DTN IQFeed® Symbol Guide

 

Commodity Market: SMALL

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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).
 
SMALL: Records=4
Future Future Root Description Roll Rule Description
10YZ22 10Y SMALL 10 YR US TREASURY YIELD DECEMBER 2022 Roll on expiration date.
2YZ22 2Y SMALL 2 YR US TREASURY YIELD DECEMBER 2022 Roll on expiration date.
30YZ22 30Y SMALL 30 YR US TREASURY YIELD DECEMBER 2022 Roll on expiration date.
SMOZ22 SMO SMALL US CRUDE OIL DECEMBER 2022 Roll on expiration date.