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New Symbol for ER2?
- Thread starter OldTrader
- Start date
Quote from OldTrader:
Trying to add the Dec contract for ER2 tonight. No quote. Anyone know if the symbol has changed? I recall that Ice was going to trade it (don't know if that's now), but does the CME have a new contract?
OldTrader
On IB its RUT and then select TF. You will need to subscribe to ICE data. TO is the big RUT contract. TF is the normal smaller one.
Quote from OldTrader:
Yeah, I heard that too. But I figured CME would come up with an alternative index. Amazing.
OldTrader
The CME has been promoting the S&P Midcap 400 (symbol EMD) as a replacement for the ER2, but so far the volume is anemic.
The S&P SmallCap 600 (symbol SMC) is just dead.
http://www.cmegroup.com/trading/equity-index/online-marketing/eq-update.html
And original PR from June *2007*...
http://cmegroup.mediaroom.com/index.php?s=43&item=333&pagetemplate=article
fwiw; IQFeed symbol is @TFSZ8 and @TFS# continuous. In addition, ICE Index feed is free until 3/09. Here's content listing of ICE Index feed on IQFeed...
http://iqfeed.net/symbolguide/index...isplayaction=support§ion=guide&type=ICEFI
And original PR from June *2007*...
http://cmegroup.mediaroom.com/index.php?s=43&item=333&pagetemplate=article
fwiw; IQFeed symbol is @TFSZ8 and @TFS# continuous. In addition, ICE Index feed is free until 3/09. Here's content listing of ICE Index feed on IQFeed...
http://iqfeed.net/symbolguide/index...isplayaction=support§ion=guide&type=ICEFI