Russell 2000 Trading on ICE

Russell 2000 officially move over to ICE this week. If you trade Russell, your subscription to CME real-time data is not enough to receive data for Russell going forward.

1. Subscription

You need to enable subscription to ICE real-time data. Some data vendors offer special index only package in case you are not interested in other non-financial products from the exchange.

2. Symbology

You need to check with your data vendor for the correct symbol.

e.g. eSignal’s ICE Russell 2000 Mini is TF Z8 for the Dec 2008 contract

3. Continuous Contract

To define a continuous contract symbol, use the Continuous Contract Manager.

For Russell 2000 Mini, you can use the pre-defined rule for Index Future.

4. Existing Data

You can simply copy your existing data files from the Cache directory to the directory for the new symbol.

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