Instruments

Every tradable instrument in Stratifyre has a unique identifier that follows a consistent naming format. Understanding this format makes it easy to find, reference, and work with any instrument across the platform — whether you are building a strategy, setting up a scanner, or running a backtest.

The instrument naming format

All instruments in Stratifyre follow this pattern:

{AssetClass}:{Source}:{Symbol}

Each part tells you something specific:

• AssetClass — The type of instrument (EQ for equities, FUT for futures, CRYPTO for cryptocurrency, etc.)
• Source — The exchange or data source where the instrument trades (NYSE, NASDAQ, CME, BINANCE, etc.)
• Symbol — The ticker or contract identifier

Examples

Instrument	Asset Class	Source	Symbol	Description
EQ:NYSE:AAPL	EQ	NYSE	AAPL	Apple stock
EQ:NASDAQ:MSFT	EQ	NASDAQ	MSFT	Microsoft stock
ETF:ARCA:SPY	ETF	ARCA	SPY	S&P 500 ETF
FUT:CME:ES	FUT	CME	ES	S&P 500 E-mini futures
FUT:NYMEX:CL	FUT	NYMEX	CL	Crude oil futures
CRYPTO:BINANCE:BTCUSDT	CRYPTO	BINANCE	BTCUSDT	Bitcoin/USDT pair
CRYPTO:BINANCE:ETHUSDT	CRYPTO	BINANCE	ETHUSDT	Ethereum/USDT pair
OPT:CBOE:SPX	OPT	CBOE	SPX	S&P 500 index options
FX:FOREX:EURUSD	FX	FOREX	EURUSD	Euro/US Dollar
INDEX:US:SPX	INDEX	US	SPX	S&P 500 index

Searching for instruments

You do not need to memorize instrument identifiers. Stratifyre includes a powerful search feature that lets you find instruments quickly:

1. Open the instrument search — Available wherever you need to select an instrument (strategy builder, scanner setup, backtest configuration, etc.).
2. Type part of the name or symbol — You can search by ticker symbol (e.g., “AAPL”), company name (e.g., “Apple”), or even partial matches (e.g., “Appl”).
3. Filter by asset class — Narrow your results to a specific asset class using the filter dropdown. For example, if you type “ES” and filter to Futures, you will see the E-mini S&P 500 contract instead of equity results.
4. Select the instrument — Click on the result to add it to your strategy, scanner, or backtest.

Tip

If you know the exact instrument identifier, you can type it directly in the format AssetClass:Source:Symbol to jump straight to it. For example, typing FUT:CME:NQ will immediately locate the NASDAQ 100 E-mini futures contract.

Asset class codes

Here is a quick reference for all asset class codes used in instrument identifiers:

Code	Asset Class	Example
EQ	US Equities	EQ:NYSE:AAPL
ETF	Exchange-Traded Funds	ETF:ARCA:SPY
FUT	Futures	FUT:CME:ES
CRYPTO	Cryptocurrency	CRYPTO:BINANCE:BTCUSDT
OPT	Options	OPT:CBOE:SPX
FX	Forex	FX:FOREX:EURUSD
CMDTY	Commodities	CMDTY:NYMEX:GC
INDEX	Indices	INDEX:US:SPX
ETN	Exchange-Traded Notes	ETN:ARCA:VXX
MF	Mutual Funds	MF:US:VFINX

Continuous futures contracts

Futures contracts have expiration dates. A crude oil contract expiring in March 2025 is a different instrument from one expiring in June 2025. This creates a challenge for backtesting: how do you test a futures strategy over multiple years when individual contracts only last a few months?

Stratifyre solves this with continuous contracts. A continuous contract automatically stitches together successive expiration months into a single, uninterrupted data series.

How continuous contracts work

1. Roll dates — When a futures contract approaches expiration, the continuous contract “rolls” to the next active month. Stratifyre handles this transition automatically.
2. Price adjustment — At each roll, the price series is adjusted to eliminate the gap between the expiring contract and the new one. This prevents false signals in your indicators and strategy rules.
3. Seamless history — The result is a smooth, continuous price history that you can use for backtesting just like any other instrument.

Using continuous contracts

Natural-language conversion defaults unspecified futures to the front volume continuous contract and records that choice in its notes. Catalog IDs include the roll method and contract offset:

• FUT:CME:ES.v.0 — Front volume continuous S&P 500 E-mini contract
• FUT:CME:CL.v.0 — Front volume continuous crude oil contract
• FUT:CME:ZN.v.0 — Front volume continuous 10-year Treasury note contract

Calendar continuous contracts use .c.0; offsets .1 and .2 select subsequent contracts. Select an existing catalog entry rather than constructing an ID from a product’s commonly associated exchange name.

This means you can build and backtest futures strategies over years of data without worrying about contract rolls, expirations, or price gaps.

Note

Continuous contracts are the recommended way to work with futures in Stratifyre. They provide the cleanest data for backtesting and the most consistent signals for scanners. If you need data for a specific contract month, you can reference it by its full contract specification.

Instrument baskets

Baskets are named collections for multi-instrument backtests. Choose the historical S&P 500 (EQ:GSPC) on supported date ranges, or a static basket for your own portfolio. Combine both selections; overlapping members are included once.

Availability depends on your dates and required reference coverage. Historical NASDAQ 100 membership is unavailable; a catalog name does not establish historical support. Scanner and live-trading forms do not enable basket selection.

Tip

Historical universes follow membership dates; static baskets keep their captured selection. See Baskets and Universes for corporate actions, saved reference data, and coverage limits.

Next steps

• See Supported Assets for complete details on each asset class, including history depth and exchange coverage.
• Learn about Timeframes to understand which data resolutions are available.
• Explore Extended Hours to find out how pre-market and after-hours data works for different asset classes.