Index
Index Symbols
Description | EODHD | FMP | IB | IQFeed | Norgate | Schwab | Tradier | Yahoo | |
Dow Jones Indexes | |||||||||
Dow Jones Industrial Average | DJI.INDX | ^DJI | DJI[CME,IND,USD] | INDU.X | $DJI | $DJI | $DJI | ^DJI | |
Dow Jones 65 Composite | DJA.INDX | COMP.X | $DJC | $DJC | $DJC | ^DJA | |||
Dow Jones 15 Utilities | DJU.INDX | ^DJU | DJU[CME,IND,USD] | UTIL.X | $DJU | $DJU | $DJU | ^DJU | |
Dow Jones 20 Transportation | DJT.INDX | ^DJT | DJT[CME,IND,USD] | TRAN.X | $DJT | $DJT | $DJT | ^DJT | |
Nasdaq Indexes | |||||||||
Nasdaq Composite | IXIC.INDX | ^IXIC | COMP[NASDAQ,IND,USD] | COMPX.X | $COMP | $COMPX | ^IXIC | ||
Nasdaq 100 | NDX.INDX | ^NDX | NDX[NASDAQ,IND,USD] | NDX.X | $NDX | $NDX | NDX | ^NDX | |
Nasdaq Computer | IXCO[NASDAQ,IND,USD] | IXCO.X | $IXK | $IXCO | ^IXCO | ||||
S&P Indexes | |||||||||
S&P 500 | GSPC.INDX | ^GSPC | SPX[CBOE,IND,USD] | SPX.XO | $SPX | $SPX | SPX | ^GSPC | |
S&P 100 | SP100.INDX | ^OEX | OEX[CBOE,IND,USD] | OEX.X | $OEX | $OEX | OEX | ^SP100 | |
S&P 400 Midcap | MID.INDX | ^MID | MID[PSE,IND,USD] | MID.X | $MID | $MID | ^SP400 | ||
Other | |||||||||
Volatility Index | VIX.INDX | ^VIX | VIX[CBOE,IND,USD] | VIX.XO | $VIX | $VIX | VIX | ^VIX | |
Description | EODHD | FMP | IB | IQFeed | Norgate | Schwab | Tradier | Yahoo |
Option Symbols
Option data is available from:
EODHD - Last EOD - Detailed, all symbols.
InteractiveBrokers - streaming real-time, intraday backfill, historic data and greeks
IQFeed - Streaming real-time (or delayed), intraday backfill and historic data
Schwab - Real-time snapshots, greeks
Tradier - Streaming real-time, snapshot, intraday backfill, historic data, greeks and chains
It is also possible to construct options symbols for a source
by specify underlying details, or to convert from one format to
another using
xlq2OptionSymbolConvert
xlq2OptionSymbolBuildCall
xlq2OptionSymbolBuildPut
Each source has their own symbol format as follow:
Syntax | Details | |
EODHD | ||
By Formulae |
Referenced by formulae using underlying, date, strike
and call/put.
Formulae can also find previous / next dates and previous / next strikes. |
|
InteractiveBrokers | ||
SymbolYYMMDD(CorP)Price[SMART,OPT,USD] |
Symbol is 6 characters, if less filled wth spaces.
i.e. For UPS, 3 spaces after, for MSFT 2 spaces after etc. e.g. UPS 151023c00098500[smart,opt,usd] UPSxxx, 15 for 2015, 10 for October, 23 for day, C for Call, 00098500 = $98.5, i.e. last 3 digits are decimal. e.g. MSFT 151218P00045000[smart,opt,usd] for MSFTxx 2015 December 18th Put $45 |
|
IQFeed | ||
SymbolYYDD(option month code)Price | For Month Codes, see table below
e.g. UPS1523J98.5 UPS,15 for 2015, 23 for day, J = October Call, $98.5 e.g. MSFT1518X45 MSFT, 2015, 18th, X = December Put, $45 |
|
Schwab | ||
SymbolYYMMDD(CorP)Price |
Symbol is 6 characters, if less filled wth spaces.
