DTN IQFeed® Symbol Guide

 

Commodity Market: ICEEF

Back To Previous Page

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
C05U25 C05 MEDIUM SWISS CONFEDERATION BOND SEPTEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
C10U25 C10 LONG SWISS CONFEDERATION BOND SEPTEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
ER3M25 ER3 3 MONTH ESTR INDEXED FUTURE JUNE 2025 Roll on expiration date.
EU3U25 EU3 30 YR EURO SWAPNOTE SEPTEMBER 2025 Roll on expiration date.
EXZU25 EXZ FTSE 100 DIVIDEND INDEX RDSA SEPTEMBER 2025 Roll on expiration date.
G02U25 G02 SHORT BUND (SCHATZ) SEPTEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
G05U25 G05 MEDIUM BUND (BOBL) SEPTEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
G11U25 G11 LONG BUND SEPTEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
G30U25 G30 ULTRA LONG BUND SEPTEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
GB3U25 GB3 30 YR STERLING SWAPNOTE SEPTEMBER 2025 Roll on expiration date.
GBOU25 GBO 5 YR STERLING SWAPNOTE SEPTEMBER 2025 Roll on expiration date.
GBQU25 GBQ 10 YR STERLING SWAPNOTE SEPTEMBER 2025 Roll on expiration date.
GBWU25 GBW 2 YR STERLING SWAPNOTE SEPTEMBER 2025 Roll on expiration date.
GTU25 GT SHORT GILT TAS SEPTEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
GU25 G SHORT GILT SEPTEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
HTU25 HT MEDIUM GILT TAS SEPTEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
HU25 H MEDIUM GILT SEPTEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
I02U25 I02 SHORT BTP SEPTEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
I05U25 I05 MEDIUM BTP SEPTEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
I10U25 I10 LONG BTP SEPTEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
IETU25 IET 3 MONTH EURIBOR TAS SEPTEMBER 2025 Roll on expiration date.
IEU25 IE 3 MONTH EURIBOR SEPTEMBER 2025 Roll on expiration date.
LEN25 LE EONIA ONE MONTH JULY 2025 Roll 8 trading days before expiration date.
LFU25 LF FTSE 100 SEPTEMBER 2025 Roll 1 trading days before expiration date.
LGTU25 LGT LONG GILT TAS SEPTEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
LGU25 LG LONG GILT SEPTEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
LHWU25 LHW 2 YR US DOLLAR SWAPNOTE SEPTEMBER 2025 Roll on expiration date.
LIVU25 LIV 5 YR US DOLLAR SWAP NOTE SEPTEMBER 2025 Roll on expiration date.
LJNU25 LJN 10 YR US DOLLAR SWAPNOTE SEPTEMBER 2025 Roll on expiration date.
LUU25 LU 2 YR EUR SWAPNOTE SEPTEMBER 2025 Roll on expiration date.
LYU25 LY FTSE 250 SEPTEMBER 2025 Roll on expiration date.
OEU25 OE 5 YR EUR SWAPNOTE SEPTEMBER 2025 Roll on expiration date.
OFR1M25 OFR1 ONE MONTH SOFR INDEX JUNE 2025 Roll on expiration date.
OFR3M25 OFR3 THREE MONTH SOFR INDEX JUNE 2025 Roll on expiration date.
OPU25 OP 10 YR EUR SWAPNOTE SEPTEMBER 2025 Roll on expiration date.
S02U25 S02 SHORT SPANISH GOVERNMENT BOND SEPTEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
S05U25 S05 MEDIUM SPANISH GOVERNMENT BOND SEPTEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
S10U25 S10 LONG SPANISH GOVERNMENT BOND SEPTEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
SA3M25 SA3 3 MONTH SARON INDEX JUNE 2025 Roll on expiration date.
SO3M25 SO3 3 MONTH SONIA INDEX JUNE 2025 Roll on expiration date.
SOAM25 SOA 1 MONTH SONIA INDEX JUNE 2025 Roll on expiration date.
US3U25 US3 30 YR DOLLAR SWAPNOTE SEPTEMBER 2025 Roll on expiration date.
UTU25 UT ULTRA LONG GILT TAS SEPTEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.
UU25 U ULTRA LONG GILT SEPTEMBER 2025 Roll 2 trading days from the end of the month prior to expiration.