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
C05M25 C05 MEDIUM SWISS CONFEDERATION BOND JUNE 2025 Roll 2 trading days from the end of the month prior to expiration.
C10M25 C10 LONG SWISS CONFEDERATION BOND JUNE 2025 Roll 2 trading days from the end of the month prior to expiration.
ER3H25 ER3 3 MONTH ESTR INDEXED FUTURE MARCH 2025 Roll on expiration date.
EU3M25 EU3 30 YR EURO SWAPNOTE JUNE 2025 Roll on expiration date.
EXZM25 EXZ FTSE 100 DIVIDEND INDEX RDSA JUNE 2025 Roll on expiration date.
G02M25 G02 SHORT BUND (SCHATZ) JUNE 2025 Roll 2 trading days from the end of the month prior to expiration.
G05M25 G05 MEDIUM BUND (BOBL) JUNE 2025 Roll 2 trading days from the end of the month prior to expiration.
G11M25 G11 LONG BUND JUNE 2025 Roll 2 trading days from the end of the month prior to expiration.
G30M25 G30 ULTRA LONG BUND JUNE 2025 Roll 2 trading days from the end of the month prior to expiration.
GB3M25 GB3 30 YR STERLING SWAPNOTE JUNE 2025 Roll on expiration date.
GBOM25 GBO 5 YR STERLING SWAPNOTE JUNE 2025 Roll on expiration date.
GBQM25 GBQ 10 YR STERLING SWAPNOTE JUNE 2025 Roll on expiration date.
GBWM25 GBW 2 YR STERLING SWAPNOTE JUNE 2025 Roll on expiration date.
GM25 G SHORT GILT JUNE 2025 Roll 2 trading days from the end of the month prior to expiration.
GTM25 GT SHORT GILT TAS JUNE 2025 Roll 2 trading days from the end of the month prior to expiration.
HM25 H MEDIUM GILT JUNE 2025 Roll 2 trading days from the end of the month prior to expiration.
HTM25 HT MEDIUM GILT TAS JUNE 2025 Roll 2 trading days from the end of the month prior to expiration.
I02M25 I02 SHORT BTP JUNE 2025 Roll 2 trading days from the end of the month prior to expiration.
I05M25 I05 MEDIUM BTP JUNE 2025 Roll 2 trading days from the end of the month prior to expiration.
I10M25 I10 LONG BTP JUNE 2025 Roll 2 trading days from the end of the month prior to expiration.
IEM25 IE 3 MONTH EURIBOR JUNE 2025 Roll on expiration date.
IETM25 IET 3 MONTH EURIBOR TAS JUNE 2025 Roll on expiration date.
LEK25 LE EONIA ONE MONTH MAY 2025 Roll 8 trading days before expiration date.
LFM25 LF FTSE 100 JUNE 2025 Roll 1 trading days before expiration date.
LGM25 LG LONG GILT JUNE 2025 Roll 2 trading days from the end of the month prior to expiration.
LGTM25 LGT LONG GILT TAS JUNE 2025 Roll 2 trading days from the end of the month prior to expiration.
LHWM25 LHW 2 YR US DOLLAR SWAPNOTE JUNE 2025 Roll on expiration date.
LIVM25 LIV 5 YR US DOLLAR SWAP NOTE JUNE 2025 Roll on expiration date.
LJNM25 LJN 10 YR US DOLLAR SWAPNOTE JUNE 2025 Roll on expiration date.
LUM25 LU 2 YR EUR SWAPNOTE JUNE 2025 Roll on expiration date.
LYM25 LY FTSE 250 JUNE 2025 Roll on expiration date.
OEM25 OE 5 YR EUR SWAPNOTE JUNE 2025 Roll on expiration date.
OFR1M25 OFR1 ONE MONTH SOFR INDEX JUNE 2025 Roll on expiration date.
OFR3H25 OFR3 THREE MONTH SOFR INDEX MARCH 2025 Roll on expiration date.
OPM25 OP 10 YR EUR SWAPNOTE JUNE 2025 Roll on expiration date.
S02M25 S02 SHORT SPANISH GOVERNMENT BOND JUNE 2025 Roll 2 trading days from the end of the month prior to expiration.
S05M25 S05 MEDIUM SPANISH GOVERNMENT BOND JUNE 2025 Roll 2 trading days from the end of the month prior to expiration.
S10M25 S10 LONG SPANISH GOVERNMENT BOND JUNE 2025 Roll 2 trading days from the end of the month prior to expiration.
SA3H25 SA3 3 MONTH SARON INDEX MARCH 2025 Roll on expiration date.
SO3H25 SO3 3 MONTH SONIA INDEX MARCH 2025 Roll on expiration date.
SOAM25 SOA 1 MONTH SONIA INDEX JUNE 2025 Roll on expiration date.
UM25 U ULTRA LONG GILT JUNE 2025 Roll 2 trading days from the end of the month prior to expiration.
US3M25 US3 30 YR DOLLAR SWAPNOTE JUNE 2025 Roll on expiration date.
UTM25 UT ULTRA LONG GILT TAS JUNE 2025 Roll 2 trading days from the end of the month prior to expiration.