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=40
Future Future Root Description Roll Rule Description
@EDNH23 @EDN EURODOLLAR MARCH 2023 Roll 6 trading days from the end of the month prior to expiration.
C05H23 C05 MEDIUM SWISS CONFEDERATION BOND MARCH 2023 Roll 2 trading days from the end of the month prior to expiration.
C10H23 C10 LONG SWISS CONFEDERATION BOND MARCH 2023 Roll 2 trading days from the end of the month prior to expiration.
EU3Z22 EU3 30 YR EURO SWAPNOTE DECEMBER 2022 Roll on expiration date.
EXZZ22 EXZ FTSE 100 DIVIDEND INDEX RDSA DECEMBER 2022 Roll on expiration date.
G02H23 G02 SHORT BUND (SCHATZ) MARCH 2023 Roll 2 trading days from the end of the month prior to expiration.
G05H23 G05 MEDIUM BUND (BOBL) MARCH 2023 Roll 2 trading days from the end of the month prior to expiration.
G11H23 G11 LONG BUND MARCH 2023 Roll 2 trading days from the end of the month prior to expiration.
G30H23 G30 ULTRA LONG BUND MARCH 2023 Roll 2 trading days from the end of the month prior to expiration.
GB3Z22 GB3 30 YR STERLING SWAPNOTE DECEMBER 2022 Roll on expiration date.
GBOZ22 GBO 5 YR STERLING SWAPNOTE DECEMBER 2022 Roll on expiration date.
GBQZ22 GBQ 10 YR STERLING SWAPNOTE DECEMBER 2022 Roll on expiration date.
GBWZ22 GBW 2 YR STERLING SWAPNOTE DECEMBER 2022 Roll on expiration date.
GH23 G SHORT GILT MARCH 2023 Roll 2 trading days from the end of the month prior to expiration.
GTH23 GT SHORT GILT TAS MARCH 2023 Roll 2 trading days from the end of the month prior to expiration.
HH23 H MEDIUM GILT MARCH 2023 Roll 2 trading days from the end of the month prior to expiration.
HTH23 HT MEDIUM GILT TAS MARCH 2023 Roll 2 trading days from the end of the month prior to expiration.
I02H23 I02 SHORT BTP MARCH 2023 Roll 2 trading days from the end of the month prior to expiration.
I05H23 I05 MEDIUM BTP MARCH 2023 Roll 2 trading days from the end of the month prior to expiration.
I10H23 I10 LONG BTP MARCH 2023 Roll 2 trading days from the end of the month prior to expiration.
IETZ22 IET 3 MONTH EURIBOR TAS DECEMBER 2022 Roll on expiration date.
IEZ22 IE 3 MONTH EURIBOR DECEMBER 2022 Roll on expiration date.
LEZ22 LE EONIA ONE MONTH DECEMBER 2022 Roll 8 trading days before expiration date.
LFZ22 LF FTSE 100 DECEMBER 2022 Roll 1 trading days before expiration date.
LGH23 LG LONG GILT MARCH 2023 Roll 2 trading days from the end of the month prior to expiration.
LGTH23 LGT LONG GILT TAS MARCH 2023 Roll 2 trading days from the end of the month prior to expiration.
LUZ22 LU 2 YR EUR SWAPNOTE DECEMBER 2022 Roll on expiration date.
LYZ22 LY FTSE 250 DECEMBER 2022 Roll on expiration date.
OEZ22 OE 5 YR EUR SWAPNOTE DECEMBER 2022 Roll on expiration date.
OFR1Z22 OFR1 ONE MONTH SOFR INDEX DECEMBER 2022 Roll on expiration date.
OFR3U22 OFR3 THREE MONTH SOFR INDEX SEPTEMBER 2022 Roll on expiration date.
OPZ22 OP 10 YR EUR SWAPNOTE DECEMBER 2022 Roll on expiration date.
S02H23 S02 SHORT SPANISH GOVERNMENT BOND MARCH 2023 Roll 2 trading days from the end of the month prior to expiration.
S05H23 S05 MEDIUM SPANISH GOVERNMENT BOND MARCH 2023 Roll 2 trading days from the end of the month prior to expiration.
S10H23 S10 LONG SPANISH GOVERNMENT BOND MARCH 2023 Roll 2 trading days from the end of the month prior to expiration.
SO3U22 SO3 3 MONTH SONIA INDEX SEPTEMBER 2022 Roll on expiration date.
SOAZ22 SOA 1 MONTH SONIA INDEX DECEMBER 2022 Roll on expiration date.
UH23 U ULTRA LONG GILT MARCH 2023 Roll 2 trading days from the end of the month prior to expiration.
UTH23 UT ULTRA LONG GILT TAS MARCH 2023 Roll 2 trading days from the end of the month prior to expiration.
YZZ22 YZ FTSE 100 DECLARED DIVIDEND INDEX DECEMBER 2022 Roll on expiration date.