Коды тикеров опционов (Option Ticker Symbol Codes)
Большинство вендоров используют тикеры опционов созданные
при помощи прибавления двухбуквенного кода к тикеру соответствующей ЦБ.
Таблица “Коды месяцов истечения опциона”
(Option Expiration Month Codes)
Месяц
|
Call
|
Put
|
Месяц
|
Call
|
Put
|
Месяц
|
Call
|
Put
|
Янв
|
A
|
M
|
Май
|
E
|
Q
|
Сен
|
I
|
U
|
Фев
|
B
|
N
|
Июнь
|
F
|
R
|
Окт
|
J
|
V
|
Март
|
C
|
O
|
Июль
|
G
|
S
|
Ноя
|
K
|
W
|
Апр
|
D
|
P
|
Авг
|
H
|
T
|
Дек
|
L
|
X
|
Первый символ двухбуквенного кода
специфицирует месяц истечения опциона и его тип (put или call).
Таблица “Коды цен исполнения опциона” (Option
Strike Price Codes)
Цены
|
Код
|
Цены
|
Код
|
..05
|
A
|
..55
|
K
|
..10
|
B
|
..60
|
L
|
..15
|
C
|
..65
|
M
|
..20
|
D
|
..70
|
N
|
..25
|
E
|
..75
|
O
|
..30
|
F
|
..80
|
P
|
..35
|
G
|
..85
|
Q
|
..40
|
H
|
..90
|
R
|
..45
|
I
|
..95
|
S
|
..50
|
J
|
..00
|
T
|
Вторая буква двухбуквенного кода
специфицирует цену исполнения опциона.
Таблица “Коды рыночных индексов” (Index Symbol
Table)
Index
|
CIS
|
Dial/Data
|
DowJones
|
Marketscan
|
Reuters
|
Signal
|
Telescan
|
American Index
|
XAM
|
@*ASE__I
|
n/a
|
n/a
|
XAM.X
|
$XAM
|
XAM
|
CRB Index
|
n/a
|
@*CRB__I
|
@CRY00A
|
I@E/CRY
|
n/a
|
n/a
|
CRBF
|
Dow Composite
|
DJ_65
|
@*DWC_XI
|
@CMP00A
|
I@N/DJC
|
COMP
|
$COMP
|
.DJC
|
Dow Industrials
|
DJ_30
|
@*DWI_XI
|
@IND00A
|
I@N/DJI
|
INDU
|
$INDU
|
.DJI
|
Dow Transports
|
DJ_20
|
@*DWT_XI
|
@TRN00A
|
I@N/DJT
|
TRAN
|
$TRAN
|
.DJT
|
Dow Utilities
|
DJ_15
|
@*DWU_XI
|
@UTL00A
|
I@N/DJU
|
UTIL
|
$UTIL
|
DJU
|
Major Market Index
|
XMI
|
@*XMI_XI
|
@XMI00A
|
I@A/XMI
|
XMI.X
|
$XMI
|
XMI
|
NASDAQ Composite
|
COMP
|
@*OTC__I
|
@NCM00A
|
I@Q/COMP
|
COMPX
|
$COMPQ
|
NASD
|
New York Composite
|
NYSE
|
@*NYE__I
|
@NYA00A
|
I@N/NYA
|
NYA.X
|
$NYA
|
NYA
|
NIKKEI
|
TSNKI
|
@*TNA__J
|
n/a
|
I@A/JPN
|
NIK.X
|
n/a
|
.NSA
|
Russell 1000