i.e. For UPS, 3 spaces after, for MSFT 2 spaces after etc. e.g. AAPL 241115C00100000 AAPLxx, 24 for 2024, 11 for November, 15 for day, C for Call, $100 e.g. AAPL 240419P00152500 AAPLxx 19 April 2024, Put, $152.5 |
|
Tradier | ||
SymbolYYMMDD(CorP)Price |
e.g. AAPL240412C00100000
AAPL, 24 for 2024, 04 for month, 12 for day, C for Call, $100 e.g. AAPL240412P00105000 for a $105 put Strike is 8 digits with last 3 representing decimals |
|
Yahoo | ||
SymbolYYMMDD(CorP)Price |
e.g. AAPL210319C00117500
AAPL, 21 for 2021, 3 for March, 19 for day, C for Call, 00117500 for $117.50 0's padded with last 3 being decimal |
Option Month Codes |
||
Calls | Puts | |
January | A | M |
February | B | N |
March | C | O |
April | D | P |
May | E | Q |
June | F | R |
July | G | S |
August | H | T |
September | I | U |
October | J | V |
November | K | W |
December | L | X |
EODHD
Cover over 60 exchanges, including 'virtual' exchanges for forex, cryptos, commodities, indexes, bonds etc.
Once you have enabled data for the exchange in preferences, all symbols will automatically be available and searchable via the EODHD view.
Each exchange, or virtual exchange has it's own suffix, e.g. .CC for cryptos, .INDX for indexes, .AU for Australian data, .US for US symbols. If the suffix is not provided .US is assumed, i.e. AAPL and AAPL.US are considered the same.
FMP
Cover over 50 exchanges, as well as forex, cryptos, commodities, indexes etc.
All symbols available via FMP will automatically be listed on the FMP view, where it is possible to filter, search and sort.
Examples:
Name | Symbol | |
Apple | AAPL | |
Berkshire Hathaway Common | BRK-A | |
Dow Jones | ^DJI | |
CAC 40 | ^FCHI | |
FTSE 100 | ^FTSE | |
Treasury Yield 5 Years | ^FVX | |
Bitcoin USD | BTCUSD | |
Gold Futures | GCUSD | |
Crude Oil | CLUSD | |
EUR USD | EURUSD | |
Ping An Bank Co., Ltd. (Shenzen) | 000001.SZ | |
CK Hutchison Holdings Limited (Hong Kong) | 0001.HK | |
Aalborg Boldspilklub A/S (Copenhagen) | AAB.CO | |
AB Science S.A. (Paris) | AB.PA | |
AdAlta Limited (Australia) | 1AD.AX | |
Aberdeen International Inc. (Canada) | AAB.TO | |
etc. | etc. |
InteractiveBrokers
Given the sheer number of markets and products they support, their symbols are probably the most complicated, but as they all follow the same pattern, once you have one symbol you can work out the rest.
If you are subscribed for the real-time data from Interactive brokers you may work with the symbol via XLQ for day, intraday and historic data. All their symbols require information on the exchange, type and currency which is suffixed to the end of the symbol, and if not provided defaults to [smart,stk,usd] i.e. U.S. equity symbols.
When using SMART, the best pricing from a range of exchanges is returned, but it is also possible to return only the pricing info from a specific exchange e.g. NASDAQ, BATS, ISLAND etc.
It is also possible to specify the primary exchange, e.g. [smart&Nasdaq,stk,usd], which is useful if a symbol is traded on more than 1 exchange to avoid ambiguity.
The simplest way to find a symbol is to enter it into TWS, then right click the row and choose financial instrument info / description. The screen shown will show the symbol, type and currency to use. If spaces are required in the symbol those are also shown but not always easy to determine the exact number, but the text may be selected witht the mouse and copied using ctrl-c.
The symbol for this E-mini future will be NQH4[cme,fut,usd], e.g. = xlqprice("NQH4[cme,fut,usd]","IB")
Future Options security type is FOP
If you have entered a symbol into xlq and it does not work, right click the Q and choose View data / Status and look at the IB status views for any error message associated with the symbol for an explanation.
