholzel
Mar 31, 2023

Thanks!

Mar 31, 2023

By no means complete, but to get you started:

CONTRACT_MAP = {
    "AEX": {"code": "AE", "cycle": "FGHJKMNQUVXZ", "epic_base": "IX.D.AEX", "epics": ["IX.D.AEX.Month1.IP", "IX.D.AEX.Month2.IP"]},
    "AUD": {"code": "A6", "cycle": "HMUZ", "epic_base": "CF.D.AUD", "epics": ["CF.D.AUD.MAR.IP", "CF.D.AUD.JUN.IP", "CF.D.AUD.SEP.IP", "CF.D.AUD.DEC.IP"]},
    "BOBL": {"code": "HR", "cycle": "HMUZ", "epic_base": "IR.D.FGBM", "epics": ["IR.D.FGBM.Month1.IP", "IR.D.FGBM.Month2.IP"]},
    "BTP": {"code": "II", "cycle": "HMUZ", "epic_base": "IR.D.FBTS", "epics": ["IR.D.FBTS.Month1.IP", "IR.D.FBTS.Month2.IP"]},
    "BUND": {"code": "GG", "cycle": "HMUZ", "epic_base": "IR.D.FGBL", "epics": ["IR.D.FGBL.…

View full answer

robcarver17 · 2023-03-31T18:30:24Z

robcarver17
Mar 31, 2023
Maintainer

By no means complete, but to get you started:

