Quote Vendor Symbol Guide

EUR/USD Realized Volatility

Vendor Name

System Name

1-month (16E)

3-month (36E)

Bloomberg

 

UCOA

UCTA

CQG

 CQG for Windows

G16E

G36E

DTN

 

@16E

@36E

E-Signal

 

16E

36E

Ffastfill

 

16E

36E

FutureSource

 

16E

36E

ORC

 

16E

36E

Patsystems

 

16E

36E

RTS

 

16E

36E

Thomson Reuters

 ILX Workstation

16E

36E

Thomson Reuters

 IDN (ETH)

 0#EUO: 

0#EUT: 

Thomson Reuters

 Bridge

 [email protected]

[email protected] 

TradeStation

 

16E

36E

Trading Technologies

 

16E

36E

Note:  The above table outlines the base symbols only.  Please refer to the symbol guide for each system.  For example, typically, the base symbol (16E) is followed by the month code (H for March, M for June, and Z for December as examples).  Also typically, the symbol is followed by a year, either a one-digit year (1 for 2011) or a two-digit year (11 for 2011).  Therefore, the full symbol for, say, the 3-month December Euro FX RealVol futures may be something like 36EZ1.  Please consult the help desk of your particular vendor’s system for more information.


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