uktrader
-Interested User-
Posts: 8
Joined: Aug 17, 2015
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Posted: Aug 17, 2015 02:00 PM
Msg. 1 of 7
I have two questions relating to futures data:
1.) Can we find the first notice/delivery dates for futures contracts using the IQFeed API?
2.) Streaming ticks include condition codes for the last trade. Is this data available for historical tick data as well?
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Aug 17, 2015 02:17 PM
Msg. 2 of 7
Hello,
We do not have first notice or delivery dates via the API unfortunately, but we do store the historical trade conditions for all tick data in our system.
Tim
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uktrader
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Posts: 8
Joined: Aug 17, 2015
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Posted: Aug 17, 2015 02:21 PM
Msg. 3 of 7
Thanks for the quick reply. Put me down as requesting first notice dates in a future version! :) I don't suppose you have them available anywhere else? I'm happy to clean the data up myself (for instance, scrape a website).
Regarding the historical trade conditions, how do I get these? I'm using the ReqHistoryTickTimeframe function via the IHistoryLookup4 interface in the COM API, and I don't see condition codes in the response.
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Aug 19, 2015 09:07 AM
Msg. 4 of 7
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uktrader
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Posts: 8
Joined: Aug 17, 2015
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Posted: Aug 19, 2015 09:09 AM
Msg. 5 of 7
Thanks.
I am setting my protocol to 5.1 but I'm still not seeing them. I did notice that the protocol reported on the request data back is 5.0, not 5.1 as I expected after my call to change the version. Am I doing something wrong?
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Aug 19, 2015 09:31 AM
Msg. 6 of 7
It seems odd that you would not get back the requested protocol, but let me validate things here real quick. In the meantime could you send me a log via email so I can see if anything jumps out at me? It should be in My Docs\DTN\IQFeed\IQConnectLog.txt
Tim
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Aug 19, 2015 09:37 AM
Msg. 7 of 7
Disregard the log request, I was able to replicate this, so I need to figure out what happened. I will email you shortly.
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