CQG Continuum Symbol Guide

The CQG symbol guide will be both practical for  

  • The Investor/RT subscriber relying on a CQG account as a live data source and therefore using CQG symbols as the primary instruments in their charts and quotepages
  • The owner of an IQ feed live data subscription, who will be executing orders towards his CQG account. In this case, the CQG individual contract symbol is added as “Broker Symbol” inside the corresponding DTN instrument settings window 

The instrument setup guide summarizes the key Investor/RT instrument concepts that you need to know, such as the DTN downloading alias, I/RT instrument sessions, the importance of the intraday monitoring status, and the historical data retention settings.

Part 1 - CQG Future symbols

For all exchanges, CQG Future symbols are made of a  Root symbol followed by 'MYY’ (contract expiration month and year), with YY the last 2 digit of the contract year and M the month code as per the usual alphabetical letter convention for futures: 

So EPU5 is the CQG ticker for E-Mini S&P 500 quarterly contract expiring in September 2025. Any front-month contract can also be quickly identified on our Rollover Calendar page.

CQG symbol tables

For an easy read, the following tables, gathering symbols per exchange and futures market category, include the following information:

  • The CQG symbol corresponding to the front-month contract (as per early July 2025)
  • The DTN symbol for the corresponding continuous future contract, used as "Downloading Alias" in the Rithmic instrument setup window
  • Investor/RT default Full and Day sessions (All in Eastern Time), which are further discussed in the Sessions 101 support page
  • The typical daily contract volume (ie the average of the past 50 days as per July 10, 2025) was also included so that you could easily spot futures with very low (or even zero !) volume (that should typically not be daytraded)
  • The instrument tick increment (ie the minimum bid-ask spread) and tick value

Warning: To clearly identify the root symbol in these tables, an extra space has been added before the "MYY" extension. It should of course be removed when adding the current front-month symbol on your instance

Table 1A - CME Equity Indexes, NYMEX & COMEX markets and US Treasuries & financials futures (CBOT/CME). 

 

Table 1B - CME currencies (incl. crypto), Agricultural products (CME/CBOT), EUREX markets, UK and Australian futures and ICE energy markets.

Warning / Good practice: Whenever adding for the first time a new symbol to your Investor/RT instance (or during a rollover procedure), always make sure that the full and day sessions are correct before proceeding with a "full download" operation.

    Part 2 - CQG Cash Indexes and Market Internals

    Indexes CQG
    Dow Jones Industrial Avg X.US.DJI
    Dow Jones Transportation Avg X.US.DOWTTR
    S&P 500 Stock Index X.US.SPC5
    Nasdaq Composite Index X.US.NQCOMP
    Nasdaq 100 Index X.US.NDX
    Key Markets Internals  
    Dow Jones 30 Tick (aka "TIKI") X.US.DJTICI
    NYSE TICK X.US.DJTIC
    NYSE TRIN X.US.DJTRN
    NASDAQ TICK X.US.NASTIC
    NASDAQ TRIN X.US.NASTRN
    Markets Volume  
    NYSE Total Volume X.US.DJTOV
    NYSE Up Volume X.US.DJUPV
    NYSE Dn Volume X.US.DJDNV
    NYSE Unch. Volume X.US.DJUCV
    Nasdaq Total Volume X.US.NASTOV
    Nasdaq Up Volume X.US.NASUPV
    Nasdaq Dn Volume X.US.NASDNV
    Nasdaq Unch. Volume X.US.NASUCV
    Markets Adv/decl. issues  
    NYSE Advancing Issues X.US.DJIUP
    NYSE Declining Issues X.US.DJIDN
    NYSE Unch. Issues X.US.DJIUC
    Nasdaq Advancing Issues X.US.NASIUP
    Nasdaq Declining Issues X.US.NASIDN
    Nasdaq Unch. Issues X.US.NASIUC

    Miscellaneous remarks:

    • Always check with your brokerage the list of futures markets (or cash indexes/and data) that are being made available for your account.  Paying the market exchange fees for CME or Eurex futures doesn’t necessarily mean that your data provider granted you access to every individual market traded on the CME or Eurex.
    • In the case your brokerage firm would offer a futures market not listed above, any CQG futures symbols not present in the I/RT default database can always be added through the Future Type Setup preference menu.
    • Please visit the CQG symbol search webpage for any future or indices not listed on these tables.