Asset Symbols for the Zorro platform

Asset symbols are used for identifying a particular asset for online sources or broker APIs. They are given in the Symbol column of the asset list, but can also be set directly in the trading script. In the simplest case the symbol is identical to the asset name (f.i. "EUR/USD"). Different brokers use often different symbols for the same asset; for instance a DAX CFD has the symbol "GER30" on FXCM, "DE30/EUR" on Oanda, and "DEU.IDX/EUR" on Dukascopy. Zorro accepts a simple symbol, an extended symbol, or a combination of symbols. Extended symbols are needed when the asset is traded on several exchanges or requires additional information, such as expiration date or strike price. An asset can have a combination of up to three different symbols: the first one for trading, the second for retrieving live prices, and the third for retrieving historical prices.

Symbols can be preceded by an optional price source, like "STOOQ:AAPL". The price source can be either a price provider as listed under assetHistory, or a broker, exchange, or price provider name from the first column of the account list. This way the same asset can get prices from broker A and can trade with broker B (Zorro S is required for multiple brokers). If the source is omitted, the currently connected broker is used.

An extended symbol is needed when the mere asset name is ambiguous. It consists of substrings that identify asset type, exchange, currency, and expiration.

Standard assets, like stocks or CFDs, have an extended symbol in the format Root-Type-Exchange-Currency ("AAPL-STK-SMART-USD").

Assets with an expiration date, such as futures, have the format Root-Type-Expiry-Class-Exchange-Currency ("SPY-FUT-20231218-SPY1C-GLOBEX-USD").

Stock or index options have the format Root-Type-Expiry-Strike-P/C-Exchange-Currency ("AAPL-OPT-20191218-1350.0-C-GLOBEX-USD").

Future options have the format Root-Type-Expiry-Strike-P/C-Class-Exchange.("ZS-FOP-20191218-900.0-C-OSD-ECBOT").

Forex assets traded at a particular exchange have the format Currency/Countercurrency-Exchange ("NOK/USD-IDEALPRO").

• Root is the root symbol or underlying symbol used by the broker or price source, such as AAPL, SPX500, EUR.USD, BTC-ETH, SPY.US. An asterisk '*' for the root symbol replaces it with the asset name. Often the root symbol is sufficient for identifying the asset. A special symbol is "DUMMY"; it generates an artificial asset with a flat price curve for test purposes.
   
  
• Type is the asset type, such as STK (stock or ETF), OPT (option), FUT (future), IND (index), FOP (future option), CASH (forex), CFD, BOND, CMDTY (commodity), It's required when the same asset is available in different types, for instance as a stock or as a CFD. There can be other broker-specific types.
   
• Exchange is the exchange code where the asset is traded, such as AMEX, ARCA, CBOE, CBOT, CFE, CME, DTB, ECBOT, GLOBEX, IBIS, ICE, NASDAQ, LSE, NYBOT, NYMEX, NYSE, XETRA. If the broker supports smart routing, use the exchange code SMART.
   
• Currency is the counter currency of the assets. For forex or crpytocurrencies it's obvious from the root symbol, for other assets it's a currency symbol such as USD or EUR. If omitted, USD is assumed. 
   
  
• Expiry is the expiration date either as a number in YYYYMMDD format, or as a contract symbol, f.i. ESH9 for the ES March 2019 contract The contract symbol normally consists of the base symbol ("ES"), a letter for the expiration month (F Jan, G Feb, H Mar, J Apr, K May, M Jun, N Jul, Q Aug, U Sep, V Oct, X Nov, Z Dec), and the last digit of the expiration year. 
   
• Class is the trading class, usually for futures. It can be found on the website of the exchange or under "Local Class" on the brorker's detail sheet. If the future has no trading class, use the root symbol.
   
• Strike is the strike price for options in counter currency units.
   
• P/C is either P for put or C for call options.

The symbols for futures and option contracts are often not entered in the asset list, but internally generated frrom the contract chain; the asset list then contains only the symbol of the underlying. The contract symbols can be retrieved with the strcon function. Parsing the symbol string is the job of the broker plugin. Parts of symbols can be omitted, for instance "SPY-FUT---GLOBEX-USD" determines a contract chain of SPY futures with all trading classes and all expiration dates.

An asset can have up to 3 symbols that are separated by exclamation marks '!', in the fomat SymbolTrade!SymbolLive!SymbolHist ("IB:*-STK-SMART-USD!STOOQ:*.US!STOOQ:*.US"). The firast is used for trading, the second for receiviong prices, the third foir receiving historical data. They are accessible in the script under the names SymbolTrade, SymbolLive, SymbolHist.

If the Symbol field is empty or contains '*', the asset name is used for the symbol. An empy symbol of a multiple symbol combination disables its function - for instance, "AAPL!!" allows trading, but does not retrieve live or historical prices from the broker. This can be used in special cases when no market data was subscribed or prices are retrieved by other means, like with the assetHistory or priceQuote functions.

Symbol examples:

*	Symbol identical to the asset name.
*-STK-SMART-USD	General US stock or ETF, smart routing.
STOOQ:*.US	General US stock or ETF, no trading, live and historical prices from STOOQ.
TNOW-STK-SMART-USD!TNOW-STK-SMART-USD!YAHOO:TNOW.L	TNOW ETF, trading and pricing with current broker, historical prices from Yahoo.
OandaReal:EUR/USD!FXCMDemo:EUR/USD	EUR/USD traded with OandaReal using prices from FXCMDemo.
AAPL-OPT-20190918-1350.0-C-GLOBEX	AAPL Call option expiring Sep 18, 2019, at $1350 strike.
DAX-FUT-20201218-FDAX-DTB-EUR	DAX future expiring Dec 18, 2020, trading class FDAX.

See also:

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