DTN IQFeed® Symbol Guide

 

Commodity Market: CFE

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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).
 
CFE: Records=14
Future Future Root Description Roll Rule Description
@BGTM24 @BGT IBOXX INVESTMENT GRADE CORP BOND TAS JUNE 2024 Roll on expiration date.
@IBHM24 @IBH IBOXX HIGH YIELD CORPORATE BOND INDEX JUNE 2024 Roll on expiration date.
@IBIM24 @IBI IBOXX INVESTMENT GRADE CORP BOND INDEX JUNE 2024 Roll on expiration date.
@IBTM24 @IBT IBOXX HIGH YIELD INDEX TAS JUNE 2024 Roll on expiration date.
@MB1J24 @MB1 AMERIBOR 1 MONTH FUTURES APRIL 2024 Roll on expiration date.
@MT1K24 @MT1 CBOE AMERIBOR TERM 30 FUTURES MAY 2024 Roll on expiration date.
@MT3M24 @MT3 CBOE AMERIBOR TERM 90 FUTURES JUNE 2024 Roll on expiration date.
@VMTJ24 @VMT MINI CBOE VOLATILITY INDEX TAS APRIL 2024 Roll 1 trading days before expiration date.
@VX1K24 @VX1 VIX WEEKLYS WEEK 1 MAY 2024 Roll on expiration date.
@VX2K24 @VX2 VIX WEEKLYS WEEK 2 MAY 2024 Roll on expiration date.
@VX4J24 @VX4 VIX WEEKLYS WEEK 4 APRIL 2024 Roll on expiration date.
@VXJ24 @VX CBOE VOLATILITY INDEX APRIL 2024 Roll 1 trading days before expiration date.
@VXMJ24 @VXM MINI CBOE VOLATILITY INDEX APRIL 2024 Roll 1 trading days before expiration date.
@XVTJ24 @XVT CBOE VOLATILITY INDEX TAS APRIL 2024 Roll on expiration date.