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Jul 18th, 2021
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  1. currencies = [
  2. 'AD', # (Australian Dollar) (translated from Norgate session symbol 6A) (TE 'AD')
  3. 'BP', # (British Pound) (translated from Norgate session symbol 6B) (TE 'BP')
  4. 'CD', # (Canadian Dollar) (translated from Norgate session symbol 6C) (TE 'CD')
  5. 'EC', # (Euro FX) (translated from Norgate session symbol 6E) (TE 'CU')
  6. 'DX', # (US Dollar index) (TE 'DX') https://www.theice.com/products/194/US-Dollar-Index-Futures
  7. 'JY', # (Japanese Yen) (translated from Norgate session symbol 6J) (TE 'JY')
  8. 'NZ', # (New Zealand Dollar) (translated from Norgate session symbol 6N) (TE 'NE')
  9. 'SF', # (Swiss Franc) (translated from Norgate session symbol 6S) (TE 'SF')
  10. ]
  11. # https://www.home.saxo/rates-and-conditions/cfds/spreads-and-commissions?tabactive=34c42ec1-4f3d-4381-83fe-fd5777092a04
  12. agricultural = [
  13. 'LB', # (Random Length Lumber) (translated from Norgate session symbol LBS) (TE 'BL')
  14. 'CN', # (Corn) (translated from Norgate session symbol ZC) (TE '_C')
  15. 'CT', # (Cotton No. 2) (TE 'CT')
  16. 'FC', # (Feeder Cattle) (translated from Norgate session symbol GF) (TE 'FC')
  17. 'KC', # (Coffee C) (TE 'KC')
  18. 'LR', # (Robusta Coffee 10 Tonne) (translated from Norgate session symbol LRC) (TE 'LR')
  19. 'LS', # (White Sugar) (translated from Norgate session symbol LSU) (TE 'LS')
  20. 'OA', # (Oats) (translated from Norgate session symbol ZO) (TE '_O')
  21. 'SY', # (Soybean) (translated from Norgate session symbol ZS) (TE '_S')
  22. 'SB', # (Sugar No. 11) (TE 'SB')
  23. 'SM', # (Soybean Meal) (translated from Norgate session symbol ZM (TE 'SM')
  24. 'WC', # (Chicago SRW Wheat) (translated from Norgate session symbol ZW) (TE '_W')
  25.  
  26. ]
  27. nonagricultural = [
  28. 'CL', # (Crude Oil - Light Sweet) (TE 'CL')
  29. 'GC', # (Gold) (TE 'GC')
  30. 'HG', # (Copper) (TE 'HG')
  31. 'HO', # (NY Harbor ULSD) (TE 'HO')
  32. 'GA', # (Gas Oil) (translated from Norgate session symbol GAS) (TE 'LG')
  33. 'NG', # (Henry Hub Natural Gas) (TE 'NG')
  34. 'PA', # (Palladium) (TE 'PA')
  35. 'PL', # (Platinum) (TE 'PL')
  36. 'XB', # (RBOB Gasoline) (translated from Norgate session symbol RB) (TE 'RB')
  37. 'SI', # (Silver) (TE 'SI')
  38. ]
  39. equities = [
  40. 'ES', # (E-mini S&P 500) (TE 'ES')
  41. 'NK', # (Nikkei 225 Dollar) (TE 'NK')
  42. 'NQ', # (E-mini Nasdaq-100) (TE 'NQ')
  43. # 'TW', # Taiwan? Nothing in Norgate (TE 'TW')
  44. 'VX', # (CBOE Volatility Index) (TE 'VX')
  45. 'YM', # (E-mini Dow $5) (TE 'YM')
  46. ]
  47. rates = [
  48. 'GE', # EuroDollar (TE 'ED')
  49. 'TU', # (2-Year U.S. T-Note) (translated from Norgate session symbol ZT) (TE 'TU')
  50. 'FV', # (5-Year U.S. T-Note) (translated from Norgate session symbol ZF) (TE 'FV')
  51. 'TY', # (10-Year U.S. T-Note) (translated from Norgate session symbol ZN) (TE 'TY')
  52. 'ZB', # 30-Year US T-Bond (TE 'US')
  53. ]
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