nsolot
-DTN Guru-
Posts: 273
Joined: Sep 4, 2004
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Posted: Mar 11, 2005 09:04 PM
Msg. 1 of 7
Is the Dow Jones CBOT® Treasury Index available on IQ?
I found the futures tickers for the open session (US for the 30's and TY for the 10's) but the tickers for the electronic session (ZB for the 30's and ZN for the 10's) don't seem to work.
I tried: @ZBM5 @ZNM5
and both come back "is an invalid symbol".
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skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004
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Posted: Mar 12, 2005 09:38 AM
Msg. 2 of 7
try @USM5 and @TYM5
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nsolot
-DTN Guru-
Posts: 273
Joined: Sep 4, 2004
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Posted: Mar 12, 2005 09:53 AM
Msg. 3 of 7
Thanks Skunk, but those are the "Open outcry" tickers, and I'm looking for the electronic tickers: http://www.cbot.com/cbot/pub/page/1,3181,932,00.html#interestrate For example, volume in the open session for to 10's was 51K contracts, while the electronic was 929K, almost 20x. http://www.cbot.com/cbot/pub/page/0,3181,954,00.html At least, that's what I think I'm seeing from the CBOT website.
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skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004
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Posted: Mar 12, 2005 01:28 PM
Msg. 4 of 7
the open outcry tickers are US, TY the electronic tickers are @US, @TY
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skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004
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Posted: Mar 12, 2005 01:37 PM
Msg. 5 of 7
iqfeed's @US is the same as IB's ZB iqfeed's @TY is the same as IB's ZN
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skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004
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Posted: Mar 12, 2005 02:17 PM
Msg. 6 of 7
To answer your first question, I found the following row in mktsymbols.zip
DJCBTI.X DOW JONES CBOT TREASURY INDEX DTN
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nsolot
-DTN Guru-
Posts: 273
Joined: Sep 4, 2004
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Posted: Mar 12, 2005 06:11 PM
Msg. 7 of 7
I believe you are correct!!!
Thanks a bunch.
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