Last month’s article talked about the software enhancements coming over the next few months, and this one will explain some new data elements. As we continue to expand our data offerings, we’ve added 3 new sets of symbols for the futures trader.

These new symbols are already in the feed and can be viewed by anyone who has a subscription to one or more of the domestic future exchanges. Even though we hope you upgrade to take advantage of the software improvements, it’s not necessary to be on the newest version of eSignal to view these new symbols.

The first addition is a set of combined session symbols. All domestic contracts that have both a day and night session and don’t already have a combined session symbol now have a separate symbol to combine the day and evening sessions. This is in addition to the existing symbols for the individual sessions.

Figure 1 is a quote window displaying a sample of these new symbols. You’ll notice that the name associated with each symbol is descriptive enough to let the user know which session it covers. These symbols are also chartable, but it will take several months to build up the intraday data on the new composite symbol. We’re working on how we’ll be building the historical data, so users can look at longer-term data.

Figure 1: Quote window with sample day, night and composite futures symbols

The next set of new symbols allows users to view the aggregate open interest for all active months of an individual contract. To see this information, you’ll need to enter the root symbol, such as ES or TY, and, then, leave a space followed by #OI. This is similar to using #F to see the front month symbols.

This type of symbol is specifically designed to show you a single piece of data, so there aren’t many fields that display any information. The value of this aggregate open interest is placed in the Last Price field. There’s also an Open, High, Low and Volume field that contains data, but this is a daily value that doesn’t change during the day, so these fields all have the same value.

Figure 2 shows a quote window with these new symbols. It is sorted to place the symbols with the greatest open interest at the top, so you can quickly see the contracts with the most overall interest.

Figure 2: Quote window displaying contracts using the new open interest symbology

The final set of new symbols allows users to see the aggregate volume for all active months of an individual contract. You will need to enter a root symbol followed by a space and then #V. ES #V is an example of what you would use to see the combined volume for the S&P E-Mini.

The display of these symbols is the same as the open interest symbols described previously, and Figure 3 gives you a look at some of the most active contracts based on volume.

Figure 3: Quote window displaying contracts using the new volume symbology

With the open interest and volume symbols, the data is still the official value from the exchanges and represents the prior day’s activity. We’ll continue to support the data in this fashion to accommodate all of the existing versions of eSignal, as well as the large number of third party software that works with eSignal data.

Based on user feedback, we may also consider creating user settings to shift the data or give different views in a future release. Please take a look at these symbols and let us know what you think. We’ll continue to enhance our data and software to keep eSignal ahead of the curve and give our users the best product possible.

Note: The charts in this article were captured from eSignal. To find out more about how you can get streaming, real-time quotes from all the markets, plus streaming charts, news and Market Depth, go to: www.esignal.com.