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
@BGTZ23 @BGT IBOXX INVESTMENT GRADE CORP BOND TAS DECEMBER 2023 Roll on expiration date.
@IBHZ23 @IBH IBOXX HIGH YIELD CORPORATE BOND INDEX DECEMBER 2023 Roll on expiration date.
@IBIZ23 @IBI IBOXX INVESTMENT GRADE CORP BOND INDEX DECEMBER 2023 Roll on expiration date.
@IBTZ23 @IBT IBOXX HIGH YIELD INDEX TAS DECEMBER 2023 Roll on expiration date.
@MB1U23 @MB1 AMERIBOR 1 MONTH FUTURES SEPTEMBER 2023 Roll on expiration date.
@MT1V23 @MT1 CBOE AMERIBOR TERM 30 FUTURES OCTOBER 2023 Roll on expiration date.
@MT3Z23 @MT3 CBOE AMERIBOR TERM 90 FUTURES DECEMBER 2023 Roll on expiration date.
@VMTV23 @VMT MINI CBOE VOLATILITY INDEX TAS OCTOBER 2023 Roll 1 trading days before expiration date.
@VX1V23 @VX1 VIX WEEKLYS WEEK 1 OCTOBER 2023 Roll on expiration date.
@VX2V23 @VX2 VIX WEEKLYS WEEK 2 OCTOBER 2023 Roll on expiration date.
@VXMV23 @VXM MINI CBOE VOLATILITY INDEX OCTOBER 2023 Roll 1 trading days before expiration date.
@VXV23 @VX CBOE VOLATILITY INDEX OCTOBER 2023 Roll 1 trading days before expiration date.
@XVTU23 @XVT CBOE VOLATILITY INDEX TAS SEPTEMBER 2023 Roll on expiration date.