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=13
Future Future Root Description Roll Rule Description
@BGTM23 @BGT IBOXX INVESTMENT GRADE CORP BOND TAS JUNE 2023 Roll on expiration date.
@IBHM23 @IBH IBOXX HIGH YIELD CORPORATE BOND INDEX JUNE 2023 Roll on expiration date.
@IBIM23 @IBI IBOXX INVESTMENT GRADE CORP BOND INDEX JUNE 2023 Roll on expiration date.
@IBTM23 @IBT IBOXX HIGH YIELD INDEX TAS JUNE 2023 Roll on expiration date.
@MB1H23 @MB1 AMERIBOR 1 MONTH FUTURES MARCH 2023 Roll on expiration date.
@MT1J23 @MT1 CBOE AMERIBOR TERM 30 FUTURES APRIL 2023 Roll on expiration date.
@MT3M23 @MT3 CBOE AMERIBOR TERM 90 FUTURES JUNE 2023 Roll on expiration date.
@VMTJ23 @VMT MINI CBOE VOLATILITY INDEX TAS APRIL 2023 Roll 1 trading days before expiration date.
@VX1J23 @VX1 VIX WEEKLYS WEEK 1 APRIL 2023 Roll on expiration date.
@VX2J23 @VX2 VIX WEEKLYS WEEK 2 APRIL 2023 Roll on expiration date.
@VXJ23 @VX CBOE VOLATILITY INDEX APRIL 2023 Roll 1 trading days before expiration date.
@VXMJ23 @VXM MINI CBOE VOLATILITY INDEX APRIL 2023 Roll 1 trading days before expiration date.
@XVTJ23 @XVT CBOE VOLATILITY INDEX TAS APRIL 2023 Roll on expiration date.