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
@EDNU22 @EDN EURODOLLAR SEPTEMBER 2022 Roll 6 trading days from the end of the month prior to expiration.
C05U22 C05 MEDIUM SWISS CONFEDERATION BOND SEPTEMBER 2022 Roll 2 trading days from the end of the month prior to expiration.
C10U22 C10 LONG SWISS CONFEDERATION BOND SEPTEMBER 2022 Roll 2 trading days from the end of the month prior to expiration.
EU3U22 EU3 30 YR EURO SWAPNOTE SEPTEMBER 2022 Roll on expiration date.
EXZZ22 EXZ FTSE 100 DIVIDEND INDEX RDSA DECEMBER 2022 Roll on expiration date.
G02U22 G02 SHORT BUND (SCHATZ) SEPTEMBER 2022 Roll 2 trading days from the end of the month prior to expiration.
G05U22 G05 MEDIUM BUND (BOBL) SEPTEMBER 2022 Roll 2 trading days from the end of the month prior to expiration.
G11U22 G11 LONG BUND SEPTEMBER 2022 Roll 2 trading days from the end of the month prior to expiration.
G30U22 G30 ULTRA LONG BUND SEPTEMBER 2022 Roll 2 trading days from the end of the month prior to expiration.
GB3U22 GB3 30 YR STERLING SWAPNOTE SEPTEMBER 2022 Roll on expiration date.
GBOU22 GBO 5 YR STERLING SWAPNOTE SEPTEMBER 2022 Roll on expiration date.
GBQU22 GBQ 10 YR STERLING SWAPNOTE SEPTEMBER 2022 Roll on expiration date.
GBWU22 GBW 2 YR STERLING SWAPNOTE SEPTEMBER 2022 Roll on expiration date.
GTU22 GT SHORT GILT TAS SEPTEMBER 2022 Roll 2 trading days from the end of the month prior to expiration.
GU22 G SHORT GILT SEPTEMBER 2022 Roll 2 trading days from the end of the month prior to expiration.
HTU22 HT MEDIUM GILT TAS SEPTEMBER 2022 Roll 2 trading days from the end of the month prior to expiration.
HU22 H MEDIUM GILT SEPTEMBER 2022 Roll 2 trading days from the end of the month prior to expiration.
I02U22 I02 SHORT BTP SEPTEMBER 2022 Roll 2 trading days from the end of the month prior to expiration.
I05U22 I05 MEDIUM BTP SEPTEMBER 2022 Roll 2 trading days from the end of the month prior to expiration.
I10U22 I10 LONG BTP SEPTEMBER 2022 Roll 2 trading days from the end of the month prior to expiration.
IETU22 IET 3 MONTH EURIBOR TAS SEPTEMBER 2022 Roll on expiration date.
IEU22 IE 3 MONTH EURIBOR SEPTEMBER 2022 Roll on expiration date.
LEN22 LE EONIA ONE MONTH JULY 2022 Roll 8 trading days before expiration date.
LFU22 LF FTSE 100 SEPTEMBER 2022 Roll 1 trading days before expiration date.
LGTU22 LGT LONG GILT TAS SEPTEMBER 2022 Roll 2 trading days from the end of the month prior to expiration.
LGU22 LG LONG GILT SEPTEMBER 2022 Roll 2 trading days from the end of the month prior to expiration.
LHWU22 LHW 2 YR US DOLLAR SWAPNOTE SEPTEMBER 2022 Roll on expiration date.
LIVU22 LIV 5 YR US DOLLAR SWAP NOTE SEPTEMBER 2022 Roll on expiration date.
LJNU22 LJN 10 YR US DOLLAR SWAPNOTE SEPTEMBER 2022 Roll on expiration date.
LUU22 LU 2 YR EUR SWAPNOTE SEPTEMBER 2022 Roll on expiration date.
LYU22 LY FTSE 250 SEPTEMBER 2022 Roll on expiration date.
OEU22 OE 5 YR EUR SWAPNOTE SEPTEMBER 2022 Roll on expiration date.
OFR1M22 OFR1 ONE MONTH SOFR INDEX JUNE 2022 Roll on expiration date.
OFR3M22 OFR3 THREE MONTH SOFR INDEX JUNE 2022 Roll on expiration date.
OPU22 OP 10 YR EUR SWAPNOTE SEPTEMBER 2022 Roll on expiration date.
S02U22 S02 SHORT SPANISH GOVERNMENT BOND SEPTEMBER 2022 Roll 2 trading days from the end of the month prior to expiration.
S05U22 S05 MEDIUM SPANISH GOVERNMENT BOND SEPTEMBER 2022 Roll 2 trading days from the end of the month prior to expiration.
S10U22 S10 LONG SPANISH GOVERNMENT BOND SEPTEMBER 2022 Roll 2 trading days from the end of the month prior to expiration.
SO3M22 SO3 3 MONTH SONIA INDEX JUNE 2022 Roll on expiration date.
SOAM22 SOA 1 MONTH SONIA INDEX JUNE 2022 Roll on expiration date.
US3U22 US3 30 YR DOLLAR SWAPNOTE SEPTEMBER 2022 Roll on expiration date.
UTU22 UT ULTRA LONG GILT TAS SEPTEMBER 2022 Roll 2 trading days from the end of the month prior to expiration.
UU22 U ULTRA LONG GILT SEPTEMBER 2022 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.