We do have nicknames with each other, but I feel that the nicknames are private, or the meaning of the nicknames is funny, so I would rather not disclose what they are. My siblings and I usually create different nicknames for various people, too, especially when we want to talk about someone without making it obvious.
We know some names that only we will understand. It seems that siblings will also have some codes for different things that will let us know what we should do next to help a particular sibling out. Sibling relationships are special because there are some things that siblings share that other people will not understand.