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
C05U26 C05 MEDIUM SWISS CONFEDERATION BOND SEPTEMBER 2026 Roll 2 trading days from the end of the month prior to expiration.
C10U26 C10 LONG SWISS CONFEDERATION BOND SEPTEMBER 2026 Roll 2 trading days from the end of the month prior to expiration.
ER3M26 ER3 3 MONTH ESTR INDEXED FUTURE JUNE 2026 Roll on expiration date.
EU3U26 EU3 30 YR EURO SWAPNOTE SEPTEMBER 2026 Roll on expiration date.
EXZU26 EXZ FTSE 100 DIVIDEND INDEX RDSA SEPTEMBER 2026 Roll on expiration date.
G02U26 G02 SHORT BUND (SCHATZ) SEPTEMBER 2026 Roll 2 trading days from the end of the month prior to expiration.
G05U26 G05 MEDIUM BUND (BOBL) SEPTEMBER 2026 Roll 2 trading days from the end of the month prior to expiration.
G11U26 G11 LONG BUND SEPTEMBER 2026 Roll 2 trading days from the end of the month prior to expiration.
G30U26 G30 ULTRA LONG BUND SEPTEMBER 2026 Roll 2 trading days from the end of the month prior to expiration.
GB3U26 GB3 30 YR STERLING SWAPNOTE SEPTEMBER 2026 Roll on expiration date.
GBOU26 GBO 5 YR STERLING SWAPNOTE SEPTEMBER 2026 Roll on expiration date.
GBQU26 GBQ 10 YR STERLING SWAPNOTE SEPTEMBER 2026 Roll on expiration date.
GBWU26 GBW 2 YR STERLING SWAPNOTE SEPTEMBER 2026 Roll on expiration date.
GTU26 GT SHORT GILT TAS SEPTEMBER 2026 Roll 2 trading days from the end of the month prior to expiration.
GU26 G SHORT GILT SEPTEMBER 2026 Roll 2 trading days from the end of the month prior to expiration.
HTU26 HT MEDIUM GILT TAS SEPTEMBER 2026 Roll 2 trading days from the end of the month prior to expiration.
HU26 H MEDIUM GILT SEPTEMBER 2026 Roll 2 trading days from the end of the month prior to expiration.
I02U26 I02 SHORT BTP SEPTEMBER 2026 Roll 2 trading days from the end of the month prior to expiration.
I05U26 I05 MEDIUM BTP SEPTEMBER 2026 Roll 2 trading days from the end of the month prior to expiration.
I10U26 I10 LONG BTP SEPTEMBER 2026 Roll 2 trading days from the end of the month prior to expiration.
IETU26 IET 3 MONTH EURIBOR TAS SEPTEMBER 2026 Roll on expiration date.
IEU26 IE 3 MONTH EURIBOR SEPTEMBER 2026 Roll on expiration date.
LEN26 LE EONIA ONE MONTH JULY 2026 Roll 8 trading days before expiration date.
LFU26 LF FTSE 100 SEPTEMBER 2026 Roll 1 trading days before expiration date.
LGTU26 LGT LONG GILT TAS SEPTEMBER 2026 Roll 2 trading days from the end of the month prior to expiration.
LGU26 LG LONG GILT SEPTEMBER 2026 Roll 2 trading days from the end of the month prior to expiration.
LHWU26 LHW 2 YR US DOLLAR SWAPNOTE SEPTEMBER 2026 Roll on expiration date.
LIVU26 LIV 5 YR US DOLLAR SWAP NOTE SEPTEMBER 2026 Roll on expiration date.
LJNU26 LJN 10 YR US DOLLAR SWAPNOTE SEPTEMBER 2026 Roll on expiration date.
LUU26 LU 2 YR EUR SWAPNOTE SEPTEMBER 2026 Roll on expiration date.
LYU26 LY FTSE 250 SEPTEMBER 2026 Roll on expiration date.
OEU26 OE 5 YR EUR SWAPNOTE SEPTEMBER 2026 Roll on expiration date.
OFR1U26 OFR1 ONE MONTH SOFR INDEX SEPTEMBER 2026 Roll on expiration date.
OFR3M26 OFR3 THREE MONTH SOFR INDEX JUNE 2026 Roll on expiration date.
OPU26 OP 10 YR EUR SWAPNOTE SEPTEMBER 2026 Roll on expiration date.
S02U26 S02 SHORT SPANISH GOVERNMENT BOND SEPTEMBER 2026 Roll 2 trading days from the end of the month prior to expiration.
S05U26 S05 MEDIUM SPANISH GOVERNMENT BOND SEPTEMBER 2026 Roll 2 trading days from the end of the month prior to expiration.
S10U26 S10 LONG SPANISH GOVERNMENT BOND SEPTEMBER 2026 Roll 2 trading days from the end of the month prior to expiration.
SA3M26 SA3 3 MONTH SARON INDEX JUNE 2026 Roll on expiration date.
SO3M26 SO3 3 MONTH SONIA INDEX JUNE 2026 Roll on expiration date.
SOAU26 SOA 1 MONTH SONIA INDEX SEPTEMBER 2026 Roll on expiration date.
US3U26 US3 30 YR DOLLAR SWAPNOTE SEPTEMBER 2026 Roll on expiration date.
UTU26 UT ULTRA LONG GILT TAS SEPTEMBER 2026 Roll 2 trading days from the end of the month prior to expiration.
UU26 U ULTRA LONG GILT SEPTEMBER 2026 Roll 2 trading days from the end of the month prior to expiration.