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=42
Future Future Root Description Roll Rule Description
C05M24 C05 MEDIUM SWISS CONFEDERATION BOND JUNE 2024 Roll 2 trading days from the end of the month prior to expiration.
C10M24 C10 LONG SWISS CONFEDERATION BOND JUNE 2024 Roll 2 trading days from the end of the month prior to expiration.
EU3M24 EU3 30 YR EURO SWAPNOTE JUNE 2024 Roll on expiration date.
EXZM24 EXZ FTSE 100 DIVIDEND INDEX RDSA JUNE 2024 Roll on expiration date.
G02M24 G02 SHORT BUND (SCHATZ) JUNE 2024 Roll 2 trading days from the end of the month prior to expiration.
G05M24 G05 MEDIUM BUND (BOBL) JUNE 2024 Roll 2 trading days from the end of the month prior to expiration.
G11M24 G11 LONG BUND JUNE 2024 Roll 2 trading days from the end of the month prior to expiration.
G30M24 G30 ULTRA LONG BUND JUNE 2024 Roll 2 trading days from the end of the month prior to expiration.
GB3M24 GB3 30 YR STERLING SWAPNOTE JUNE 2024 Roll on expiration date.
GBOM24 GBO 5 YR STERLING SWAPNOTE JUNE 2024 Roll on expiration date.
GBQM24 GBQ 10 YR STERLING SWAPNOTE JUNE 2024 Roll on expiration date.
GBWM24 GBW 2 YR STERLING SWAPNOTE JUNE 2024 Roll on expiration date.
GM24 G SHORT GILT JUNE 2024 Roll 2 trading days from the end of the month prior to expiration.
GTM24 GT SHORT GILT TAS JUNE 2024 Roll 2 trading days from the end of the month prior to expiration.
HM24 H MEDIUM GILT JUNE 2024 Roll 2 trading days from the end of the month prior to expiration.
HTM24 HT MEDIUM GILT TAS JUNE 2024 Roll 2 trading days from the end of the month prior to expiration.
I02M24 I02 SHORT BTP JUNE 2024 Roll 2 trading days from the end of the month prior to expiration.
I05M24 I05 MEDIUM BTP JUNE 2024 Roll 2 trading days from the end of the month prior to expiration.
I10M24 I10 LONG BTP JUNE 2024 Roll 2 trading days from the end of the month prior to expiration.
IEM24 IE 3 MONTH EURIBOR JUNE 2024 Roll on expiration date.
IETM24 IET 3 MONTH EURIBOR TAS JUNE 2024 Roll on expiration date.
LEJ24 LE EONIA ONE MONTH APRIL 2024 Roll 8 trading days before expiration date.
LFM24 LF FTSE 100 JUNE 2024 Roll 1 trading days before expiration date.
LGM24 LG LONG GILT JUNE 2024 Roll 2 trading days from the end of the month prior to expiration.
LGTM24 LGT LONG GILT TAS JUNE 2024 Roll 2 trading days from the end of the month prior to expiration.
LHWM24 LHW 2 YR US DOLLAR SWAPNOTE JUNE 2024 Roll on expiration date.
LIVM24 LIV 5 YR US DOLLAR SWAP NOTE JUNE 2024 Roll on expiration date.
LJNM24 LJN 10 YR US DOLLAR SWAPNOTE JUNE 2024 Roll on expiration date.
LUM24 LU 2 YR EUR SWAPNOTE JUNE 2024 Roll on expiration date.
LYM24 LY FTSE 250 JUNE 2024 Roll on expiration date.
OEM24 OE 5 YR EUR SWAPNOTE JUNE 2024 Roll on expiration date.
OFR1H24 OFR1 ONE MONTH SOFR INDEX MARCH 2024 Roll on expiration date.
OFR3H24 OFR3 THREE MONTH SOFR INDEX MARCH 2024 Roll on expiration date.
OPM24 OP 10 YR EUR SWAPNOTE JUNE 2024 Roll on expiration date.
S02M24 S02 SHORT SPANISH GOVERNMENT BOND JUNE 2024 Roll 2 trading days from the end of the month prior to expiration.
S05M24 S05 MEDIUM SPANISH GOVERNMENT BOND JUNE 2024 Roll 2 trading days from the end of the month prior to expiration.
S10M24 S10 LONG SPANISH GOVERNMENT BOND JUNE 2024 Roll 2 trading days from the end of the month prior to expiration.
SO3H24 SO3 3 MONTH SONIA INDEX MARCH 2024 Roll on expiration date.
SOAH24 SOA 1 MONTH SONIA INDEX MARCH 2024 Roll on expiration date.
UM24 U ULTRA LONG GILT JUNE 2024 Roll 2 trading days from the end of the month prior to expiration.
US3M24 US3 30 YR DOLLAR SWAPNOTE JUNE 2024 Roll on expiration date.
UTM24 UT ULTRA LONG GILT TAS JUNE 2024 Roll 2 trading days from the end of the month prior to expiration.