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Formats

U.S. Formats

All data feeds for this region have empty country namespaces. Exchange namespaces may be present.

Date modifiers

A date can be formatted in a number of ways, generally using the YYYYMMDD format. Find more on exceptions in the relevant sections.

In future contracts and options for future contracts, a letter represents the month:

Month

Code

January

F

February

G

March

H

April

J

May

K

June

M

July

N

August

Q

September

U

October

V

November

X

December

Z

NYSE

We provide data as is, according to the NYSE symbology documentation (Line format).

Nasdaq

We convert Nasdaq symbols to NYSE format according to symbol convention, except those listed on Nasdaq.

Cboe

We convert data to NYSE symbology according to this symbol convention, except those listed on Cboe. Cboe-specific symbols are described in this documentation.

OTCBB

We provide the OTCBB feed as is. Note that OTCBB symbols can have a fifth identifier.

OTC Markets

We provide the OTC Markets feed as is. See the full description from OTC Markets here.

OPRA

We comply with the Options Symbology Initiative. According to it, we construct a string format in the following way: . + OPTION ROOT + EXPIRATION DATE in YYMMDD format + OPTION TYPE (C or P) + STRIKE

Example: .TSLA220916P1800

CME

dxFeed constructs symbols for all CME securities the following way: / + symbol from CME Globex

  1. Future symbols include a two-digit maturity year. This helps avoid confusion between products expiring in the 2010s and in the 2020s.

  2. To avoid overlapping product codes from different exchanges, namespaces are added to all symbols.

Example:

Product Name

CME Symbol

dxFeed Symbol

E-mini S&P 500 Futures, Mar-19

ES;ESU1;100

/ESH19:XCME

E-mini S&P 500 Futures (continuous product)

ES

/ES:XCME

S&P 500 Options

OS;SPU0 P3375;100

./SPU20P3375:XCME

The list of namespace values match existing MIC values:

  • For CME: XCME

  • For NYMEX: XNYM

  • For COMEX: XCEC

  • For CBOT: XCBT

  • For CFE: XCBF

ICE

We transform futures and options from this data provider to increase readability. For example, ESX IMG0026! to /ESXG6 and IYQ EDF1918_OMPA0000030002011918 to ./IYQ.DF819P30. The original ICE symbols can be found in IPF in the Field applicability section for exchange data. You also can check the ICE instrument naming documentation.

The namespaces for this feed are:

  • :IFEU

  • :IFLL

  • :IFLO

  • :IFLX

  • :IFUS

The ICE feed includes a single index: the US Dollar Index. We distribute it as $DXY:IFUS.

Cboe Futures Exchange

dxFeed symbols for CFE are formed according to the following formula: /product + month + year + namespace (:XCBF)

Product Name

CFE Symbol

dxFeed Symbol

CBOE Volatility Index (VIX) Trade-at-Settlement Futures, May-20

VXK20

/VXTK20:XCBF

You can find the list of Cboe Futures Products at the Cboe website.

Please refer to the Formats chapter for listed symbology conventions by regions and exchanges.

European Formats

Cboe Europe

dxFeed symbols for Cboe Europe consist of the product name and a corresponding namespace separated by a colon. Example:

Product Name

Cboe Europe Symbol

dxFeed Symbol

Anheuser-Busch InBev SA/NV

ABIb

ABIb:BATE

Daimler AG

DAId

DAId:CHIX

Cboe supports the Uniform Symbology methodology. This symbology consists of an instrument code followed by a single lowercase letter designating the primary listing market center.

Learn more about a Uniform Symbology description and find links to more documentation on Wikipedia.

Namespaces for Cboe Europe exchanges:

  • For BXE: BATE

  • For CXE: CHIX

  • For TRF: BXTR

  • For DXE: CEUX

Eurex

dxFeed symbols for Eurex are formed according to the following formula: /product + maturity date + :namespace XEUR

Check the list of Eurex products.

Example

Product Name

Eurex Symbol

dxFeed Symbol

EURO STOXX 50® Index Options

OESX SI 20241220 CS EU P 2050 0

OESX

OESX241220P2050:XEUR

Jenoptik

JEN SI 20191115 PS AM C 28.00 0

JEN

JEN191115C28:XEUR

Euronext Futures

The symbols are formed according to the following formula: Symbol = /<product_code><maturity_date><market_segment_mic_code>/rootMYY:namespace

In <maturity_date>:

  • The month is represented by a letter (more on this in the Date modifiers section of this document)

  • The year is represented by its last two numbers

  • The day is optional: myy[dd]

  • <market_segment_mic_code> is the MIC/OPOL code

ICE Futures EU

The symbols are transformed in the same manner as the ICE symbols. The namespaces for ICE Futures EU are:

  • :IFEU

  • :IFLL

  • :IFLO

  • :IFLX

Turkish Formats

Borsa Istanbul Equities

We provide this feed almost as is, with only two changes:

  • We remove the .E suffix for equities

  • We append the namespace :TR

Borsa Istanbul equities naming rules can be found here, under "Equity".

Borsa Istanbul Derivatives

We provide this feed almost as is, with only two changes:

  • We replace the prefixes with / and ./ correspondingly for futures and options

  • We append the namespace :TR

Take a look at these Borsa Istanbul contract naming rules.

In this section: