Is there a way to get the option symbol given a future symbol, weekday and week ?

examples:
@NQ# monday week 3 => @Q3A
@RTY# tuesday week 2 => @R2U
@ES# friday week 1 => @EW1

I found this excel sheet for CME but it seems inconsitent with the iqfeed symbols
https://www.cmegroup.com/tools-information/vendorSymbol.html

the sheet says its @BP for GBP/USD week 1 friday but the actual symbol is @BP1 on iqfeed

In IQFeed, symbols are unique throughout the entire universe. If two different exchanges use the same symbol to represent different things, then DTN distinguishes them somehow. For example, L. indicates an equity on the London Stock Exchange, as opposed to a NASDAQ or NYSE symbol. This is why symbols can vary from what the exchange uses.

But option symbols are long, character-heavy, and a required to follow a pattern. So there's rarely any need to deviate from what the exchange assigns, except for the base part of the symbol that tells you what commodity it's for.

For example: what CME group calls NQM4 https://www.cmegroup.com/markets/equities/nasdaq/e-mini-nasdaq-100.quotes.options.html#optionProductId=148&expiration=2024-5-NQM4-52024 we call @NQBM24. E-mini NASDAQ 100 monthly options will follow this pattern of root symbol + month code + two-digit year.

If you want a complete list of all (current) CME option symbols, you can send the command FDS,9,34,20240610 to port 9100. This will return a list of records like:

LM,L0CM24C10000-,"LIVE CATTLE CSO 3RD JUNE 2024 CALL -10000",,,,,,,,,,,3,13,,,,110,,"@LEM24",,,,,,,,,,,,,,,,,,,,,20240607,,,,,,

From which you can see the symbol, the long name, and the root symbol @LEM24.

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Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

checking..

You can use some string functions and conditions in Excel or a programming language like Python. https://slitherio.online]slither io

You can use some string functions and conditions in Excel or a programming language like Python. https://slitherio.online