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=15
Future Future Root Description Roll Rule Description
@AM1N22 @AM1 AMERIBOR 7 DAY FUTURES WEEK 1 JULY 2022 Roll on expiration date.
@AM2N22 @AM2 AMERIBOR 7 DAY FUTURES WEEK 2 JULY 2022 Roll on expiration date.
@AM3N22 @AM3 AMERIBOR 7 DAY FUTURES WEEK 3 JULY 2022 Roll on expiration date.
@AM4N22 @AM4 AMERIBOR 7 DAY FUTURES WEEK 4 JULY 2022 Roll on expiration date.
@IBHU22 @IBH IBOXX HIGH YIELD CORPORATE BOND INDEX SEPTEMBER 2022 Roll on expiration date.
@IBIU22 @IBI IBOXX INVESTMENT GRADE CORP BOND INDEX SEPTEMBER 2022 Roll on expiration date.
@MB1M22 @MB1 AMERIBOR 1 MONTH FUTURES JUNE 2022 Roll on expiration date.
@MT1N22 @MT1 CBOE AMERIBOR TERM 30 FUTURES JULY 2022 Roll on expiration date.
@MT3U22 @MT3 CBOE AMERIBOR TERM 90 FUTURES SEPTEMBER 2022 Roll on expiration date.
@VMTN22 @VMT MINI CBOE VOLATILITY INDEX TAS JULY 2022 Roll 1 trading days before expiration date.
@VX1N22 @VX1 VIX WEEKLYS WEEK 1 JULY 2022 Roll on expiration date.
@VX2N22 @VX2 VIX WEEKLYS WEEK 2 JULY 2022 Roll on expiration date.
@VXMN22 @VXM MINI CBOE VOLATILITY INDEX JULY 2022 Roll 1 trading days before expiration date.
@VXN22 @VX CBOE VOLATILITY INDEX JULY 2022 Roll 1 trading days before expiration date.
@XVTN22 @XVT CBOE VOLATILITY INDEX TAS JULY 2022 Roll on expiration date.