ICE International Commodity Exchange - Futures & Indexes

 
ICE International Commodity Exchange - Individual Futures Code Structure
An individual Brent Crude Oil future contract looks like this: BCOE176.
BCO = This represents the code for the Brent Crude Oil commodity.
E = This indicates that this future is traded on a Electronic session.
176 = This represents the contract date, in this case 'June 2017'. The '17' indicates the year - 2017 whilst the '6' indicates the month - June. January to September are 1 to 9 whilst October to December are A to C.

A continuous contract for the Brent Crude Oil has the code BCOECDVOL. The first three characters are the future's code, the 'E' shows the trading session while the 'CDVOL' stands for 'volume continuous contract'. All continuous contracts are created by using the data from the most active individual contract. The activity is calculated using a seven day average volume. If necessary, an adjustment is passed at swap over time to keep the continuity of the history.

A total contract for the Brent Crude Oil has the code BCOETTL. The first three characters are the future's code, the 'E' shows the trading session while the 'TTL' stands for 'total'. This contract is calculated by adding all the Volume and Open Interest (where applicable) of all the currently trading individual future contracts.

BodhiGold5 also creates Gann continuous contracts for each contracts trading months. Brent Crude Oil trades every contract month. It therefore has 12 Gann contracts with the codes: BCOEC1JAN; BCOEC2FEB; BCOEC3MAR; BCOEC4APR; BCOEC5MAY; BCOEC6JUN; BCOEC7JUL; BCOEC8AUG; BCOEC9SEP; BCOECAOCT; BCOECBNOV & BCOECDEC. These contracts include data traded only in their contract months making the BCOEC3MAR contract contain historical March contract history only.

Below is a table listing the futures and indexes available from this Exchange.
[You can click on the headings to sort the table]

Code   Description Type   History
ASCEArgus Sour CRUDE Index [ASCI] (Electronic Session)Future09/12/2009
ASDEArgus Sour CRUDE Index [ASCI] Differential (Electronic Session)Future09/12/2009
BCOEBRENT Crude North Sea (Electronic Session)Future17/08/1990
BRENTCRDBRENT Crude North Sea IndexIndex17/08/1990
CAPECOAL Central Appalachian (Electronic Session)Future24/02/2011
CCSECOAL CSX (Electronic Session)Future24/02/2011
CFIECOAL FOB Indo sub-bituminous Indonesia (Electronic Session)Future24/02/2011
CNCECOAL Newcastle (Electronic Session)Future15/07/2009
CPRECOAL Powder River Basin (Electronic Session)Future24/02/2011
CRYECOAL Richards Bay (Electronic Session)Future15/07/2009
CRDECOAL Rotterdam ARA (Electronic Session)Future15/07/2009
MECECRUDE OIL Sour Middle East (Electronic Session)Future15/07/2009
WTIECRUDE OIL West Texas Intermediate Light Sweet (Electronic Session)Future20/02/2006
ECREEuropean Climate Exchange CER (Electronic Session)Future15/07/2009
EEREEuropean Climate Exchange Emission Reduction Units (Electronic Session)Future11/11/2010
EEAEEuropean Climate Exchange EUA Futures (Electronic Session)Future15/07/2009
NGDEGAS Natural Dutch Title Transfer Facility (Electronic Session)Future19/03/2010
NGNEGAS Natural NetConnect Germany (Electronic Session)Future19/11/2010
NGUEGAS Natural UK Monthly (Electronic Session)Future15/07/2009
GSOEGASOIL Futures ARA (Electronic Session)Future17/08/1990
HOLEHEATING Oil (Electronic Session)Future21/04/2006
GSRERBOB Gasoline Blendstock (Electronic Session)Future21/04/2006
The History date is the earliest data available for this contract
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