|
RUI_Z
|
@*RUIZI
|
@RUI00A
|
I@O/RUI
|
RUI.X
|
$RUI
|
RUI.X
|
Russell 2000
|
RUT
|
@*RUTZI
|
@RUT00A
|
I@O/RUT
|
RUT.X
|
$RUT
|
n/a
|
Russell 3000
|
RUA_Z
|
@*RUAZI
|
@RUA00A
|
I@O/RUA
|
RUA.X
|
$RUA
|
RUA.X
|
S&P 100 (OEX)
|
OEX
|
@*OEX__I
|
@OEX00A
|
I@O/OEX
|
OEX.X
|
$OEX
|
OEX
|
S&P 500
|
SPX
|
@*SPX__I
|
@SPX00A
|
I@A/SPX
|
SPX.X
|
$SPX
|
SPX
|
S&P 400 Midcap
|
SPMC
|
@*SNP__I
|
notavailable
|
I@A/MID
|
MID.X
|
$MID
|
n/a
|
Value Line (geom)
|
XVG
|
@*VAL__I
|
@XVL00A
|
I@J/VGY
|
VGY
|
$XVA
|
n/a
|
Value Line (arith)
|
VLE
|
@*VAN__I
|
@XVA00A
|
I@J/VAY
|
VLE.X
|
$XVG
|
VLE.X
|
Таблица “Коды фьючерсов” (Futures Symbol Table)
Future
|
CIS
|
Dial/Data
|
DowJones
|
Marketscan
|
Reuters
|
Signal
|
Tele-scan
|
Australian Dollar
|
@ADmmyy
|
@A3mmyy
|
@ADyym
|
@F@K/AD(myy)
|
@ADmy
|
AD_my
|
@ADmy
|
British Pound
|
@BPmmyy
|
@BPmmyy
|
@BPyym
|
@F@K/BP(myy)
|
@BPmy
|
BP_my
|
@BPmy
|
CRB Index
|
@CXmmyy
|
@RBmmyy
|
@CRyym
|
@F@E/CB(myy)
|
@CBmy
|
CB_my
|
@CBmy
|
Canadian Dollar
|
@CDmmyy
|
@CDmmyy
|
@CDyym
|
@F@K/CD(myy)
|
@CDmy
|
CD_my
|
@CDmy
|
Cattle (Feeder)
|
@FCmmyy
|
@FCmmyy
|
@FCyym
|
@F@K/FC(myy)
|
@FCmy
|
FC_my
|
@FCmy
|
Cattle (Live)
|
@LCmmyy
|
@LCmmyy
|
@XLyym
|
@F@K/LC(myy)
|
@LCmy
|
LC_my
|
@LCmy
|
Cocoa
|
@COmmyy
|
@COmmyy
|
@COyym
|
@F@E/CC(myy)
|
@CCmy
|
CC_my
|
@CCmy
|
Coffee
|
@CCmmyy
|
@CCmmyy
|
@CCyym
|
@F@E/KC(myy)
|
@KCmy
|
KC_my
|
@KCmy
|
Copper
|
@CPmmyy
|
@GRmmyy
|
@HGyym
|
@F@E/HG(myy)
|
@HGmy
|
HG_my
|
@HGmy
|
Corn
|
@Cmmyy
|
@C_mmyy
|
@Cyym
|
@F@G/C(myy)
|
@Cmy
|
C__my
|
@Cmy
|
Cotton
|
@NYmmyy
|
@NYmmyy
|
@CTyym
|
@F@E/CT(myy)
|
@CTmy
|
CT_my
|
@CTmy
|
Crude Oil
|
@CLmmyy
|
@LImmyy
|
@CLyym
|
@F@G/CL(myy)
|
@CLmy
|
CL_my
|
@CLmy
|
DeutscheMark
|
@DMmmyy
|
@DMmmyy
|
@DMyym
|
@F@K/DM(myy)
|
@DMmy
|
DM_my
|
@DMmy
|
Eurodollar
|
@EDmmyy
|
@EUmmyy
|
@EDyym
|
@F@R/UD(myy)
|
@EDmy
|
ED_my
|
@EDmy
|
Gasoline
|