CONTRACT_MAP = {
    "AEX": {"code": "AE", "cycle": "FGHJKMNQUVXZ", "epic_base": "IX.D.AEX", "epics": ["IX.D.AEX.Month1.IP", "IX.D.AEX.Month2.IP"]},
    "AUD": {"code": "A6", "cycle": "HMUZ", "epic_base": "CF.D.AUD", "epics": ["CF.D.AUD.MAR.IP", "CF.D.AUD.JUN.IP", "CF.D.AUD.SEP.IP", "CF.D.AUD.DEC.IP"]},
    "BOBL": {"code": "HR", "cycle": "HMUZ", "epic_base": "IR.D.FGBM", "epics": ["IR.D.FGBM.Month1.IP", "IR.D.FGBM.Month2.IP"]},
    "BTP": {"code": "II", "cycle": "HMUZ", "epic_base": "IR.D.FBTS", "epics": ["IR.D.FBTS.Month1.IP", "IR.D.FBTS.Month2.IP"]},
    "BUND": {"code": "GG", "cycle": "HMUZ", "epic_base": "IR.D.FGBL", "epics": ["IR.D.FGBL.Month1.IP", "IR.D.FGBL.Month2.IP"]},
    "CAC": {"code": "MX", "cycle": "FGHJKMNQUVXZ", "epic_base": "IX.D.CAC", "epics": ["IX.D.CAC.Month1.IP", "IX.D.CAC.Month2.IP"]},
    "COPPER": {"code": "HG", "cycle": "FHKNUZ", "epic_base": "MT.D.HG", "epics": ["MT.D.HG.Month1.IP", "MT.D.HG.Month2.IP"]},
    "CORN": {"code": "ZC", "cycle": "HKNUZ", "epic_base": "CO.D.C", "epics": ["CO.D.C.Month1.IP", "CO.D.C.Month2.IP"]},
    "CRUDE_W": {"code": "CL", "cycle": "FGHJKMNQUVXZ", "epic_base": "EN.D.CL", "epics": ["EN.D.CL.Month1.IP", "EN.D.CL.Month2.IP", "EN.D.CL.Month3.IP"]},
    "EDOLLAR": {"code": "GE", "cycle": "HMUZ", "epic_base": "IR.D.ED", "epics": ["IR.D.ED.MonthA.IP", "IR.D.ED.Month1.IP", "IR.D.ED.Month3.IP", "IR.D.ED.MONTH7.IP", "IR.D.ED.MonthM.IP", "IR.D.ED.Month12.IP", "IR.D.ED.Month13.IP", "IR.D.ED.Month14.IP", "IR.D.ED.Month15.IP", "IR.D.ED.Month16.IP", "IR.D.ED.Month17.IP"]},
    "EUR": {"code": "E6", "cycle": "HMUZ", "epic_base": "CF.D.EURUSD", "epics": ["CF.D.EURUSD.MAR.IP", "CF.D.EURUSD.JUN.IP", "CF.D.EURUSD.SEP.IP", "CF.D.EURUSD.DEC.IP"]},
    "EUROSTX": {"code": "FX", "cycle": "HMUZ", "epic_base": "IX.D.STXE", "epics": ["IX.D.STXE.MONTH2.IP", "IX.D.STXE.MONTH3.IP"]},
    "GAS_US": {"code": "NG", "cycle": "FGHJKMNQUVXZ", "epic_base": "EN.D.NG", "epics": ["EN.D.NG.Month1.IP", "EN.D.NG.Month2.IP"]},
    "GBP": {"code": "B6", "cycle": "HMUZ", "epic_base": "CF.D.GBPUSD", "epics": ["CF.D.GBPUSD.MAR.IP", "CF.D.GBPUSD.JUN.IP", "CF.D.GBPUSD.SEP.IP", "CF.D.GBPUSD.DEC.IP"]},
    "GOLD": {"code": "GC", "cycle": "GJMQVZ", "epic_base": "MT.D.GC", "epics": ["MT.D.GC.MONTH1.IP", "MT.D.GC.Month2.IP", "MT.D.GC.Month3.IP"]},
    "JPY": {"code": "J6", "cycle": "HMUZ", "epic_base": "CF.D.USDJPY", "epics": ["CF.D.USDJPY.MAR.IP", "CF.D.USDJPY.JUN.IP", "CF.D.USDJPY.SEP.IP", "CF.D.USDJPY.DEC.IP"]},
    "LEANHOG": {"code": "HE", "cycle": "GJMNQVZ", "epic_base": "CO.D.LH", "epics": ["CO.D.LH.Month1.IP", "CO.D.LH.Month2.IP"]},
    "LIVECOW": {"code": "LE", "cycle": "GJMQVZ", "epic_base": "CO.D.LC", "epics": ["CO.D.LC.Month1.IP", "CO.D.LC.Month2.IP"]},
    #"MXP": {"code": "M6", "cycle": "HMUZ", "epics": []},
