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=43
Future Future Root Description Roll Rule Description
C05Z23 C05 MEDIUM SWISS CONFEDERATION BOND DECEMBER 2023 Roll 2 trading days from the end of the month prior to expiration.
C10Z23 C10 LONG SWISS CONFEDERATION BOND DECEMBER 2023 Roll 2 trading days from the end of the month prior to expiration.
EU3Z23 EU3 30 YR EURO SWAPNOTE DECEMBER 2023 Roll on expiration date.
EXZZ23 EXZ FTSE 100 DIVIDEND INDEX RDSA DECEMBER 2023 Roll on expiration date.
G02Z23 G02 SHORT BUND (SCHATZ) DECEMBER 2023 Roll 2 trading days from the end of the month prior to expiration.
G05Z23 G05 MEDIUM BUND (BOBL) DECEMBER 2023 Roll 2 trading days from the end of the month prior to expiration.
G11Z23 G11 LONG BUND DECEMBER 2023 Roll 2 trading days from the end of the month prior to expiration.
G30Z23 G30 ULTRA LONG BUND DECEMBER 2023 Roll 2 trading days from the end of the month prior to expiration.
GB3U23 GB3 30 YR STERLING SWAPNOTE SEPTEMBER 2023 Roll on expiration date.
GBOU23 GBO 5 YR STERLING SWAPNOTE SEPTEMBER 2023 Roll on expiration date.
GBQU23 GBQ 10 YR STERLING SWAPNOTE SEPTEMBER 2023 Roll on expiration date.
GBWU23 GBW 2 YR STERLING SWAPNOTE SEPTEMBER 2023 Roll on expiration date.
GTZ23 GT SHORT GILT TAS DECEMBER 2023 Roll 2 trading days from the end of the month prior to expiration.
GZ23 G SHORT GILT DECEMBER 2023 Roll 2 trading days from the end of the month prior to expiration.
HTZ23 HT MEDIUM GILT TAS DECEMBER 2023 Roll 2 trading days from the end of the month prior to expiration.
HZ23 H MEDIUM GILT DECEMBER 2023 Roll 2 trading days from the end of the month prior to expiration.
I02Z23 I02 SHORT BTP DECEMBER 2023 Roll 2 trading days from the end of the month prior to expiration.
I05Z23 I05 MEDIUM BTP DECEMBER 2023 Roll 2 trading days from the end of the month prior to expiration.
I10Z23 I10 LONG BTP DECEMBER 2023 Roll 2 trading days from the end of the month prior to expiration.
IETZ23 IET 3 MONTH EURIBOR TAS DECEMBER 2023 Roll on expiration date.
IEZ23 IE 3 MONTH EURIBOR DECEMBER 2023 Roll on expiration date.
LEV23 LE EONIA ONE MONTH OCTOBER 2023 Roll 8 trading days before expiration date.
LFZ23 LF FTSE 100 DECEMBER 2023 Roll 1 trading days before expiration date.
LGTZ23 LGT LONG GILT TAS DECEMBER 2023 Roll 2 trading days from the end of the month prior to expiration.
LGZ23 LG LONG GILT DECEMBER 2023 Roll 2 trading days from the end of the month prior to expiration.
LHWZ23 LHW 2 YR US DOLLAR SWAPNOTE DECEMBER 2023 Roll on expiration date.
LIVZ23 LIV 5 YR US DOLLAR SWAP NOTE DECEMBER 2023 Roll on expiration date.
LJNZ23 LJN 10 YR US DOLLAR SWAPNOTE DECEMBER 2023 Roll on expiration date.
LUZ23 LU 2 YR EUR SWAPNOTE DECEMBER 2023 Roll on expiration date.
LYZ23 LY FTSE 250 DECEMBER 2023 Roll on expiration date.
OEZ23 OE 5 YR EUR SWAPNOTE DECEMBER 2023 Roll on expiration date.
OFR1U23 OFR1 ONE MONTH SOFR INDEX SEPTEMBER 2023 Roll on expiration date.
OFR3U23 OFR3 THREE MONTH SOFR INDEX SEPTEMBER 2023 Roll on expiration date.
OPZ23 OP 10 YR EUR SWAPNOTE DECEMBER 2023 Roll on expiration date.
S02Z23 S02 SHORT SPANISH GOVERNMENT BOND DECEMBER 2023 Roll 2 trading days from the end of the month prior to expiration.
S05Z23 S05 MEDIUM SPANISH GOVERNMENT BOND DECEMBER 2023 Roll 2 trading days from the end of the month prior to expiration.
S10Z23 S10 LONG SPANISH GOVERNMENT BOND DECEMBER 2023 Roll 2 trading days from the end of the month prior to expiration.
SO3U23 SO3 3 MONTH SONIA INDEX SEPTEMBER 2023 Roll on expiration date.
SOAU23 SOA 1 MONTH SONIA INDEX SEPTEMBER 2023 Roll on expiration date.
US3Z23 US3 30 YR DOLLAR SWAPNOTE DECEMBER 2023 Roll on expiration date.
UTZ23 UT ULTRA LONG GILT TAS DECEMBER 2023 Roll 2 trading days from the end of the month prior to expiration.
UZ23 U ULTRA LONG GILT DECEMBER 2023 Roll 2 trading days from the end of the month prior to expiration.
YZZ23 YZ FTSE 100 DECLARED DIVIDEND INDEX DECEMBER 2023 Roll on expiration date.