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 ASCE Argus Sour CRUDE Index [ASCI] (Electronic Session) Future 9/12/2009 ASDE Argus Sour CRUDE Index [ASCI] Differential (Electronic Session) Future 9/12/2009 BCOE BRENT Crude North Sea (Electronic Session) Future 17/08/1990 BRENTCRD BRENT Crude North Sea Index Index 17/08/1990 CNCE COAL Newcastle (Electronic Session) Future 15/07/2009 CRYE COAL Richards Bay (Electronic Session) Future 15/07/2009 CRDE COAL Rotterdam ARA (Electronic Session) Future 15/07/2009 ECRE European Climate Exchange CER (Electronic Session) Future 15/07/2009 EEAE European Climate Exchange EUA Futures (Electronic Session) Future 15/07/2009 GSOE GASOIL Futures ARA (Electronic Session) Future 17/08/1990 HOLE Heating OIL (Electronic Session) Future 21/04/2006 MECE Middle East Sour CRUDE Oil (Electronic Session) Future 15/07/2009 GSRE RBOB Gasoline Blendstock (Electronic Session) Future 21/04/2006 NGUE UK Natural GAS Monthly (Electronic Session) Future 15/07/2009 WTIE West Texas Intermediate Light Sweet CRUDE (Electronic Session) Future 20/02/2006 Note: The History date is the earliest data available for this future or index
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