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
C05M26 C05 MEDIUM SWISS CONFEDERATION BOND JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
C10M26 C10 LONG SWISS CONFEDERATION BOND JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
ER3H26 ER3 3 MONTH ESTR INDEXED FUTURE MARCH 2026 Roll on expiration date.
EU3M26 EU3 30 YR EURO SWAPNOTE JUNE 2026 Roll on expiration date.
EXZM26 EXZ FTSE 100 DIVIDEND INDEX RDSA JUNE 2026 Roll on expiration date.
G02M26 G02 SHORT BUND (SCHATZ) JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
G05M26 G05 MEDIUM BUND (BOBL) JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
G11M26 G11 LONG BUND JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
G30M26 G30 ULTRA LONG BUND JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
GB3M26 GB3 30 YR STERLING SWAPNOTE JUNE 2026 Roll on expiration date.
GBOM26 GBO 5 YR STERLING SWAPNOTE JUNE 2026 Roll on expiration date.
GBQM26 GBQ 10 YR STERLING SWAPNOTE JUNE 2026 Roll on expiration date.
GBWM26 GBW 2 YR STERLING SWAPNOTE JUNE 2026 Roll on expiration date.
GM26 G SHORT GILT JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
GTM26 GT SHORT GILT TAS JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
HM26 H MEDIUM GILT JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
HTM26 HT MEDIUM GILT TAS JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
I02M26 I02 SHORT BTP JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
I05M26 I05 MEDIUM BTP JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
I10M26 I10 LONG BTP JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
IEM26 IE 3 MONTH EURIBOR JUNE 2026 Roll on expiration date.
IETM26 IET 3 MONTH EURIBOR TAS JUNE 2026 Roll on expiration date.
LEJ26 LE EONIA ONE MONTH APRIL 2026 Roll 8 trading days before expiration date.
LFM26 LF FTSE 100 JUNE 2026 Roll 1 trading days before expiration date.
LGM26 LG LONG GILT JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
LGTM26 LGT LONG GILT TAS JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
LHWM26 LHW 2 YR US DOLLAR SWAPNOTE JUNE 2026 Roll on expiration date.
LIVM26 LIV 5 YR US DOLLAR SWAP NOTE JUNE 2026 Roll on expiration date.
LJNM26 LJN 10 YR US DOLLAR SWAPNOTE JUNE 2026 Roll on expiration date.
LUM26 LU 2 YR EUR SWAPNOTE JUNE 2026 Roll on expiration date.
LYM26 LY FTSE 250 JUNE 2026 Roll on expiration date.
OEM26 OE 5 YR EUR SWAPNOTE JUNE 2026 Roll on expiration date.
OFR1H26 OFR1 ONE MONTH SOFR INDEX MARCH 2026 Roll on expiration date.
OFR3H26 OFR3 THREE MONTH SOFR INDEX MARCH 2026 Roll on expiration date.
OPM26 OP 10 YR EUR SWAPNOTE JUNE 2026 Roll on expiration date.
S02M26 S02 SHORT SPANISH GOVERNMENT BOND JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
S05M26 S05 MEDIUM SPANISH GOVERNMENT BOND JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
S10M26 S10 LONG SPANISH GOVERNMENT BOND JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
SA3H26 SA3 3 MONTH SARON INDEX MARCH 2026 Roll on expiration date.
SO3H26 SO3 3 MONTH SONIA INDEX MARCH 2026 Roll on expiration date.
SOAH26 SOA 1 MONTH SONIA INDEX MARCH 2026 Roll on expiration date.
UM26 U ULTRA LONG GILT JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.
US3M26 US3 30 YR DOLLAR SWAPNOTE JUNE 2026 Roll on expiration date.
UTM26 UT ULTRA LONG GILT TAS JUNE 2026 Roll 2 trading days from the end of the month prior to expiration.