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=42
Future Future Root Description Roll Rule Description
C05H24 C05 MEDIUM SWISS CONFEDERATION BOND MARCH 2024 Roll 2 trading days from the end of the month prior to expiration.
C10H24 C10 LONG SWISS CONFEDERATION BOND MARCH 2024 Roll 2 trading days from the end of the month prior to expiration.
EU3H24 EU3 30 YR EURO SWAPNOTE MARCH 2024 Roll on expiration date.
EXZH24 EXZ FTSE 100 DIVIDEND INDEX RDSA MARCH 2024 Roll on expiration date.
G02H24 G02 SHORT BUND (SCHATZ) MARCH 2024 Roll 2 trading days from the end of the month prior to expiration.
G05H24 G05 MEDIUM BUND (BOBL) MARCH 2024 Roll 2 trading days from the end of the month prior to expiration.
G11H24 G11 LONG BUND MARCH 2024 Roll 2 trading days from the end of the month prior to expiration.
G30H24 G30 ULTRA LONG BUND MARCH 2024 Roll 2 trading days from the end of the month prior to expiration.
GB3H24 GB3 30 YR STERLING SWAPNOTE MARCH 2024 Roll on expiration date.
GBOH24 GBO 5 YR STERLING SWAPNOTE MARCH 2024 Roll on expiration date.
GBQH24 GBQ 10 YR STERLING SWAPNOTE MARCH 2024 Roll on expiration date.
GBWH24 GBW 2 YR STERLING SWAPNOTE MARCH 2024 Roll on expiration date.
GH24 G SHORT GILT MARCH 2024 Roll 2 trading days from the end of the month prior to expiration.
GTH24 GT SHORT GILT TAS MARCH 2024 Roll 2 trading days from the end of the month prior to expiration.
HH24 H MEDIUM GILT MARCH 2024 Roll 2 trading days from the end of the month prior to expiration.
HTH24 HT MEDIUM GILT TAS MARCH 2024 Roll 2 trading days from the end of the month prior to expiration.
I02H24 I02 SHORT BTP MARCH 2024 Roll 2 trading days from the end of the month prior to expiration.
I05H24 I05 MEDIUM BTP MARCH 2024 Roll 2 trading days from the end of the month prior to expiration.
I10H24 I10 LONG BTP MARCH 2024 Roll 2 trading days from the end of the month prior to expiration.
IEH24 IE 3 MONTH EURIBOR MARCH 2024 Roll on expiration date.
IETH24 IET 3 MONTH EURIBOR TAS MARCH 2024 Roll on expiration date.
LEH24 LE EONIA ONE MONTH MARCH 2024 Roll 8 trading days before expiration date.
LFH24 LF FTSE 100 MARCH 2024 Roll 1 trading days before expiration date.
LGH24 LG LONG GILT MARCH 2024 Roll 2 trading days from the end of the month prior to expiration.
LGTH24 LGT LONG GILT TAS MARCH 2024 Roll 2 trading days from the end of the month prior to expiration.
LHWH24 LHW 2 YR US DOLLAR SWAPNOTE MARCH 2024 Roll on expiration date.
LIVH24 LIV 5 YR US DOLLAR SWAP NOTE MARCH 2024 Roll on expiration date.
LJNH24 LJN 10 YR US DOLLAR SWAPNOTE MARCH 2024 Roll on expiration date.
LUH24 LU 2 YR EUR SWAPNOTE MARCH 2024 Roll on expiration date.
LYH24 LY FTSE 250 MARCH 2024 Roll on expiration date.
OEH24 OE 5 YR EUR SWAPNOTE MARCH 2024 Roll on expiration date.
OFR1H24 OFR1 ONE MONTH SOFR INDEX MARCH 2024 Roll on expiration date.
OFR3Z23 OFR3 THREE MONTH SOFR INDEX DECEMBER 2023 Roll on expiration date.
OPH24 OP 10 YR EUR SWAPNOTE MARCH 2024 Roll on expiration date.
S02H24 S02 SHORT SPANISH GOVERNMENT BOND MARCH 2024 Roll 2 trading days from the end of the month prior to expiration.
S05H24 S05 MEDIUM SPANISH GOVERNMENT BOND MARCH 2024 Roll 2 trading days from the end of the month prior to expiration.
S10H24 S10 LONG SPANISH GOVERNMENT BOND MARCH 2024 Roll 2 trading days from the end of the month prior to expiration.
SO3Z23 SO3 3 MONTH SONIA INDEX DECEMBER 2023 Roll on expiration date.
SOAH24 SOA 1 MONTH SONIA INDEX MARCH 2024 Roll on expiration date.
UH24 U ULTRA LONG GILT MARCH 2024 Roll 2 trading days from the end of the month prior to expiration.
US3H24 US3 30 YR DOLLAR SWAPNOTE MARCH 2024 Roll on expiration date.
UTH24 UT ULTRA LONG GILT TAS MARCH 2024 Roll 2 trading days from the end of the month prior to expiration.