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»Forums Index »Product Support »Data and Content Support »Complete historical data for Eurex futures?
Author Topic: Complete historical data for Eurex futures? (2 messages, Page 1 of 1)

Xyzzy
-Interested User-
Posts: 10
Joined: Feb 6, 2011


Posted: Jan 20, 2015 05:39 PM          Msg. 1 of 2
I have a question concerning historical data for two futures on the Eurex exchange, the Euro Stoxx 50 Index Futures (EX#) and the SMI futures (SW#).

According to the information from the Eurex Exchange, both symbols actively trade from 7:50 - 22:00 CET. See the links below for reference:

http://www.eurexchange.com/exchange-en/products/idx/stx/blc/EURO-STOXX-50--Index-Futures/18954

http://www.eurexchange.com/exchange-en/products/idx/smi/SMI--Futures/19444

http://www.eurexchange.com/exchange-en/trading/trading-calendar/trading-hours/Trading-hours/58968?frag=137664

However, when I attempt to create a minute-based or tick-based chart for either symbol, the chart only shows historical data for the time period of 8:00 to 22:00 CET. In other words, the first ten minutes of the trading session seem to be missing. (This occurs using MultiCharts, with the data session set to "24/7.")

Is there perhaps some error with the historical data that's being offered? It seems that there should be complete data for the trading period from 7:50 - 22:00 CET.

DTN_CurtisT
-DTN Technical Support-
Posts: 323
Joined: Jun 14, 2007


Posted: Jan 20, 2015 06:29 PM          Msg. 2 of 2
Hello Xyzzy, according to our Market Data Services Dept. yes these two futures do open at 1:50 AM EST / 7:50 AM CET time however the values that come through during the first 10 minutes are indicative values rather than actual trades. The first actual trade message comes through at 2:00 AM EST / 8:00 AM CET. Since they are not coming through as actual trades IQFeed will not display them.

If you have any other problems or questions please let us know.

Curtis Thompson
support@iqfeed.net
support@dtniq.com
support@prophetx.com
Trading Markets Customer Service
1-800-397-7000
 

 

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