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
@10YZ22 @10Y MICRO 10 YEAR YIELD FUTURES DECEMBER 2022 Roll 1 trading days before expiration date.
@2YYZ22 @2YY MICRO 2 YEAR YIELD FUTURES DECEMBER 2022 Roll 1 trading days before expiration date.
@30YZ22 @30Y MICRO 30 YEAR YIELD FUTURES DECEMBER 2022 Roll 1 trading days before expiration date.
@5YYZ22 @5YY MICRO 5 YEAR YIELD FUTURES DECEMBER 2022 Roll 1 trading days before expiration date.
@MKCH23 @MKC MINI KC HRW WHEAT MARCH 2023 Roll 8 trading days from the end of the month prior to expiration.
@MYMZ22 @MYM MICRO E-MINI DOW JONES $5 DECEMBER 2022 Roll 7 trading days before expiration date.
@YCH23 @YC MINI CORN MARCH 2023 Roll 8 trading days from the end of the month prior to expiration.
@YKF23 @YK MINI SOYBEAN JANUARY 2023 Roll 8 trading days from the end of the month prior to expiration.
@YMTZ22 @YMT E-MINI DOW JONES $5 BTIC DECEMBER 2022 Roll 7 trading days before expiration date.
@YMZ22 @YM E-MINI DOW JONES $5 DECEMBER 2022 Roll 5 trading days before expiration date.
@YWH23 @YW MINI WHEAT MARCH 2023 Roll 8 trading days from the end of the month prior to expiration.