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
C05H26 C05 MEDIUM SWISS CONFEDERATION BOND MARCH 2026 Roll 2 trading days from the end of the month prior to expiration.
C10H26 C10 LONG SWISS CONFEDERATION BOND MARCH 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.
G02H26 G02 SHORT BUND (SCHATZ) MARCH 2026 Roll 2 trading days from the end of the month prior to expiration.
G05H26 G05 MEDIUM BUND (BOBL) MARCH 2026 Roll 2 trading days from the end of the month prior to expiration.
G11H26 G11 LONG BUND MARCH 2026 Roll 2 trading days from the end of the month prior to expiration.
G30H26 G30 ULTRA LONG BUND MARCH 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.
GH26 G SHORT GILT MARCH 2026 Roll 2 trading days from the end of the month prior to expiration.
GTH26 GT SHORT GILT TAS MARCH 2026 Roll 2 trading days from the end of the month prior to expiration.
HH26 H MEDIUM GILT MARCH 2026 Roll 2 trading days from the end of the month prior to expiration.
HTH26 HT MEDIUM GILT TAS MARCH 2026 Roll 2 trading days from the end of the month prior to expiration.
I02H26 I02 SHORT BTP MARCH 2026 Roll 2 trading days from the end of the month prior to expiration.
I05H26 I05 MEDIUM BTP MARCH 2026 Roll 2 trading days from the end of the month prior to expiration.
I10H26 I10 LONG BTP MARCH 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.
LEF26 LE EONIA ONE MONTH JANUARY 2026 Roll 8 trading days before expiration date.
LFH26 LF FTSE 100 MARCH 2026 Roll 1 trading days before expiration date.
LGH26 LG LONG GILT MARCH 2026 Roll 2 trading days from the end of the month prior to expiration.
LGTH26 LGT LONG GILT TAS MARCH 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.
S02H26 S02 SHORT SPANISH GOVERNMENT BOND MARCH 2026 Roll 2 trading days from the end of the month prior to expiration.
S05H26 S05 MEDIUM SPANISH GOVERNMENT BOND MARCH 2026 Roll 2 trading days from the end of the month prior to expiration.
S10H26 S10 LONG SPANISH GOVERNMENT BOND MARCH 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.
UH26 U ULTRA LONG GILT MARCH 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.
UTH26 UT ULTRA LONG GILT TAS MARCH 2026 Roll 2 trading days from the end of the month prior to expiration.