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 09/12/2009 ASDE Argus Sour CRUDE Index [ASCI] Differential (Electronic Session) Future 09/12/2009 BCOE BRENT Crude North Sea (Electronic Session) Future 17/08/1990 BRENTCRD BRENT Crude North Sea Index Index 17/08/1990 CAPE COAL Central Appalachian (Electronic Session) Future 24/02/2011 CCSE COAL CSX (Electronic Session) Future 24/02/2011 CFIE COAL FOB Indo sub-bituminous Indonesia (Electronic Session) Future 24/02/2011 CNCE COAL Newcastle (Electronic Session) Future 15/07/2009 CPRE COAL Powder River Basin (Electronic Session) Future 24/02/2011 CRYE COAL Richards Bay (Electronic Session) Future 15/07/2009 CRDE COAL Rotterdam ARA (Electronic Session) Future 15/07/2009 MECE CRUDE OIL Sour Middle East (Electronic Session) Future 15/07/2009 WTIE CRUDE OIL West Texas Intermediate Light Sweet (Electronic Session) Future 20/02/2006 ECRE European Climate Exchange CER (Electronic Session) Future 15/07/2009 EERE European Climate Exchange Emission Reduction Units (Electronic Session) Future 11/11/2010 EEAE European Climate Exchange EUA Futures (Electronic Session) Future 15/07/2009 NGDE GAS Natural Dutch Title Transfer Facility (Electronic Session) Future 19/03/2010 NGNE GAS Natural NetConnect Germany (Electronic Session) Future 19/11/2010 NGUE GAS Natural UK Monthly (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 GSRE RBOB Gasoline Blendstock (Electronic Session) Future 21/04/2006 The History date is the earliest data available for this contract
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