datatest
-Interested User-
Posts: 23
Joined: Feb 29, 2012
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Posted: Mar 2, 2012 01:28 AM
Msg. 1 of 6
Is it possible to download historical futures data to Excel or an ASCII File? I have seen that I place in Excel the current quote, but did not figure out how to download a complete set of historical quotes for a future.
Is there even a feature where I can download all historical future contracts (not merged, seperate files for contracts) for a selected product (e.g. wheat)?
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DTN_CurtisT
-DTN Technical Support-
Posts: 323
Joined: Jun 14, 2007
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Posted: Mar 2, 2012 06:49 AM
Msg. 2 of 6
Hello Datatest, You will need to use a 3rd party software, of which the only one that I know of that can download all Historical data directly into either ASCII or Excel is called QCollector from www.mechtrading.com this program allows you to build a list of symbols then have them all download historical data directly into individual files for each symbol as well as have timed updates to keep them up to date. There maybe other software's that are able to do this, but this is the only one that we are aware of that can download all historical data from IQFeed and save it directly to a file. If you have any other questions please let us know. Thanks. Curtis Thompson support@iqfeed.net support@dtniq.com Trading Markets Customer Service 1-800-397-7000 x3614
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datatest
-Interested User-
Posts: 23
Joined: Feb 29, 2012
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Posted: Mar 2, 2012 01:09 PM
Msg. 3 of 6
thanks. I contacted them and the application is able to do what I want. My question now: How many years back do you have futures contracts?
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DTN_CurtisT
-DTN Technical Support-
Posts: 323
Joined: Jun 14, 2007
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Posted: Mar 2, 2012 02:08 PM
Msg. 4 of 6
Hello Datatest
For our symbols we have up to 3 to 5 years (minis going back to 2005) for Minute data, up to 10 years for Daily, and 10 to 20 years for weekly and monthly data.
Tick data we have up to 120 calendar days that you can pull during aftermarket hours starting at 4:30 PM EST to 9:30 AM EST the next morning. During active market hours this is limited to 8 calendar days.
If you have any other problems or quesetions please let us know.
Thanks.
Curtis Thompson support@iqfeed.net support@dtniq.com Trading Markets Customer Service 1-800-397-7000 x3614
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datatest
-Interested User-
Posts: 23
Joined: Feb 29, 2012
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Posted: Mar 2, 2012 02:54 PM
Msg. 5 of 6
ok, thanks. can you tell me how many years of daily data it is exactly for futures such as corn, wheat and soybean? When I download the continous contract it is back to 1996. Does this mean I can load also single contracts until then?
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DTN_ToddH
-DTN Guru-
Posts: 287
Joined: Oct 6, 2011
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Posted: Mar 2, 2012 03:54 PM
Msg. 6 of 6
Hello Datatest,
You are correct that the continous contracts go back to 1996 for corn, soybeans, and wheat. The oldest single contracts that I found in IQFeed were, CH96, SH96, and WH96. Those three contracts showed data back to late-1994.
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