@HUmmyy
|
@HUmmyy
|
@HUyym
|
@F@E/HU(myy)
|
@HUmy
|
HU_my
|
@HUmy
|
Gold (CBOT)
|
@CGmmyy
|
@KImmyy
|
@KIyym
|
@F@G/GH(myy)
|
@GHmy
|
GH_my
|
@GHmy
|
Gold (Comex)
|
@GCmmyy
|
@GCmmyy
|
@GCyym
|
@F@E/GC(myy)
|
@GCmy
|
GC_my
|
@GCmy
|
Heating Oil
|
@HOmmyy
|
@HOmmyy
|
@HOyym
|
@F@E/HO(myy)
|
@HOmy
|
HO_my
|
@HOmy
|
Hogs
|
@LHmmyy
|
@LHmmyy
|
@LHyym
|
@F@K/LH(myy)
|
@LHmy
|
LH_my
|
@LHmy
|
Japanese Yen
|
@JYmmyy
|
@JYmmyy
|
@JYyym
|
@F@K/JY(myy)
|
@JYmy
|
JY_my
|
@JYmy
|
Lumber
|
@LBmmyy
|
@LBmmyy
|
@LByym
|
@F@K/LB(myy)
|
@LBmy
|
LB_my
|
@LBmy
|
Municipal Bonds
|
@MBmmyy
|
@MUmmyy
|
@MByym
|
@F@G/MB(myy)
|
@MBmy
|
MB_my
|
@MBmy
|
Natural Gas
|
@NYNGmmyy
|
@NAmmyy
|
@NGyym
|
@F@G/NG(myy)
|
@NGmy
|
NG_my
|
@NGmy
|
NYSE Index
|
@YXmmyy
|
@NXmmyy
|
@YXyym
|
@F@E/YX(myy)
|
@YXmy
|
YX_my
|
@YXmy
|
Oats
|
@Ommyy
|
@O_mmyy
|
@Oyym
|
@F@G/O(myy)
|
@Omy
|
O__my
|
@Omy
|
One Month Libor
|
@IMMLIBORmmyy
|
@OMmmyy
|
@EMyym
|
@F@K/EM(myy)
|
@EMmy
|
EM_my
|
@EMmy
|
Orange Juice
|
@OJmmyy
|
@OJmmyy
|
@OJyym
|
@F@E/OJ(myy)
|
@JOmy
|
JO_my
|
@JOmy
|
Palladium
|
@PAmmyy
|
@PAmmyy
|
@PAyym
|
@F@G/PA(myy)
|
@PAmy
|
PA_my
|
@PAmy
|
Platinum
|
@PLmmyy
|
@PLmmyy
|
@PLyym
|
@F@G/PL(myy)
|
@PLmy
|
PL_my
|
@PLmy
|
Pork Bellies
|
@PBmmyy
|
@PBmmyy
|
@PByym
|
@F@K/PB(myy)
|
@PBmy
|
PB_my
|
@PBmy
|
Rough Rice
|
@RRmmyy
|
@RHmmyy
|
@NRyym
|
@F@R/NR(myy)
|
@NRmy
|
NR_my
|
@NRmy
|
Silver (Comex)
|
@SVmmyy
|
@SVmmyy
|
@SIyym
|
@F@E/SI(myy)
|
@SImy
|
SI_my
|
@SImy
|
Silver (CBOT)
|
@AGmmyy
|
@S8mmyy
|
@SVyym
|
@F@G/AG(myy)
|
@AGmy
|
AG_my
|
@AGmy
|
Soybean Meal
|
@SMmmyy
|
@SMmmyy
|
@SMyym
|
@F@G/SM(myy)
|
@SMmy
|
SM_my
|
@SMmy
|
Soybean Oil
|
@BOmmyy
|
@BOmmyy
|
@BOyym
|
@F@G/BO(myy)
|
@BOmy
|
BO_my
|
@BOmy
|
Soybeans
|
@Smmyy
|
@S_mmyy
|
@Syym
|
@F@G/S(myy)
|
@Smy
|
S__my
|
@Smy
|
S&P 500
|
@SPmmyy
|
@SAmmyy
|
@SPyym
|
@F@K/SP(myy)
|
@SPmy
|
SP_my
|
@SPmy
|
S&P Midcap 400
