DTN IQFeed® Symbol Guide

 

Commodity Market: ICEEF

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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).
 
ICEEF: Records=44
Future Future Root Description Roll Rule Description
C05Z24 C05 MEDIUM SWISS CONFEDERATION BOND DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
C10Z24 C10 LONG SWISS CONFEDERATION BOND DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
ER3U24 ER3 3 MONTH ESTR INDEXED FUTURE SEPTEMBER 2024 Roll on expiration date.
EU3Z24 EU3 30 YR EURO SWAPNOTE DECEMBER 2024 Roll on expiration date.
EXZZ24 EXZ FTSE 100 DIVIDEND INDEX RDSA DECEMBER 2024 Roll on expiration date.
G02Z24 G02 SHORT BUND (SCHATZ) DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
G05Z24 G05 MEDIUM BUND (BOBL) DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
G11Z24 G11 LONG BUND DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
G30Z24 G30 ULTRA LONG BUND DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
GB3Z24 GB3 30 YR STERLING SWAPNOTE DECEMBER 2024 Roll on expiration date.
GBOZ24 GBO 5 YR STERLING SWAPNOTE DECEMBER 2024 Roll on expiration date.
GBQZ24 GBQ 10 YR STERLING SWAPNOTE DECEMBER 2024 Roll on expiration date.
GBWZ24 GBW 2 YR STERLING SWAPNOTE DECEMBER 2024 Roll on expiration date.
GTZ24 GT SHORT GILT TAS DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
GZ24 G SHORT GILT DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
HTZ24 HT MEDIUM GILT TAS DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
HZ24 H MEDIUM GILT DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
I02Z24 I02 SHORT BTP DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
I05Z24 I05 MEDIUM BTP DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
I10Z24 I10 LONG BTP DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
IETZ24 IET 3 MONTH EURIBOR TAS DECEMBER 2024 Roll on expiration date.
IEZ24 IE 3 MONTH EURIBOR DECEMBER 2024 Roll on expiration date.
LEZ24 LE EONIA ONE MONTH DECEMBER 2024 Roll 8 trading days before expiration date.
LFZ24 LF FTSE 100 DECEMBER 2024 Roll 1 trading days before expiration date.
LGTZ24 LGT LONG GILT TAS DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
LGZ24 LG LONG GILT DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
LHWZ24 LHW 2 YR US DOLLAR SWAPNOTE DECEMBER 2024 Roll on expiration date.
LIVZ24 LIV 5 YR US DOLLAR SWAP NOTE DECEMBER 2024 Roll on expiration date.
LJNZ24 LJN 10 YR US DOLLAR SWAPNOTE DECEMBER 2024 Roll on expiration date.
LUZ24 LU 2 YR EUR SWAPNOTE DECEMBER 2024 Roll on expiration date.
LYZ24 LY FTSE 250 DECEMBER 2024 Roll on expiration date.
OEZ24 OE 5 YR EUR SWAPNOTE DECEMBER 2024 Roll on expiration date.
OFR1Z24 OFR1 ONE MONTH SOFR INDEX DECEMBER 2024 Roll on expiration date.
OFR3U24 OFR3 THREE MONTH SOFR INDEX SEPTEMBER 2024 Roll on expiration date.
OPZ24 OP 10 YR EUR SWAPNOTE DECEMBER 2024 Roll on expiration date.
S02Z24 S02 SHORT SPANISH GOVERNMENT BOND DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
S05Z24 S05 MEDIUM SPANISH GOVERNMENT BOND DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
S10Z24 S10 LONG SPANISH GOVERNMENT BOND DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
SA3U24 SA3 3 MONTH SARON INDEX SEPTEMBER 2024 Roll on expiration date.
SO3U24 SO3 3 MONTH SONIA INDEX SEPTEMBER 2024 Roll on expiration date.
SOAZ24 SOA 1 MONTH SONIA INDEX DECEMBER 2024 Roll on expiration date.
US3Z24 US3 30 YR DOLLAR SWAPNOTE DECEMBER 2024 Roll on expiration date.
UTZ24 UT ULTRA LONG GILT TAS DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
UZ24 U ULTRA LONG GILT DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.