Changes in ICE Futures symbology

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To: ICE Futures U.S., ICE Futures E.U. subscribers

Changes
To improve the ICE Futures feeds, we implemented the following symbology changes for all the ICE Futures products:

  1. Products are now changed to have two-digit maturity year. It will allow to avoid confusions between products expiring in 2010s and products expiring in 2020s.
  2. Namespaces are now added for all symbols so as to avoid intersection of product codes from different exchanges.

Example:

Product nameCurrent symbolNew symbol
FTSE 100 Index Futures /ZM8 /ZM18:IFLL
Brent Crude Futures /BRNM8 /BRNM18:IFEU
Brent Crude Futures  (continuous product) /BRN /BRN:IFEU
US Dollar Index Futures /DXM8 /DXM18:IFUS
US Dollar Index Futures  (continuous product) /DX /DX:IFUS

The list of namespace values match existing MIC values:

  • for ICE Futures U.S.: IFUS
  • for ICE Futures E.U.: IFEU, IFLL, IFLO, IFLX

 

Effective Date
These changes will take effect as of September 2, 2018. The changes are incompatible. We allow parallel migration period to allow time to make necessary changes: starting May 18, 2018 both symbologies are available.
Legacy symbols will be disabled on September 2, 2018. Please make sure to subscribe to new symbols by this date.

 

Affected Feeds and Services:

  • ICE Futures US: real-time and delayed feeds
  • ICE Futures EU: real-time and delayed feeds
  • IPF service
  • Historical services

If you have any questions concerning these changes, please contact support@dxfeed.com.