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
@EDNM23 @EDN EURODOLLAR JUNE 2023 Roll 6 trading days from the end of the month prior to expiration.
C05M23 C05 MEDIUM SWISS CONFEDERATION BOND JUNE 2023 Roll 2 trading days from the end of the month prior to expiration.
C10M23 C10 LONG SWISS CONFEDERATION BOND JUNE 2023 Roll 2 trading days from the end of the month prior to expiration.
EU3M23 EU3 30 YR EURO SWAPNOTE JUNE 2023 Roll on expiration date.
EXZM23 EXZ FTSE 100 DIVIDEND INDEX RDSA JUNE 2023 Roll on expiration date.
G02M23 G02 SHORT BUND (SCHATZ) JUNE 2023 Roll 2 trading days from the end of the month prior to expiration.
G05M23 G05 MEDIUM BUND (BOBL) JUNE 2023 Roll 2 trading days from the end of the month prior to expiration.
G11M23 G11 LONG BUND JUNE 2023 Roll 2 trading days from the end of the month prior to expiration.
G30M23 G30 ULTRA LONG BUND JUNE 2023 Roll 2 trading days from the end of the month prior to expiration.
GB3M23 GB3 30 YR STERLING SWAPNOTE JUNE 2023 Roll on expiration date.
GBOM23 GBO 5 YR STERLING SWAPNOTE JUNE 2023 Roll on expiration date.
GBQM23 GBQ 10 YR STERLING SWAPNOTE JUNE 2023 Roll on expiration date.
GBWM23 GBW 2 YR STERLING SWAPNOTE JUNE 2023 Roll on expiration date.
GM23 G SHORT GILT JUNE 2023 Roll 2 trading days from the end of the month prior to expiration.
GTM23 GT SHORT GILT TAS JUNE 2023 Roll 2 trading days from the end of the month prior to expiration.
HM23 H MEDIUM GILT JUNE 2023 Roll 2 trading days from the end of the month prior to expiration.
HTM23 HT MEDIUM GILT TAS JUNE 2023 Roll 2 trading days from the end of the month prior to expiration.
I02M23 I02 SHORT BTP JUNE 2023 Roll 2 trading days from the end of the month prior to expiration.
I05M23 I05 MEDIUM BTP JUNE 2023 Roll 2 trading days from the end of the month prior to expiration.
I10M23 I10 LONG BTP JUNE 2023 Roll 2 trading days from the end of the month prior to expiration.
IEM23 IE 3 MONTH EURIBOR JUNE 2023 Roll on expiration date.
IETM23 IET 3 MONTH EURIBOR TAS JUNE 2023 Roll on expiration date.
LEJ23 LE EONIA ONE MONTH APRIL 2023 Roll 8 trading days before expiration date.
LFM23 LF FTSE 100 JUNE 2023 Roll 1 trading days before expiration date.
LGM23 LG LONG GILT JUNE 2023 Roll 2 trading days from the end of the month prior to expiration.
LGTM23 LGT LONG GILT TAS JUNE 2023 Roll 2 trading days from the end of the month prior to expiration.
LHWM23 LHW 2 YR US DOLLAR SWAPNOTE JUNE 2023 Roll on expiration date.
LIVM23 LIV 5 YR US DOLLAR SWAP NOTE JUNE 2023 Roll on expiration date.
LJNM23 LJN 10 YR US DOLLAR SWAPNOTE JUNE 2023 Roll on expiration date.
LUM23 LU 2 YR EUR SWAPNOTE JUNE 2023 Roll on expiration date.
LYM23 LY FTSE 250 JUNE 2023 Roll on expiration date.
OEM23 OE 5 YR EUR SWAPNOTE JUNE 2023 Roll on expiration date.
OFR1H23 OFR1 ONE MONTH SOFR INDEX MARCH 2023 Roll on expiration date.
OFR3H23 OFR3 THREE MONTH SOFR INDEX MARCH 2023 Roll on expiration date.
OPM23 OP 10 YR EUR SWAPNOTE JUNE 2023 Roll on expiration date.
S02M23 S02 SHORT SPANISH GOVERNMENT BOND JUNE 2023 Roll 2 trading days from the end of the month prior to expiration.
S05M23 S05 MEDIUM SPANISH GOVERNMENT BOND JUNE 2023 Roll 2 trading days from the end of the month prior to expiration.
S10M23 S10 LONG SPANISH GOVERNMENT BOND JUNE 2023 Roll 2 trading days from the end of the month prior to expiration.
SO3H23 SO3 3 MONTH SONIA INDEX MARCH 2023 Roll on expiration date.
SOAH23 SOA 1 MONTH SONIA INDEX MARCH 2023 Roll on expiration date.
UM23 U ULTRA LONG GILT JUNE 2023 Roll 2 trading days from the end of the month prior to expiration.
US3M23 US3 30 YR DOLLAR SWAPNOTE JUNE 2023 Roll on expiration date.
UTM23 UT ULTRA LONG GILT TAS JUNE 2023 Roll 2 trading days from the end of the month prior to expiration.
YZZ23 YZ FTSE 100 DECLARED DIVIDEND INDEX DECEMBER 2023 Roll on expiration date.