Examples:
Name | Symbol | |
Apple | AAPL
or AAPL[SMART,STK,USD](provides pricing info from all exchanges) AAPL[IEX,STK,USD](provides pricing info from IEX exchange only) |
|
Cisco |
CSCO[SMART&NASDAQ,STK,USD]
(provides pricing info from all exchanges for CSCO listed on Nasdaq) CSCO[SMART&EBS,STK,USD] (provides pricing info from all exchanges for CSCO listed on Swiss Electoronic Bourse) CSCO (defaulting to csco[smart,stk,usd] will return an ambiguious error from IB in this case) CSCO[bats,stk,usd] will return pricing data from bats (not ambiguious as can only be Nasdaq listed CSCO |
|
Berkshire Hathaway Common | BRK A
or BRK A[SMART,STK,USD] |
|
Onex Corporation, Toronto | OCX[TSE,STK,CAD] | |
S & P 500 Index | SPX[CBOE,IND,USD] | |
CAC40 | PX1[MONEP,IND,EUR] | |
EUR / USD | EUR.USD[IDEALPRO,CASH,USD] | |
AUD / JPY | AUD.JPY[IDEALPRO,CASH,JPY] | |
Gold (London) | XAUUSD[SMART,CMDTY,USD] | |
Gold Future (October 2015) | FGFX OCT 15[DTB,FUT,USD] | |
Danske Bank Copenhagen | DANSKE[CPH,STK,DKK] | |
Haseko Corporation Tokyo | 1808[TSEJ,STK,JPY] | |
TRIN Nasdaq | TRIN-NASD[NASDAQ,IND,USD] | |
Interest Rate Option on 10year US Treasury Note | TNX[CBOE,IND,USD] | |
10year US Treasury Note December 2015 Future |
ZN DEC 15[ECBOT,FUT,USD]
Note 5 char symbol for ECBOT so 3 spaces after ZN |
|
S&P ASX 200 Australia | SPI[SNFE,IND,AUD] | |
Light Sweet Crude Oil | CL[NYMEX,IND,USD] | |
Light Sweet Crude Oil Jan 2016 Future | CLF6[NYMEX,FUT,USD] | |
Light Sweet Crude Oil Jan 2016 Future option (Call $79.5) | LOF6 C7950[NYMEX,FOP,USD] | |
E mini S&P 500 | ES[CME,IND,USD] | |
E mini S&P 500 March 2024 Future | ESH4[CME,FUT,USD] | |
Micro E mini S&P 500 November 2023 Future option (Put 2300) | EX3X3 P2300[CME,FOP,USD] | |
TMX Group Bond Canada | IBCID194156925[SMART,BOND,CAD] | |
More Index Symbols | click to see section on index symbols | |
Option Symbols | click to see section on option symbols | |
Bitcoin | BTC.USD[PAXOS,CRYPTO,USD] | |
Ethereum | ETH.USD[PAXOS,CRYPTO,USD] | |
Litecoin | LTC.USD[PAXOS,CRYPTO,USD] | |
Bitcoin Cash | BCH.USD[PAXOS,CRYPTO,USD] |
IQFeed
If you subscribe to IQFeed, the symbols available depend on your subscription, which can also be delayed or real-time depending on the exchange fees paid.
Real-time (or delayed) data, intraday and historic is available for US and Canadian equities, options, futures, indexes, forex and market statistics.
The simplest way to find a symbol is to use the resources they provide on their website, i.e.
Examples:
Name | Symbol | |
Apple | AAPL | |
Berkshire Hathaway Common | BRK.A | |
Onex Corporation, Toronto | C.OCX | |
S & P 500 Index | SPX.XO | |
EUR / USD |
EURUSD.FXCM
or EURUSD.COMP (TenFore) |
|
TRIN NYSE | TRIN.Z | |
Interest Rate Option on 10year US Treasury Note | TNX.XO | |
Light Sweet Crude Oil Jan 2016 Future | QCLF16 | |
Light Sweet Crude Oil Jan 2016 Future option (Call $79.5) | QCLF16C7950 | |
E mini S&P 500 | @ES# | |
E mini S&P 500 March 2016 Future | @ESH16 | |
E mini S&P 500 March 2016 Future option (Put 1955) | @SPH16P195500 | |
More Index Symbols | click to see section on index symbols | |
Option Symbols | click to see section on option symbols |
Norgate Data
If you have a Norgate subscription and NDU is installed, all symbols available via the subscription will automatically be available and searchable via Norgate view
Data is available for US symbols, US indexes, Australian Symbols, Australian Indexes, world indexes, economic, forex, futures, continuous futures and cash commodities, each as a separate source.
Schwab
If you have an account with Schwab you can retrieve real-time, intraday and historic data for US equities and indexes and more ( Historic data is not available for options).
Symbols are straightforward, with some exceptions
Examples:
Name | Symbol | |
Apple | AAPL | |
Berkshire Hathaway Common | BRK/A | |
Chimera Investment C VAR PFD Callable | cim/prd | |
S & P 500 Index | $SPX | |
ATI Physical Therapy, Inc. Warrants | ATIPW | |
More Index Symbols | click to see section on index symbols | |
Option Symbols | click to see section on option symbols |
Tiingo
If you have an account with Tiingo and have entered your token into xlq preferences you can retrieve real-time snapshots, and historic data for US and Chinese equities, as well as crypto currency data.
