DTN IQFeed® Symbol Guide

 

Commodity Market: MGE_GBX

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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).
 
MGE_GBX: Records=17
Future Future Root Description Roll Rule Description
@MS1Z24 @MS1 MGEX HRSW CSO CONSECUTIVE SYNTHETIC DECEMBER 2024 Roll on expiration date.
@MS3Z24 @MS3 MGEX HRSW CSO DEC - DEC SYNTHETIC DECEMBER 2024 Roll on expiration date.
@MS4H25 @MS4 MGEX HRSW CSO MAR - JUL SYNTHETIC MARCH 2025 Roll on expiration date.
@MS5H25 @MS5 MGEX HRSW CSO MAR - SEP SYNTHETIC MARCH 2025 Roll on expiration date.
@MS6H25 @MS6 MGEX HRSW CSO MAR - DEC SYNTHETIC MARCH 2025 Roll on expiration date.
@MS7K25 @MS7 MGEX HRSW CSO MAY - SEP SYNTHETIC MAY 2025 Roll on expiration date.
@MS8K25 @MS8 MGEX HRSW CSO MAY - DEC SYNTHETIC MAY 2025 Roll on expiration date.
@MS9K25 @MS9 MGEX HRSW CSO MAY - MAR SYNTHETIC MAY 2025 Roll on expiration date.
@MWH25 @MW HARD RED SPRING WHEAT MARCH 2025 Roll 8 trading days from the end of the month prior to expiration.
@MY1N25 @MY1 MGEX HRSW CSO JUL - DEC SYNTHETIC JULY 2025 Roll on expiration date.
@MY2N25 @MY2 MGEX HRSW CSO JUL - MAR SYNTHETIC JULY 2025 Roll on expiration date.
@MY3N25 @MY3 MGEX HRSW CSO JUL - MAY SYNTHETIC JULY 2025 Roll on expiration date.
@MY4U25 @MY4 MGEX HRSW CSO SEP - MAR SYNTHETIC SEPTEMBER 2025 Roll on expiration date.
@MY5U25 @MY5 MGEX HRSW CSO SEP - MAY SYNTHETIC SEPTEMBER 2025 Roll on expiration date.
@MY7Z24 @MY7 MGEX HRSW CSO DEC - MAY SYNTHETIC DECEMBER 2024 Roll on expiration date.
@MY8Z24 @MY8 MGEX HRSW CSO DEC - JUL SYNTHETIC DECEMBER 2024 Roll on expiration date.
@MY9Z24 @MY9 MGEX HRSW CSO DEC - SEP SYNTHETIC DECEMBER 2024 Roll on expiration date.