    "NASDAQ": {"code": "NQ", "cycle": "HMUZ", "epic_base": "IX.D.NASDAQ", "epics": ["IX.D.NASDAQ.MONTH3.IP", "IX.D.NASDAQ.MONTH4.IP"]},
    "NZD": {"code": "N6", "cycle": "HMUZ", "epic_base": "CF.D.NZDUSD", "epics": ["CF.D.NZDUSD.MAR.IP", "CF.D.NZDUSD.JUN.IP", "CF.D.NZDUSD.SEP.IP", "CF.D.NZDUSD.DEC.IP"]},
    "OAT": {"code": "FN", "cycle": "HMUZ", "epic_base": "IR.D.FOAT", "epics": ["IR.D.FOAT.Month1.IP", "IR.D.FOAT.Month2.IP"]},
    "PALLAD": {"code": "PA", "cycle": "HMUZ", "epic_base": "MT.D.PA", "epics": ["MT.D.PA.Month1.IP", "MT.D.PA.Month2.IP"]},
    "PLAT": {"code": "PL", "cycle": "FJNV", "epic_base": "MT.D.PL", "epics": ["MT.D.PL.Month1.IP", "MT.D.PL.Month2.IP"]},
    "SHATZ": {"code": "HF", "cycle": "HMUZ", "epic_base": "IR.D.FGBS", "epics": ["IR.D.FGBS.Month1.IP", "IR.D.FGBS.Month2.IP"]},
    "SMI": {"code": "SZ", "cycle": "HMUZ", "epic_base": "IX.D.SMI", "epics": ["IX.D.SMI.MONTH1.IP", "IX.D.SMI.MONTH2.IP"]},
    "SOYBEAN": {"code": "ZS", "cycle": "FHKNQUX", "epic_base": "CO.D.S", "epics": ["CO.D.S.Month1.IP", "CO.D.S.Month2.IP"]},
    "SP500": {"code": "ES", "cycle": "HMUZ", "epic_base": "IX.D.SPTRD", "epics": ["IX.D.SPTRD.MONTH1.IP", "IX.D.SPTRD.MONTH2.IP"]},
    "US10": {"code": "ZN", "cycle": "HMUZ", "epic_base": "IR.D.10YEAR100", "epics": ["IR.D.10YEAR100.Month1.IP", "IR.D.10YEAR100.Month2.IP"]},
    "US2": {"code": "ZT", "cycle": "HMUZ", "epic_base": "IR.D.02YEAR100", "epics": ["IR.D.02YEAR100.Month1.IP", "IR.D.02YEAR100.Month2.IP"]},
    "US5": {"code": "ZF", "cycle": "HMUZ", "epic_base": "IR.D.05YEAR100", "epics": ["IR.D.05YEAR100.Month1.IP", "IR.D.05YEAR100.Month2.IP"]},
    "V2X": {"code": "DV", "cycle": "FGHJKMNQUVXZ", "epic_base": "IN.D.VSTOXX", "epics": ["IN.D.VSTOXX.MONTH1.IP", "IN.D.VSTOXX.MONTH2.IP", "IN.D.VSTOXX.MONTH3.IP", "IN.D.VSTOXX.MONTH4.IP", "IN.D.VSTOXX.MONTH5.IP"]},
    "VIX": {"code": "VI", "cycle": "FGHJKMNQUVXZ", "epic_base": "IN.D.VIX", "epics": ["IN.D.VIX.MONTH1.IP", "IN.D.VIX.MONTH2.IP", "IN.D.VIX.MONTH3.IP", "IN.D.VIX.MONTH4.IP", "IN.D.VIX.MONTH5.IP"]},
    "WHEAT": {"code": "ZW", "cycle": "HKNUZ", "epic_base": "CO.D.W", "epics": ["CO.D.W.Month1.IP", "CO.D.W.Month2.IP", "CO.D.W.Month3.IP", "CO.D.W.MonthZ.IP"]},
    "FEEDCOW": {"code": "GF", "cycle": "FHJKQUVX"},
    "BBCOMM": {"code": "AH", "cycle": "HMUZ"},
    "SOYMEAL": {"code": "ZM", "cycle": "FHKNQUVZ"},
"REDWHEAT": {"code": "KE", "cycle":"HKNUZ"},
    "OATIES": {"code": "ZO", "cycle": "HKNUZ"},
    "RICE": {"code": "ZR", "cycle": "FHKNUX"},
"MILK": {"code": "DL", "cycle": "FGHJKMNQUVXZ"},
    "SOYOIL": {"code": "ZL", "cycle": "FHKNQUVZ"},
    "GASOILINE": {"code": "RB", "cycle": "FGHJKMNQUVXZ"},
"HEATOIL": {"code": "HO", "cycle": "FGHJKMNQUVXZ"},
    "ALUMINIUM": {"code": "AL", "cycle": "FGHJKMNQUVXZ"},
    "SILVER": {"code":"SI", "cycle":"FHKMNQUZ"},
    "CAD": {"code": "D6", "cycle": "HMUZ"},
