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=43
Future Future Root Description Roll Rule Description
C05U24 C05 MEDIUM SWISS CONFEDERATION BOND SEPTEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
C10U24 C10 LONG SWISS CONFEDERATION BOND SEPTEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
EU3U24 EU3 30 YR EURO SWAPNOTE SEPTEMBER 2024 Roll on expiration date.
EXZM24 EXZ FTSE 100 DIVIDEND INDEX RDSA JUNE 2024 Roll on expiration date.
G02U24 G02 SHORT BUND (SCHATZ) SEPTEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
G05U24 G05 MEDIUM BUND (BOBL) SEPTEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
G11U24 G11 LONG BUND SEPTEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
G30U24 G30 ULTRA LONG BUND SEPTEMBER 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.
GTU24 GT SHORT GILT TAS SEPTEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
GU24 G SHORT GILT SEPTEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
HTU24 HT MEDIUM GILT TAS SEPTEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
HU24 H MEDIUM GILT SEPTEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
I02U24 I02 SHORT BTP SEPTEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
I05U24 I05 MEDIUM BTP SEPTEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
I10U24 I10 LONG BTP SEPTEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
IETU24 IET 3 MONTH EURIBOR TAS SEPTEMBER 2024 Roll on expiration date.
IEU24 IE 3 MONTH EURIBOR SEPTEMBER 2024 Roll on expiration date.
LEM24 LE EONIA ONE MONTH JUNE 2024 Roll 8 trading days before expiration date.
LFM24 LF FTSE 100 JUNE 2024 Roll 1 trading days before expiration date.
LGTU24 LGT LONG GILT TAS SEPTEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
LGU24 LG LONG GILT SEPTEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
LHWU24 LHW 2 YR US DOLLAR SWAPNOTE SEPTEMBER 2024 Roll on expiration date.
LIVU24 LIV 5 YR US DOLLAR SWAP NOTE SEPTEMBER 2024 Roll on expiration date.
LJNU24 LJN 10 YR US DOLLAR SWAPNOTE SEPTEMBER 2024 Roll on expiration date.
LUU24 LU 2 YR EUR SWAPNOTE SEPTEMBER 2024 Roll on expiration date.
LYM24 LY FTSE 250 JUNE 2024 Roll on expiration date.
OEU24 OE 5 YR EUR SWAPNOTE SEPTEMBER 2024 Roll on expiration date.
OFR1M24 OFR1 ONE MONTH SOFR INDEX JUNE 2024 Roll on expiration date.
OFR3H24 OFR3 THREE MONTH SOFR INDEX MARCH 2024 Roll on expiration date.
OPU24 OP 10 YR EUR SWAPNOTE SEPTEMBER 2024 Roll on expiration date.
S02U24 S02 SHORT SPANISH GOVERNMENT BOND SEPTEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
S05U24 S05 MEDIUM SPANISH GOVERNMENT BOND SEPTEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
S10U24 S10 LONG SPANISH GOVERNMENT BOND SEPTEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
SA3H24 SA3 3 MONTH SARON INDEX MARCH 2024 Roll on expiration date.
SO3H24 SO3 3 MONTH SONIA INDEX MARCH 2024 Roll on expiration date.
SOAM24 SOA 1 MONTH SONIA INDEX JUNE 2024 Roll on expiration date.
US3U24 US3 30 YR DOLLAR SWAPNOTE SEPTEMBER 2024 Roll on expiration date.
UTU24 UT ULTRA LONG GILT TAS SEPTEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.
UU24 U ULTRA LONG GILT SEPTEMBER 2024 Roll 2 trading days from the end of the month prior to expiration.