IQFeed Symbol Guide

The DTN symbol guide will be both practical for  

• The owner of an IQ feed live data subscription, who will be using these symbols as their primary instrument on their Investor/RT charts
• User relying on a Rithmic, CQG or IBKR brokerage account as a live future data source and on the DTN MA backfill services for their historical data downloads. In this case, the DTN continuous future contract symbol is typically used as “Downloading Alias” inside the corresponding instrument setup

The instrument setup guide summarizes the key Investor/RT instrument concepts that you need to know, such as the DTN downloading alias, I/RT instrument sessions, the importance of the intraday monitoring status, and the historical data retention settings.

Part 1 - DTN Future symbols

IQ feed Future symbols are made of 2 parts: 

• For continuous contracts:  the DTN root symbol followed by # 
• For individual contracts (with an expiration date):  the DTN root symbol followed by 'MYY’ (contract expiration month and year), with YY the last 2 digits of the contract year and M, the month code as per the usual alphabetical letter convention for futures: 

So @ES# is the ticker for E-Mini S&P 500, and @ESU25 is the ticker for the quarterly ES contract expiring in September 2025. Any front-month contract can also be quickly identified on our Rollover Calendar page.

Warning: not all DTN contracts start their root code with a @   QCL# (Crude Oil) or QGC# (Gold) are among the exceptions.

For an easy read, the following two tables, gathering symbols per exchange and futures market category, include the following information

• The DTN symbol for the continuous future contract
• The corresponding front-month symbols for Rithmic and CQG (as per early July 2025) that IQ feed subscribers may use as "Broker Symbol" within their instrument setup (An extra space has been added to identify the Rithmic and CQG root symbol clearly)
• Investor/RT default Full and Day sessions (All in Eastern Time), which are further discussed in the Sessions 101 support page
• The typical daily contract volume (ie the average of the past 50 days as per July 10, 2025) was also included so that you could easily spot futures with very low (or even zero !) volume (that should typically not be daytraded)
• The instrument tick increment (ie the minimum bid-ask spread) and tick value

 

Table 1A - CME Equity Indexes, NYMEX & COMEX markets and US Treasuries & financials futures (CBOT/CME). 

 

Table 1B - CME currencies (incl. crypto), Agricultural products (CME/CBOT/ICE), EUREX markets, UK and Australian futures and ICE energy futures

The DTN coverage of future markets goes beyond the symbols listed on these 2 tables. It also includes all ICE exchanges (such as the Endex) and futures traded on the following exchanges: Euronext, LME, MDEX (Malaysia), SGX (Singapore), BMF (Brazilian Merc. & Futures Exchange), SAFEX/JSE (Johannesburg).

The IQ feed website search tool for any symbol not listed above. Any futures not present in the I/RT default database can be added through the Future Type Setup preference menu

Part 2 - DTN Cash Indexes (and Fair Value Premiums) for North American and European markets 

The following table gathers the most common North American and European cash market indexes, together with the “Fair Value premium” (as calculated by DTN..)

Part 3 - Financial and CBOE Indexes (DX, VIX indexes, Treasuries yields & more)

DTN provides a long list of CBOE indexes, especially VIX and Note Yields. Here is a short compilation, together with some other financial indexes (Dollar index, Fedfund & SOFR)

Part 4 - DTN Market "Internals" statistics 

Market internals are a set of metrics that provide insights into the underlying dynamics driving the market by analyzing breadth, volume, and sentiment.

NYSE TICK and TRIN are 2 of the most well-known indicators: TICK can be accessed by TICK.Z or JTNT.Z, while TRIN.Z or RINT.Z returns the same NYSE TRIN value (also known as Arms index)

This DTN reference document provides details about all the calculation methods for all their market internals quotes (more than 1000 statistics are available)

The following table gathers 50 of the most commonly used statistics.

Note: For IQ feed subscribers, these market statistics are included in any core package (no additional dedicated subscriptions are required), and the corresponding values are updated every second. 

Part 5 - A short sample of DTN Stocks & ETF symbols

Here is just a sample list of stocks, together with some common ETFs (SPY, QQQ, etc.), including the one commonly used for the S&P market breakdown into sectors (XLC, XLI, XLK, etc). The weight of each sector in the S&P index (as per July 2025) has been added for information in this table (in the sector name). Check the latest value here: https://www.sectorspdrs.com/

If a stock trades according to the Nasdaq extended trading hours (4 am to 10 pm ET), then the full session of the corresponding ticker should be adjusted accordingly, with the "Day Session" associated with the Full Nasdaq session being the regular US cash session.