"CHF": {"code": "S6", "cycle": "HMUZ"},
    "SEK": {"code": "SK", "cycle": "HMUZ"},
    "NOK": {"code": "NR", "cycle": "HMUZ"},
    "BRE": {"code": "L6", "cycle": "FGHJKMNQUVXZ"},
    "RUR": {"code": "R6", "cycle": "HMUZ"},
    "BONO": {"code": "IZ", "cycle": "HMUZ"},
    "EURO600": {"code": "FY", "cycle": "HMUZ"},
    "DAX": {"code": "DY", "cycle": "HMUZ"},
    "DOW": {"code": "YM", "cycle": "HMUZ"},
    "RUSSELL": {"code": "RX", "cycle": "HMUZ"},
    "SP400": {"code": "EW", "cycle": "HMUZ"},
    "GBPEUR": {"code": "RP", "cycle": "HMUZ"},
    "EU-BANKS": {"code": "FA", "cycle": "HMUZ"},
    "EU-CHEM": {"code": "C1", "cycle": "HMUZ"},
    "FTSECHINAA": {"code": "HN", "cycle": "FGHJKMNQUVXZ"},
    "FTSETAIWAN": {"code": "T1", "cycle": "FGHJKMNQUVXZ"},
    "INR": {"code": "U-", "cycle": "FGHJKMNQUVXZ"},
    "IRON": {"code": "C0", "cycle": "FGHJKMNQUVXZ"},
    "JGB": {"code": "TJ", "cycle": "HMUZ"},
    "SP500_micro": {"code": "SP", "cycle": "HMUZ"},
    "KRWUSD": {"code": "K9", "cycle": "FGHJKMNQUVXZ"},
    "MSCISING": {"code": "SV", "cycle": "FGHJKMNQUVXZ"},
    "MUMMY": {"code": "S.", "cycle": "HMUZ"},
    "NIFTY": {"code": "NH", "cycle": "FGHJKMNQUVXZ"},
    "NIKKEI": {"code": "NP", "cycle": "FGHJKMNQUVXZ"},
    "R1000": {"code":"TX", "cycle": "HMUZ"},
    "SOFR": {"code": "SQ", "cycle": "HMUZ"},
    "TOPIX": {"code": "TS", "cycle": "HMUZ"},
    "LUMBER": {"code": "LS", "cycle": "FHKNUX"},
    "ETHEREUM": {"code": "ER", "cycle": "FGHJKMNQUVXZ"},
    "EU-DIV50": {"code": "DO", "cycle": "MZ"},
    "CHEESE": {"code": "BJ", "cycle": "FGHJKMNQUVXZ"},
    "EURIBOR": {"code": "IM", "cycle": "HMUZ"},
    "MILKDRY": {"code": "DF", "cycle": "FGHJKMNQUVXZ"},
    "US-DISCRETE": {"code": "BI", "cycle": "HMUZ"},
    "US-STAPLES": {"code": "BL", "cycle": "HMUZ"},
    "US-ENERGY": {"code": "BM", "cycle": "HMUZ"},
    "US-FINANCE": {"code": "BN", "cycle": "HMUZ"},
    "US-HEALTH": {"code": "BS", "cycle": "HMUZ"},
    "US-INDUSTRY": dict(code= "JG", cycle="HMUZ")
}
"""
CONTRACT_MAP = {
    "BB3M": {"code": "BR", "cycle": "HMUZ"},
    "CRUDE_W": {"code": "CL", "cycle": "FGHJKMNQUVXZ"},
    "US-MATERIAL": dict(code="JA", cycle="HMUZ"),
    "US-TECH": dict(code="JB", cycle="HMUZ"),
    "US-UTILS": dict(code="JE", cycle="HMUZ"),
    "MID-DAX": dict(code="DM", cycle="HMUZ"),
    "EURCHF": dict(code="RF", cycle="HMUZ"),
    "EU-DJ-UTIL": dict(code="IE", cycle="HMUZ"),
    "EU-DJ-OIL": dict(code="D9", cycle="HMUZ"),
    "EU-MID": dict(code="PG", cycle="HMUZ"),
    "EU-MEDIA": dict(code="UQ", cycle="HMUZ"),
    "JP-REALESTATE": dict(code="V.", cycle="HMUZ"),
    "EUROSTX-SMALL": dict(code="PI", cycle="HMUZ"),
    "SMI-MID": dict(code="SH", cycle="HMUZ"),
    "EU-DJ-TELECOM": dict(code="J5", cycle="HMUZ"),
    "EU-REALESTATE": dict(code="M4", cycle="HMUZ"),
