DTN IQFeed® Symbol Guide

 

Commodity Market: CBOTMINI

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The symbology for a future contract is [FUTURE ROOT][MONTH CODE][2 DIGIT YEAR]
For example: @ESZ15 = Emini S&P 500 December 2015 Future Contract
The symbology for a future option contract is [FUTURE SYMBOL][P/C][STRIKE]
For example: @ESZ15C154000 = Emini S&P 500 December Call at 1540.00 strike

MONTH CODES
Jan-F    Feb-G    Mar-H    Apr-J    May-K    Jun-M   
Jul-N    Aug-Q    Sep-U    Oct-V    Nov-X    Dec-Z
· Replace the Month and Year code with "#" for Front Month (ie. @ES# instead of @ESZ15).
· Replace the Month and Year code with "#C" for Front Month back-adjusted history (ie. @ES#C instead of @ESZ15).
 
CBOTMINI: Records=11
Future Future Root Description Roll Rule Description
@10YM22 @10Y MICRO 10 YEAR YIELD FUTURES JUNE 2022 Roll 1 trading days before expiration date.
@2YYM22 @2YY MICRO 2 YEAR YIELD FUTURES JUNE 2022 Roll 1 trading days before expiration date.
@30YM22 @30Y MICRO 30 YEAR YIELD FUTURES JUNE 2022 Roll 1 trading days before expiration date.
@5YYM22 @5YY MICRO 5 YEAR YIELD FUTURES JUNE 2022 Roll 1 trading days before expiration date.
@MKCU22 @MKC MINI KC HRW WHEAT SEPTEMBER 2022 Roll 8 trading days from the end of the month prior to expiration.
@MYMU22 @MYM MICRO E-MINI DOW JONES $5 SEPTEMBER 2022 Roll 7 trading days before expiration date.
@YCU22 @YC MINI CORN SEPTEMBER 2022 Roll 8 trading days from the end of the month prior to expiration.
@YKQ22 @YK MINI SOYBEAN AUGUST 2022 Roll 8 trading days from the end of the month prior to expiration.
@YMTU22 @YMT E-MINI DOW JONES $5 BTIC SEPTEMBER 2022 Roll 7 trading days before expiration date.
@YMU22 @YM E-MINI DOW JONES $5 SEPTEMBER 2022 Roll 7 trading days before expiration date.
@YWU22 @YW MINI WHEAT SEPTEMBER 2022 Roll 8 trading days from the end of the month prior to expiration.