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=44
Future Future Root Description Roll Rule Description
C05H25 C05 MEDIUM SWISS CONFEDERATION BOND MARCH 2025 Roll 2 trading days from the end of the month prior to expiration.
C10H25 C10 LONG SWISS CONFEDERATION BOND MARCH 2025 Roll 2 trading days from the end of the month prior to expiration.
ER3Z24 ER3 3 MONTH ESTR INDEXED FUTURE DECEMBER 2024 Roll on expiration date.
EU3H25 EU3 30 YR EURO SWAPNOTE MARCH 2025 Roll on expiration date.
EXZH25 EXZ FTSE 100 DIVIDEND INDEX RDSA MARCH 2025 Roll on expiration date.
G02H25 G02 SHORT BUND (SCHATZ) MARCH 2025 Roll 2 trading days from the end of the month prior to expiration.
G05H25 G05 MEDIUM BUND (BOBL) MARCH 2025 Roll 2 trading days from the end of the month prior to expiration.
G11H25 G11 LONG BUND MARCH 2025 Roll 2 trading days from the end of the month prior to expiration.
G30H25 G30 ULTRA LONG BUND MARCH 2025 Roll 2 trading days from the end of the month prior to expiration.
GB3H25 GB3 30 YR STERLING SWAPNOTE MARCH 2025 Roll on expiration date.
GBOH25 GBO 5 YR STERLING SWAPNOTE MARCH 2025 Roll on expiration date.
GBQH25 GBQ 10 YR STERLING SWAPNOTE MARCH 2025 Roll on expiration date.
GBWH25 GBW 2 YR STERLING SWAPNOTE MARCH 2025 Roll on expiration date.
GH25 G SHORT GILT MARCH 2025 Roll 2 trading days from the end of the month prior to expiration.
GTH25 GT SHORT GILT TAS MARCH 2025 Roll 2 trading days from the end of the month prior to expiration.
HH25 H MEDIUM GILT MARCH 2025 Roll 2 trading days from the end of the month prior to expiration.
HTH25 HT MEDIUM GILT TAS MARCH 2025 Roll 2 trading days from the end of the month prior to expiration.
I02H25 I02 SHORT BTP MARCH 2025 Roll 2 trading days from the end of the month prior to expiration.
I05H25 I05 MEDIUM BTP MARCH 2025 Roll 2 trading days from the end of the month prior to expiration.
I10H25 I10 LONG BTP MARCH 2025 Roll 2 trading days from the end of the month prior to expiration.
IEH25 IE 3 MONTH EURIBOR MARCH 2025 Roll on expiration date.
IETH25 IET 3 MONTH EURIBOR TAS MARCH 2025 Roll on expiration date.
LEF25 LE EONIA ONE MONTH JANUARY 2025 Roll 8 trading days before expiration date.
LFH25 LF FTSE 100 MARCH 2025 Roll 1 trading days before expiration date.
LGH25 LG LONG GILT MARCH 2025 Roll 2 trading days from the end of the month prior to expiration.
LGTH25 LGT LONG GILT TAS MARCH 2025 Roll 2 trading days from the end of the month prior to expiration.
LHWH25 LHW 2 YR US DOLLAR SWAPNOTE MARCH 2025 Roll on expiration date.
LIVH25 LIV 5 YR US DOLLAR SWAP NOTE MARCH 2025 Roll on expiration date.
LJNH25 LJN 10 YR US DOLLAR SWAPNOTE MARCH 2025 Roll on expiration date.
LUH25 LU 2 YR EUR SWAPNOTE MARCH 2025 Roll on expiration date.
LYH25 LY FTSE 250 MARCH 2025 Roll on expiration date.
OEH25 OE 5 YR EUR SWAPNOTE MARCH 2025 Roll on expiration date.
OFR1H25 OFR1 ONE MONTH SOFR INDEX MARCH 2025 Roll on expiration date.
OFR3Z24 OFR3 THREE MONTH SOFR INDEX DECEMBER 2024 Roll on expiration date.
OPH25 OP 10 YR EUR SWAPNOTE MARCH 2025 Roll on expiration date.
S02H25 S02 SHORT SPANISH GOVERNMENT BOND MARCH 2025 Roll 2 trading days from the end of the month prior to expiration.
S05H25 S05 MEDIUM SPANISH GOVERNMENT BOND MARCH 2025 Roll 2 trading days from the end of the month prior to expiration.
S10H25 S10 LONG SPANISH GOVERNMENT BOND MARCH 2025 Roll 2 trading days from the end of the month prior to expiration.
SA3Z24 SA3 3 MONTH SARON INDEX DECEMBER 2024 Roll on expiration date.
SO3Z24 SO3 3 MONTH SONIA INDEX DECEMBER 2024 Roll on expiration date.
SOAH25 SOA 1 MONTH SONIA INDEX MARCH 2025 Roll on expiration date.
UH25 U ULTRA LONG GILT MARCH 2025 Roll 2 trading days from the end of the month prior to expiration.
US3H25 US3 30 YR DOLLAR SWAPNOTE MARCH 2025 Roll on expiration date.
UTH25 UT ULTRA LONG GILT TAS MARCH 2025 Roll 2 trading days from the end of the month prior to expiration.