|
@SP400
|
@MCmmyy
|
@MDyym
|
@F@K/MD(myy)
|
@MDmy
|
MD_my
|
@MDmy
|
Sugar
|
@SUmmyy
|
@SUmmyy
|
@SByym
|
@F@E/SB(myy)
|
@SBmy
|
SB_my
|
@SBmy
|
Swiss Franc
|
@SFmmyy
|
@SFmmyy
|
@SFyym
|
@F@K/SF(myy)
|
@SFmy
|
SF_my
|
@SFmy
|
T-Bills 90 day
|
@TBmmyy
|
@TBmmyy
|
@TByym
|
@F@K/TB(myy)
|
@TBmy
|
TB_my
|
@TBmy
|
T-Bonds (CBOT)
|
@TRmmyy
|
@TRmmyy
|
@TRyym
|
@F@G/US(myy)
|
@USmy
|
US_my
|
@USmy
|
T-Bonds (MA)
|
@MTmmyy
|
@AGmmyy
|
@XByym
|
@F@R/XB(myy)
|
@XBmy
|
XB_my
|
@XBmy
|
T-Notes (10 yr)
|
@TSmmyy
|
@NOmmyy
|
@TYyym
|
@F@G/TY(myy)
|
@TYmy
|
TY_my
|
@TYmy
|
T-Notes (5 yr)
|
@TNmmyy
|
@N5mmyy
|
@FVyym
|
@F@G/FV(myy)
|
@FVmy
|
FV_my
|
@FVmy
|
US Dollar
|
@USmmyy
|
@UDmmyy
|
@DXyym
|
@F@E/DX(myy)
|
@DXmy
|
DX_my
|
@DXmy
|
Value Line
|
@KVmmyy
|
@KVmmyy
|
@KVyym
|
@F@J/KV(myy)
|
@KVmy
|
KV_my
|
@KVmy
|
Value Line Mini
|
@MVmmyy
|
@KMmmyy
|
@MVyym
|
@F@J/MV(myy)
|
@MVmy
|
MV_my
|
@MVmy
|
Wheat (CBOT)
|
@Wmmyy
|
@W_mmyy
|
@Wyym
|
@F@G/W(myy)
|
@XWmy
|
XW_my
|
@XWmy
|
Wheat (KCBT)
|
@KWmmyy
|
@KWmmyy
|
@KWyym
|
@F@J/KW(myy)
|
@KWmy
|
KW_my
|
@KWmy
|
|
|
|
|
|
|
|
|
yy = две последние цифры года
(например, 97)
mm = две цифры месяца (например, 06)
y = последняя цифра года (например, "7" = 97)
m = код месяца (см. ниже)
Коды месяцов исполнения фьючерсного
контракта
Dow Jones, Reuters, Signal, Telescan
Месяц
|
Код
|
Месяц
|
Код
|
Jan
|
F
|
Jul
|
N
|
Feb
|
G
|
Aug
|
O
|
Mar
|
H
|
Sep
|
U
|
Apr
|
J
|
Oct
|
V
|
May
|
K
|
Nov
|
X
|
Jun
|
M
|
Dec
|
Z
|
Marketscan
Месяц
|
Код
|
Месяц
|
Код
|
Jan
|
J
|
Jul
|
L
|
Feb
|
F
|
Aug
|
G
|
Mar
|
M
|
Sep
|
S
|
Apr
|
A
|
Oct
|
O
|
May
|
Y
|
Nov
|
V
|
Jun
|
N
|
Dec
|
D
|
Cash/Spot Price Codes
Continuous Contract Codes
CompuServe -"Cash" replaces "mmyy"
CompuServe - "CONT" replaces "mmyy"
Dial/Data - "1599" replaces "mmyy"
Dial/Data - "1600" replaces "mmyy"
Reuters - "*" replaces "my"
Reuters - "c1" replaces "my"