First of all, you have to ensure the data package you are subscribed to contains the Futures feed. Then for the Futures contract, you just need to add a “#” to the symbol. For example, “#ES”, or add a contact date, like “ESZ9” for Emini S&P 500 December 2019 Future Contract, where “ES” is the [Root] for Emini S&P 500, “Z” is the [Month Code] for December, and “9” is the [Year Code] for 2019.
Below are the [MONTH CODES]:
(You can contact DAS Support Team at [email protected] for the latest Futures List file.)