DW mode

The Symbol tag for KRX Futures and monthly Options in DW mode is an 8-digit string, also known as “KRX short code” that has the following format:

1st digit stands for: 1: Futures, 2: Call Options, 3: Put Options, 4: Spread market(Futures spread)

2nd - 3rd digit is always 01, which stands for KOSPI200

4th digit stands for year. Symbol for year is repeated with a cycle of 30 years. The symbols for one cycle are 6789012345ABCDEFGHJKLMNPQRSTVW (do note that the letters IOUXYZ are missing). The first cycle is from 1996 till 2025. Thus, 1996 is 6, 1997 is 7, 2025 is W, and 2026 is 6 again.

5th digit stands for: month. Symbol of month is '1' - '9' for Jan - Sep, 'A' - Oct, 'B' - Nov, 'C' – Dec. Refer to the table below.

Month

Code

Month

Code

Month

Code

January

1

May

5

September

9

February

2

June

6

October

A

March

3

July

7

November

B

April

4

August

8

December

C

6th - 8th digit stands for: Futures: 000, Options: The integer part of the strike price, prepended with 0s if necessary to ensure the length of exactly three characters.   Note that the strike price increases in units of 2.5, therefore values not divisible by 5 have an implied 0.5 added to them. For example, 305 means 305, 307 means 307.5, 310 means 310, 312 means 312.5, etc.Examples: 101J9000, 201KA782, 201KA012

 

The Symbol tag for KRX Spreads in DW mode has the following format:

First 3 digits: as above

4th - 5th stands for year and month symbols of first leg

6th - 7th stands for year and month symbols of second leg

8th symbol is always 'S'

Example: 401E1W5S

Weekly options are also supported in this mode. The Symbol tag for weekly options has the following format:

1st digit stands for: 2: Call Options, 3: Put Options

2nd - 3rd digit is always 09, which means that contract is weekly.

4th - 5th stands for maturity. It can be from 01 to ZZ. First week is that which started from 23 Sep 2019, and maturity starting increase with following order
1) 01~99
2) A0 A1 A2~A9 / B0 B1 B2~B9 / ~~Z9
3) 0A 0B 0C ~ 0Z / ~~9Z
4) AA AB AC ~ZZ
The maturity value is always increased by 1, but the interval between listed contracts may be 2 weeks in case if the next week would overlap monthly contract’s maturity day (second week of month)

6th - 8th stands for strike.

Example: 2095V190 (Call Options, 09 means weekly, 5V means 9-Dec-2096, 190 is strike)