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
C05M26 C05 MEDIUM SWISS CONFEDERATION BOND JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
C10M26 C10 LONG SWISS CONFEDERATION BOND JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
ER3Z25 ER3 3 MONTH ESTR INDEXED FUTURE DECEMBER 2025 Roll on expiration date.
EU3H26 EU3 30 YR EURO SWAPNOTE MARCH 2026 Roll on expiration date.
EXZH26 EXZ FTSE 100 DIVIDEND INDEX RDSA MARCH 2026 Roll on expiration date.
G02M26 G02 SHORT BUND (SCHATZ) JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
G05M26 G05 MEDIUM BUND (BOBL) JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
G11M26 G11 LONG BUND JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
G30M26 G30 ULTRA LONG BUND JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
GB3H26 GB3 30 YR STERLING SWAPNOTE MARCH 2026 Roll on expiration date.
GBOH26 GBO 5 YR STERLING SWAPNOTE MARCH 2026 Roll on expiration date.
GBQH26 GBQ 10 YR STERLING SWAPNOTE MARCH 2026 Roll on expiration date.
GBWH26 GBW 2 YR STERLING SWAPNOTE MARCH 2026 Roll on expiration date.
GM26 G SHORT GILT JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
GTM26 GT SHORT GILT TAS JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
HM26 H MEDIUM GILT JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
HTM26 HT MEDIUM GILT TAS JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
I02M26 I02 SHORT BTP JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
I05M26 I05 MEDIUM BTP JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
I10M26 I10 LONG BTP JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
IEH26 IE 3 MONTH EURIBOR MARCH 2026 Roll on expiration date.
IETH26 IET 3 MONTH EURIBOR TAS MARCH 2026 Roll on expiration date.
LEH26 LE EONIA ONE MONTH MARCH 2026 Roll 8 trading days before expiration date.
LFH26 LF FTSE 100 MARCH 2026 Roll 1 trading days before expiration date.
LGM26 LG LONG GILT JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
LGTM26 LGT LONG GILT TAS JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
LHWH26 LHW 2 YR US DOLLAR SWAPNOTE MARCH 2026 Roll on expiration date.
LIVH26 LIV 5 YR US DOLLAR SWAP NOTE MARCH 2026 Roll on expiration date.
LJNH26 LJN 10 YR US DOLLAR SWAPNOTE MARCH 2026 Roll on expiration date.
LUH26 LU 2 YR EUR SWAPNOTE MARCH 2026 Roll on expiration date.
LYH26 LY FTSE 250 MARCH 2026 Roll on expiration date.
OEH26 OE 5 YR EUR SWAPNOTE MARCH 2026 Roll on expiration date.
OFR1H26 OFR1 ONE MONTH SOFR INDEX MARCH 2026 Roll on expiration date.
OFR3Z25 OFR3 THREE MONTH SOFR INDEX DECEMBER 2025 Roll on expiration date.
OPH26 OP 10 YR EUR SWAPNOTE MARCH 2026 Roll on expiration date.
S02M26 S02 SHORT SPANISH GOVERNMENT BOND JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
S05M26 S05 MEDIUM SPANISH GOVERNMENT BOND JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
S10M26 S10 LONG SPANISH GOVERNMENT BOND JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
SA3Z25 SA3 3 MONTH SARON INDEX DECEMBER 2025 Roll on expiration date.
SO3Z25 SO3 3 MONTH SONIA INDEX DECEMBER 2025 Roll on expiration date.
SOAH26 SOA 1 MONTH SONIA INDEX MARCH 2026 Roll on expiration date.
UM26 U ULTRA LONG GILT JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
US3H26 US3 30 YR DOLLAR SWAPNOTE MARCH 2026 Roll on expiration date.
UTM26 UT ULTRA LONG GILT TAS JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.