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
C05Z25 C05 MEDIUM SWISS CONFEDERATION BOND DECEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
C10Z25 C10 LONG SWISS CONFEDERATION BOND DECEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
ER3U25 ER3 3 MONTH ESTR INDEXED FUTURE SEPTEMBER 2025 Roll on expiration date.
EU3Z25 EU3 30 YR EURO SWAPNOTE DECEMBER 2025 Roll on expiration date.
EXZZ25 EXZ FTSE 100 DIVIDEND INDEX RDSA DECEMBER 2025 Roll on expiration date.
G02Z25 G02 SHORT BUND (SCHATZ) DECEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
G05Z25 G05 MEDIUM BUND (BOBL) DECEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
G11Z25 G11 LONG BUND DECEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
G30Z25 G30 ULTRA LONG BUND DECEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
GB3Z25 GB3 30 YR STERLING SWAPNOTE DECEMBER 2025 Roll on expiration date.
GBOZ25 GBO 5 YR STERLING SWAPNOTE DECEMBER 2025 Roll on expiration date.
GBQZ25 GBQ 10 YR STERLING SWAPNOTE DECEMBER 2025 Roll on expiration date.
GBWZ25 GBW 2 YR STERLING SWAPNOTE DECEMBER 2025 Roll on expiration date.
GTZ25 GT SHORT GILT TAS DECEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
GZ25 G SHORT GILT DECEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
HTZ25 HT MEDIUM GILT TAS DECEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
HZ25 H MEDIUM GILT DECEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
I02Z25 I02 SHORT BTP DECEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
I05Z25 I05 MEDIUM BTP DECEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
I10Z25 I10 LONG BTP DECEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
IETZ25 IET 3 MONTH EURIBOR TAS DECEMBER 2025 Roll on expiration date.
IEZ25 IE 3 MONTH EURIBOR DECEMBER 2025 Roll on expiration date.
LEX25 LE EONIA ONE MONTH NOVEMBER 2025 Roll 8 trading days before expiration date.
LFZ25 LF FTSE 100 DECEMBER 2025 Roll 1 trading days before expiration date.
LGTZ25 LGT LONG GILT TAS DECEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
LGZ25 LG LONG GILT DECEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
LHWZ25 LHW 2 YR US DOLLAR SWAPNOTE DECEMBER 2025 Roll on expiration date.
LIVZ25 LIV 5 YR US DOLLAR SWAP NOTE DECEMBER 2025 Roll on expiration date.
LJNZ25 LJN 10 YR US DOLLAR SWAPNOTE DECEMBER 2025 Roll on expiration date.
LUZ25 LU 2 YR EUR SWAPNOTE DECEMBER 2025 Roll on expiration date.
LYZ25 LY FTSE 250 DECEMBER 2025 Roll on expiration date.
OEZ25 OE 5 YR EUR SWAPNOTE DECEMBER 2025 Roll on expiration date.
OFR1Z25 OFR1 ONE MONTH SOFR INDEX DECEMBER 2025 Roll on expiration date.
OFR3U25 OFR3 THREE MONTH SOFR INDEX SEPTEMBER 2025 Roll on expiration date.
OPZ25 OP 10 YR EUR SWAPNOTE DECEMBER 2025 Roll on expiration date.
S02Z25 S02 SHORT SPANISH GOVERNMENT BOND DECEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
S05Z25 S05 MEDIUM SPANISH GOVERNMENT BOND DECEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
S10Z25 S10 LONG SPANISH GOVERNMENT BOND DECEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
SA3U25 SA3 3 MONTH SARON INDEX SEPTEMBER 2025 Roll on expiration date.
SO3U25 SO3 3 MONTH SONIA INDEX SEPTEMBER 2025 Roll on expiration date.
SOAZ25 SOA 1 MONTH SONIA INDEX DECEMBER 2025 Roll on expiration date.
US3Z25 US3 30 YR DOLLAR SWAPNOTE DECEMBER 2025 Roll on expiration date.
UTZ25 UT ULTRA LONG GILT TAS DECEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
UZ25 U ULTRA LONG GILT DECEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.