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

Pleased with the service and support
or feel extra has been earned?

Your acknowledgement is appreciated.
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.

Just to let you know that, the new version works much better & faster than the older one. I like it a lot, fantastic job you did!!!

- 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.

I just wanted to take a moment and thank you for creating XLQ. I use it regularly for scanning/monitoring securities in Excel 2007.  I have programmed in trailing stops for securities I own and numerous techniques using indicators for securities on my watch list. The combination of Excel 2007 and XLQ has opened up nearly an unlimited capability that is only constrained by my imagination.

- E.H.

Thank you for the amazing package -- I use it daily and it's ridiculously useful! Others (.....) have added some of the features you have, but none of them even comes close to matching what you've built.

- R.B.

Your product is fantastic, amazing, and really strong. It has real enabling capability. Thank you for putting this into the market!

- R.G.

You have an exceptional customer service, you have always answered my questions, I thank you for that, made it really easy to use this software, will be your long term customer. Thanks.

- A.D.

I was halfway resigned to have to program something like this myself. Only it would have taken me forever, and I couldn't have done it half as well. Thanks!

- M.S.

I also want to thank you for making the XLQ program. It is something that is very useful and incredible helpful. Like it was made for my needs.

- J.T.

I have already modified your demo sheet to fit my needs.  Your program allows me to turn my excel spreadsheet into a total information center that updates automatically. It's elegant.

- 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.

This is a wonderful product -- simple to use and just plain useful!

- C.B.

I want to say you have created THE ULTIMATE data interface software for traders like me who prefer to use Excel for everything. Thanks a bunch.

- M.Y.

I just wanted to say, that I very much like your xlq package. I have tried many similar products and this is by far the best I have come across. Simple, fuss-free setup, integrates well with Excel, and has its own stand alone interface to track your portfolio throughout the day. Since I am from Europe, and trade US, European and Japanese securities, the ability to use a variety of feeds simultaneously and transparently is particularly valuable to me.

- H.S.

I really appreciate your quick responses. And your program is terrific. The Plus version adds a lot with it‘s AAII interface. I’ll definitely register it since in the last week it has become an indispensable part of my stock analysis.

- R.S.

I found XLQ yesterday afternoon – and I am blown away by how useful it is. You really need to market this thing because it is AWESOME!!!

- D.B.

Your explanation was very good. I understand now and find it very useful. If you always reply so quickly to questions, I will have to believe that you supply the best and fastest support of any software company.

- 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.

You are a very special person to reply so quickly and I want to thank you again. I enjoy your program. It gives me everything I need, and I know there is so much more functionality that I'm not even exploiting.

- F.D.

I love your program. XLQ combined with the power of Excel brings limitless possibilities to manipulate data for better trading. I recommend it to everyone I know interested in trading.

- P.S.

Thanks for such a great program. I have no programming experience and was trying to find a way to do just what you have done. Only you did much more. It’s fantastic and reasonably priced too!

- D.T.

Thank you so much for your help and your phenomenal programming. XLQ is awesome.

- T.K.

I use your XLQ product all the time. Some of the best money I've ever spent on software.

- L.S.

First, a thank you for the excellent and useful adjunct to EXCEL. I seem to discover a new use every day – and I’m sure I haven’t even scratched the surface to utilize XLQ’s full potential. The new version is really great.

- W.H.

First let me say that I feel XLQ is terrific. I really appreciate the versatility you have made possible with this package. I have set up a few worksheets and find it easy to learn and use with the aid of the included demo sheets. This application has the potential in my opinion to be unmatched in power, efficiency and productivity.

- C.A.

Your software is on its way to becoming the only window that I need to the market’s numbers. With the ability to arrange thing EXACTLY the way I want them, and the use of conditional formatting to trigger alarms and display changes to suit my needs, I am gradually replacing all of the other market tools I’ve been using. I can’t be a more enthusiastic supporter of what you are doing. Thanks.

- W.G.

I'm wowed by your software!! I used to enter data in my spreadsheet for two hours for each update, and therefore only did it once or twice a week. Now I do it with the close each day - in about 30 seconds!!! And I've added some data points to help with my analysis that I just could not manage to maintain before. Thanks again for a great program, a great deal, and great support!!!!!

- R.K.

Your software is great. I'm hooked on the info I can generate for stock purchasing and selling using your program. In two weeks I've become an XLQ junkie.

- V.D.

Please let me tell you how much I have come to depend on XLQ in a short period. This is a great product!! You have made my job significantly more streamlined, and my tasks simpler and more elegant. Many, many thanks!

- L.D.

I have been evaluating XLQ for the past few weeks and am thoroughly impressed with the product. It is versatile, easy to use, accurate and very intuitive. It is a real bargain compared to competitive products plus it runs right from within Excel. Based on this I just entered my purchase order.

- M.M.

I ADORE your program. It has really helped me to learn about how the markets work, and building my own system indicator by indicator is the best way to learn.

- B.K.

Leo: count me as a satisfied customer. I gave it a good workout for a month, decided to buy it when it saved me 5 hours of administration the first week, and helped me do some studies I had been postponing for months due to slow data retrieval. Your product is smooth, fast and elegant with a very clean presentation. Well done!

- K.L.

The more I work with XLQ, the more I like it. It is fast! And so rich... I like it so much I have decided to adopt it as my #1 tool for the long term.

- S.C.

Thanks very much for writing XLQ - I like it very much as it gives me the opportunity to manipulate data as I want without a very steep learning curve.

- T.B.

I just downloaded a trial of XLQ and have been "playing" with it for hours. I am so impressed. I wish I would have known about your program years ago.

- D.F.

I just purchased your software and think it is the next best thing since the spreadsheet.

- R.D.

Thanks for the best (and least complicated) investing software out there!!

- F.B.

Your software is simply brilliant, for the last week that I have been trying it, I have been impressed no end.

- G.R.

Thanks, Xlq is a great piece of software, its actually saving me a heap of time and time is the precious commodity in these hectic days.

- J.P.

The XLQ interface with Excel is excellent. I have been waiting for this capability for years.

- H.A.

Please accept my thanks for your wonderful product - it is a pleasure to use.

- D.L.

Your software is just what I have needed. It provides me with the capability to customize data and construct charts which give me the views I like - not just what someone thinks I would like.

- D.E.

Firstly, let me say that the philosophy and idea behind XLQ is exactly what I am looking for.

- S.P.

The more I use XLQ the more I appreciate what can be done with it.

- S.M.

Just like to say, excellent work. A potentially good bit of software for me.

- M.C.

I love your product so far. ... Thank you for making such product available.

- A.T.

Thanks for the Tip. You know, your program is really super.

- P.B.

Great software! Simple, elegant, well-thought-out and fast.

- R.M.

I am always finding new ways to use your program in my investment / speculative Market endeavors.

- S.S

Thanks for such a wonderful product. It certainly does handle my most precious need which is to monitor the market realtime..

- W.B

It is a pleasure doing business with such a responsive person who obviously understands the value of good customer service. I have just registered and intend to make good use of this program.

- E.D.

Your fast and thorough answer is more than what I expected. Your service is awesome and your product is very stable. Keep up with your good work. Sincerely appreciated :)

- V.P.

Just a note to let you know that I really like you software. It's a wonderful interface that has been of great utility to me.

- J.B.

Join the XLQ2 Users Group

Books

xlq2 has been recommended in the following:

Definitive Guide to Position Sizing

Van Tharp

Paul King