    "EUROSTX200-LARGE": dict(code="PO", cycle="HMUZ"),
    "VNKI": dict(code="Y.", cycle="FGHJKMNQUVXZ"),
    "EU-DJ-TECH": dict(code="UO", cycle="HMUZ"),
    "CH10": dict(code="CF", cycle="HMUZ"),
    "SGX": dict(code="VS", cycle="FGHJKMNQUVXZ"),
    "COPPER-mini": dict(code="QC", cycle="FGHJKMNQUVXZ"),
    "COPPER": dict(code="HG", cycle="FGHJKMNQUVXZ"),
    "JGB-SGX-mini": dict(code="JX", cycle="HMUZ"),
    "BEL20": dict(code="BE", cycle="FGHJKMNQUVXZ"),
    "BOVESPA": dict(code="IF", cycle="GJMQVZ"),
    "BRENT": dict(code="QA", cycle="FGHJKMNQUVXZ"),
    "BUTTER": dict(code="BD", cycle="FGHJKMNQUVXZ"),
    "CLP": dict(code="N5", cycle="FGHJKMNQUVXZ"),
    "CNH-onshore": dict(code="ZP", cycle="FGHJKMNQUVXZ"),
    "COTTON": dict(code="KG", cycle="HKNVZ"),
    "CZK": dict(code="WC", cycle="HMUZ"),
    "DIVDAX-DIVI": dict(code="AI", cycle="HMUZ"),
    "ETHANOL": dict(code="ZK", cycle="FGHJKMNQUVXZ"),
    "EUROSTX-LARGE": dict(code="PF", cycle="HMUZ"),
    "GASOILINE-mini": dict(code="QU", cycle="FGHJKMNQUVXZ"),
    "GICS": dict(code="GD", cycle="FGHJKMNQUVXZ"),
    "OMX": dict(code="FP", cycle="HMUZ"),
    "ETHER-micro": dict(code="ER", cycle="FGHJKMNQUVXZ"),
    "IRS": dict(code="WY", cycle="HMUZ"),
    "EDOLLAR": dict(code="GE", cycle="HMUZ"),
    "LEANHOG": dict(code="HE", cycle="GJKMNQVZ"),
    "LIVECOW": dict(code="LE", cycle="GJMQVZ"),
    "SOYBEAN": dict(code="ZS", cycle="FHKNQUX"),
    "SP500": dict(code="ES", cycle="HMUZ"),
    "US2": dict(code="ZT", cycle="HMUZ"),
    "V2X": dict(code="DV", cycle="FGHJKMNQUVXZ"),
    "VIX": dict(code="VI", cycle="FGHJKMNQUVXZ"),
    "WHEAT": {"code": "ZW", "cycle": "HKNUZ"},
    "EDOLLAR": {"code": "GE", "cycle": "HMUZ"},
    "VIX": {"code": "VI", "cycle": "FGHJKMNQUVXZ"},
    "SOFR": {"code": "SQ", "cycle": "HMUZ"},
    "FED": {"code": "ZQ", "cycle": "FGHJKMNQUVXZ"},
    "GAS-PEN": {"code": "HP", "cycle": "FGHJKMNQUVXZ"},
    "RUBBER": {"code": "W2", "cycle": "FGHJKMNQUVXZ"},
    "STEEL": {"code": "HV", "cycle": "FGHJKMNQUVXZ"},
    "PLN": {"code": "WP", "cycle": "HMUZ"},
    "WHEY": {"code": "DG", "cycle": "FGHJKMNQUVXZ"},
    "RAPESEED": {"code": "XR", "cycle": "GKQX"},
    "ZAR": {"code": "T6", "cycle": "HMUZ"},
}

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pwholzel · 2023-03-31T21:34:22Z

pwholzel
Mar 31, 2023
Author

Excellent, thanks Rob!

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Is there a mapping of bar chart contract symbols to Rob's symbols? #1102

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Is there a mapping of bar chart contract symbols to Rob's symbols? #1102

pwholzel Mar 31, 2023

Replies: 2 comments

robcarver17 Mar 31, 2023 Maintainer

pwholzel Mar 31, 2023 Author

pwholzel
Mar 31, 2023

robcarver17
Mar 31, 2023
Maintainer

pwholzel
Mar 31, 2023
Author