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=3
Future Future Root Description Roll Rule Description
10YJ24 10Y SMALL 10 YR US TREASURY YIELD APRIL 2024 Roll on expiration date.
2YJ24 2Y SMALL 2 YR US TREASURY YIELD APRIL 2024 Roll on expiration date.
30YJ24 30Y SMALL 30 YR US TREASURY YIELD APRIL 2024 Roll on expiration date.