Symbols are as per their site with the exception of crypto-currencies where it is also possible to get the historic data unique for the currency pair.
e.g. btc-usd will include all historic data converted to usd, whereas btc-usd* will only return data where btc has traded directly to usd.
Another example xcp-usd will return all XCP trades converted to USD, xcp-usd* will not return data as there are no direct trades, but you can view direct trades with xcp-btc* etc.
Tradier
If you have an account with Tradier and have authorized xlq via the Tradier signin you may work with real-time and historic data available via your xlq2 subscription.
Symbols are as per their site .
Yahoo
Yahoo provide historic data for many exchanges around the world.
Symbols all follow the same pattern, i.e. indexes start with ^, and symbols other than standard U.S. equities require a suffix e.g. for Canada .TO and .V, for Australia .AX etc. Symbols are as used on the site.
Examples:
Name | Symbol | |
Apple | AAPL | |
Berkshire Hathaway Common | BRK-A | |
S & P 500 Index | ^GSPC | |
CAC40 | ^FCHI | |
Yamana Gold - Toronto | YRI.TO | |
USD / CAD | USDCAD=X | |
CAD / USD | CADUSD=X | |
Telstra Australia | TLS.AX | |
Volkswagen Germany | VOW.DE | |
More Index Symbols | click to see section on index symbols |
New Tips and Tricks Page
- A quick reference guide to using xlq2 with excel including shortcuts, tips etc.
- Examples and explanations for all user levels.
Also available via the Resource menu above, along with references for formulae, symbols etc.
LATEST NEWS:
12 September 2024
XLQ2 24.41 released
-
xlqPrice2x, xlqBid2x and xlqAsk2x
Specialized versions based on price differences to return
- up to 20 prior values
- the trend
- as positive or negative depending on movement.
-
Schwab
includes all the latest updates.
Option Chain functionality now supported and Schwab view added
-
New option date formulae
To calcualte a trend and target price for a given expiry date based on volume and open interest
- More. >>
Current Offers
1 year of upgrades included
Purchase xlq2Lite for $159
Purchase xlq2 for $299
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or feel extra has been earned?
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Thank you
User Comments
It is so uncommon in this day and age to receive top-level, human support and I appreciate that immensely. The quality, breadth and utility of your product is incredible, but even more impressive is the level of support you provided to me, just one individual customer. You may quote me on that. Thank you.
- C.B.
Wow, you did a lot of work on this version. New interface and other things as well. I must give you credit for being the most responsive software engineer that I've ever encountered. Every question that I've sent you over the many years (since 2003!!!) has been answered quickly and professionally. I just wanted to let you know that it is appreciated.
- M.N.
I have to say Leo that the last two versions have made some tremendous improvements to what has been for years an outstanding application. Thank you for your continued efforts.
- C.A.
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- R.S.
Many thanks indeed for your clear and very rapid reply. I am not used to this type of quality service - I thought it went out of fashion years ago !!
- P.G.
In only 40 some days XLQ has helped me with a number of research projects I couldn't possibly have done without it and I'm now using it to help manage and track current trades and to alert me to potential new trades.
- D.P.
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- E.H.
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- R.B.
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- R.G.
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- A.D.
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- M.S.
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- J.T.
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- W.H.
First, I want to say that your program is probably the finest piece of work I have ever seen. The depth is simply amazing. Congratulations and thanks.
- D.B.
Thanx, Leo. You're a great sport. By the way, partially because of the application of xlq in my screen, I have passed 30% up in the market this year!!!!
- B.H.
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- C.B.
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- H.S.
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- R.S.
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- D.B.
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- D.H.
I have “dabbled” for several years creating many of the things you present in this great program. I first began using the “*.iqy” external query (update times horrendous), then Excel VBA and lately attempting to learn “C” or “C++” in order to have smoother, faster updates as well as a great appearing “front end”. Your program certainly is, by far, the leader and has the greater edge over any I have seen, or tried to accomplish. Thank you for such a great program.
- R.H.
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- F.D.
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- P.S.
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- D.T.
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- L.S.
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- W.H.
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- C.A.
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- W.G.
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- R.K.
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- V.D.
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- L.D.
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- M.M.
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- B.K.
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- K.L.
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- S.C.
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- G.R.
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- J.P.
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- H.A.
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- D.L.
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- D.E.
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- S.P.
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- S.M.
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- A.T.
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- R.M.
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- J.B.