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
C05Z24 C05 MEDIUM SWISS CONFEDERATION BOND DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
C10Z24 C10 LONG SWISS CONFEDERATION BOND DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
ER3M24 ER3 3 MONTH ESTR INDEXED FUTURE JUNE 2024 Roll on expiration date.
EU3U24 EU3 30 YR EURO SWAPNOTE SEPTEMBER 2024 Roll on expiration date.
EXZU24 EXZ FTSE 100 DIVIDEND INDEX RDSA SEPTEMBER 2024 Roll on expiration date.
G02Z24 G02 SHORT BUND (SCHATZ) DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
G05Z24 G05 MEDIUM BUND (BOBL) DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
G11Z24 G11 LONG BUND DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
G30Z24 G30 ULTRA LONG BUND DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
GB3U24 GB3 30 YR STERLING SWAPNOTE SEPTEMBER 2024 Roll on expiration date.
GBOU24 GBO 5 YR STERLING SWAPNOTE SEPTEMBER 2024 Roll on expiration date.
GBQU24 GBQ 10 YR STERLING SWAPNOTE SEPTEMBER 2024 Roll on expiration date.
GBWU24 GBW 2 YR STERLING SWAPNOTE SEPTEMBER 2024 Roll on expiration date.
GTZ24 GT SHORT GILT TAS DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
GZ24 G SHORT GILT DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
HTZ24 HT MEDIUM GILT TAS DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
HZ24 H MEDIUM GILT DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
I02Z24 I02 SHORT BTP DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
I05Z24 I05 MEDIUM BTP DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
I10Z24 I10 LONG BTP DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
IETU24 IET 3 MONTH EURIBOR TAS SEPTEMBER 2024 Roll on expiration date.
IEU24 IE 3 MONTH EURIBOR SEPTEMBER 2024 Roll on expiration date.
LEU24 LE EONIA ONE MONTH SEPTEMBER 2024 Roll 8 trading days before expiration date.
LFU24 LF FTSE 100 SEPTEMBER 2024 Roll 1 trading days before expiration date.
LGTZ24 LGT LONG GILT TAS DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
LGZ24 LG LONG GILT DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
LHWU24 LHW 2 YR US DOLLAR SWAPNOTE SEPTEMBER 2024 Roll on expiration date.
LIVU24 LIV 5 YR US DOLLAR SWAP NOTE SEPTEMBER 2024 Roll on expiration date.
LJNU24 LJN 10 YR US DOLLAR SWAPNOTE SEPTEMBER 2024 Roll on expiration date.
LUU24 LU 2 YR EUR SWAPNOTE SEPTEMBER 2024 Roll on expiration date.
LYU24 LY FTSE 250 SEPTEMBER 2024 Roll on expiration date.
OEU24 OE 5 YR EUR SWAPNOTE SEPTEMBER 2024 Roll on expiration date.
OFR1U24 OFR1 ONE MONTH SOFR INDEX SEPTEMBER 2024 Roll on expiration date.
OFR3M24 OFR3 THREE MONTH SOFR INDEX JUNE 2024 Roll on expiration date.
OPU24 OP 10 YR EUR SWAPNOTE SEPTEMBER 2024 Roll on expiration date.
S02Z24 S02 SHORT SPANISH GOVERNMENT BOND DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
S05Z24 S05 MEDIUM SPANISH GOVERNMENT BOND DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
S10Z24 S10 LONG SPANISH GOVERNMENT BOND DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
SA3M24 SA3 3 MONTH SARON INDEX JUNE 2024 Roll on expiration date.
SO3M24 SO3 3 MONTH SONIA INDEX JUNE 2024 Roll on expiration date.
SOAU24 SOA 1 MONTH SONIA INDEX SEPTEMBER 2024 Roll on expiration date.
US3U24 US3 30 YR DOLLAR SWAPNOTE SEPTEMBER 2024 Roll on expiration date.
UTZ24 UT ULTRA LONG GILT TAS DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
UZ24 U ULTRA LONG GILT DECEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.