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=11
Future Future Root Description Roll Rule Description
@IBHZ24 @IBH IBOXX HIGH YIELD CORPORATE BOND INDEX DECEMBER 2024 Roll on expiration date.
@IBIZ24 @IBI IBOXX INVESTMENT GRADE CORP BOND INDEX DECEMBER 2024 Roll on expiration date.
@IEMZ24 @IEM IBOXX $ EMERGING MARKET BOND INDEX DECEMBER 2024 Roll on expiration date.
@VMTX24 @VMT MINI CBOE VOLATILITY INDEX TAS NOVEMBER 2024 Roll 1 trading days before expiration date.
@VX1X24 @VX1 VIX WEEKLYS WEEK 1 NOVEMBER 2024 Roll on expiration date.
@VX2X24 @VX2 VIX WEEKLYS WEEK 2 NOVEMBER 2024 Roll on expiration date.
@VX4X24 @VX4 VIX WEEKLYS WEEK 4 NOVEMBER 2024 Roll on expiration date.
@VX5V24 @VX5 VIX WEEKLYS WEEK 5 OCTOBER 2024 Roll on expiration date.
@VXMX24 @VXM MINI CBOE VOLATILITY INDEX NOVEMBER 2024 Roll 1 trading days before expiration date.
@VXX24 @VX CBOE VOLATILITY INDEX NOVEMBER 2024 Roll 1 trading days before expiration date.
@XVTX24 @XVT CBOE VOLATILITY INDEX TAS NOVEMBER 2024 Roll on expiration date.