dxFeed Futures and Stocks Symbology
This page is a quick reference for finding and entering symbols when using the dxFeed market data source in PriceSquawk. It lists the current dxFeed Futures first, followed by a small set of dxFeed Stocks/ETFs. It also provides contract month codes, the dxFeed symbol format, CME links to check traded volume, and contract roll guidance.
Note: The futures contracts and expiries shown reflect the values currently available in the symbol selection popup. Always verify the most-active month on CME to verify the forward contract that is currently trading.
Contract month codes
The standard futures month code mapping:
| Month | Code | Month | Code | Month | Code | Month | Code |
|---|---|---|---|---|---|---|---|
| Jan | F | Apr | J | Jul | N | Oct | V |
| Feb | G | May | K | Aug | Q | Nov | X |
| Mar | H | Jun | M | Sep | U | Dec | Z |
dxFeed symbol format
- Format:
/<CME Root><MonthCode><YY>:<Exchange> - Examples:
/ESZ25:XCME(E-mini S&P 500, Dec 2025, CME Globex)/ZNZ25:XCBT(10-Year U.S. Treasury Note, Dec 2025, CBOT)/GCZ25:XCEC(COMEX Gold, Dec 2025)/CLV25:XNYM(NYMEX WTI Crude Oil, Oct 2025)
- Exchange suffixes you will see here:
XCME= CME (Globex)XCBT= CBOT (Globex)XCEC= COMEX (Globex)XNYM= NYMEX (Globex)
When in doubt, prefer the dxFeed RequestId shown below (that is what the system actually requests). You can also verify symbols on the dxFeed Symbol Lookup page
Futures (dxFeed)
Below is a curated list of the futures currently configured for dxFeed as if September 15th 2025. Use the CME links in the last column to check which contract month is most active (Volume & Open Interest tab).
Tip: Click the "Volume & Open Interest" tab on the CME quotes page to compare volume across listed months and pick the most-active contract.
Stocks/ETFs (dxFeed)
These are sample equities sourced from dxFeed in this project.
| Ticker | Name | dxFeed RequestId | Exchange |
|---|---|---|---|
| SPY | SPDR S&P 500 ETF Trust | SPY&Q | XNAS |
| MSFT | Microsoft Corporation - Common Stock | MSFT&Q | XNAS |
| TSLA | Tesla, Inc. - Common Stock | TSLA&Q | XNAS |
Contract Rolls: how to find the forward month
Use this quick guide when rolling futures. Always verify on the CME quotes page (Volume & Open Interest):
- Equity index (ES/NQ/MES/MNQ) and most FX (6A/6E): quarterly cycle H/M/U/Z. Around mid-Sep, roll to Dec (Z). Around mid-Dec, roll to Mar (H), and so on.
- U.S. Treasuries (ZT/ZF/ZN/ZB/UB/TN): quarterly H/M/U/Z. Volume often consolidates into Dec (Z) after the Sep contract settles; use the CME pages above to confirm when Z overtakes U.
- COMEX metals (GC/SI/HG): the Dec (Z) contract is typically the most liquid into year-end; confirm near each quarterly roll.
- Energy (CL, NG/QG): monthly fronts. Roll each month (e.g., from Sep (U) to Oct (V)) a few days before the front expires while the next month has higher volume.
- Agriculture (ZC/ZS): product-specific major months. Corn typically Mar/May/Jul/Dec with Dec (Z) the key; Soybeans often Jan/Mar/May/Jul/Nov with Nov (X) and Jul (N) important. Use the CME links to confirm.
- CME Crypto (BTC/MBT): quarterly H/M/U/Z. Confirm the most-active (often Mar/Jun/Sep/Dec) on CME; roll when the next contract takes the volume lead.
Practical steps
- Identify the product root (e.g., ES, ZN, GC, CL).
- Check the dxFeed RequestId (table above) for the currently configured month.
- Open the CME product page (Volume & Open Interest tab) and compare volumes across months.
Internal note
4) When the next listed month clearly leads on volume and/or the current front is near last trade/first notice, update symbols.json:
- Update
Generic Symbol,Symbol,RequestId, andNamemonth text - Update
ExpiryDate(use CME product calendar) - Keep
Exchange(XCME/XCBT/XCEC/XNYM) consistent with the venue
Month code quick lookup
- Quarterly months: Mar (H), Jun (M), Sep (U), Dec (Z)
- Monthly energy/others: see full table above; next month increments one code at a time (e.g., U→V→X→Z→F...)
If you’re unsure, use the CME link in the table and select the "Volume & Open Interest" tab—whichever contract shows the most daily volume is usually the one to track. You can then search for this symbol in the in-app symbol lookup