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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)

-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:

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 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
Trading Markets Customer Service


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