Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"You have an excellent feed. Very few spikes for Spot Forex." - Comment from Public Forum Post
"I was with ******* for 4 years at $230 a month, this is a huge savings for me, GOD BLESS YOU PEOPLE," - Comment from T.S. via Email
"I'm satisfied with IQFeed. It's the most reliable and fastest quote feed I have ever used. Although I'm a resident in China, it's still very fast!" - Comment from Xiaofei
"Its working FABULOUSLY for me!! Holy cow...there has been so much I've been missing lately, and with this feed and Linnsoft software...I'm in the game now." - Comment from Chris R.
"I "bracket trade" all major news releases and I have not found one lag or glitch with DTN.IQ feed. I am very comfortable with their feed under all typical news conditions (Fed releases, employment numbers, etc)." - Comment from Public Forum
"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
"I am keeping IQFeed, much better reliabilty than *******. I may refer a few other people in the office to switch as well." - Comment from Don
"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike
Home  Search  Register  Login  Blogs Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Product Support »Data and Content Support »Eurodollar future historical ticks
Author Topic: Eurodollar future historical ticks (2 messages, Page 1 of 1)

jacknsa
-Interested User-
Posts: 10
Joined: Nov 1, 2017


Posted: Jan 16, 2018 10:14 AM          Msg. 1 of 2
I'm pretty sure I'm permissioned for CME future data but I only seem able to get limited historical data for futures. See log snippet below.

Also, does the historical data HTT, HTX etc. include bid/ask changes or only last sale trades? I only see trades. Is there a different request to see full tick data?

Thanks


HTX,@EMJ18,200,
2018-01-09 15:00:37.667412,98.2925,0,8,98.2850,98.2975,352116,S,110,00,
2018-01-09 09:22:46.685357,98.2925,1,8,0.0000,98.2925,954203,C,110,01,
2018-01-09 09:22:44.159271,98.2925,1,7,0.0000,98.2925,954191,C,110,01,
2018-01-09 09:22:41.632940,98.2925,1,6,0.0000,98.2925,954186,C,110,01,
2018-01-09 09:22:39.107111,98.2925,1,5,0.0000,98.2925,954178,C,110,01,
2018-01-09 09:22:36.575220,98.2925,1,4,0.0000,98.2925,954128,C,110,01,
2018-01-09 09:22:34.049527,98.2925,1,3,0.0000,98.2925,954127,C,110,01,
2018-01-09 09:22:31.521908,98.2925,1,2,98.2925,98.2950,954126,C,110,01,
2018-01-09 09:17:17.789460,98.2950,1,1,98.2950,98.3050,954064,C,110,01,
!ENDMSG!,
HTX,@EMJ18,1000,
2018-01-09 15:00:37.667412,98.2925,0,8,98.2850,98.2975,352116,S,110,00,
2018-01-09 09:22:46.685357,98.2925,1,8,0.0000,98.2925,954203,C,110,01,
2018-01-09 09:22:44.159271,98.2925,1,7,0.0000,98.2925,954191,C,110,01,
2018-01-09 09:22:41.632940,98.2925,1,6,0.0000,98.2925,954186,C,110,01,
2018-01-09 09:22:39.107111,98.2925,1,5,0.0000,98.2925,954178,C,110,01,
2018-01-09 09:22:36.575220,98.2925,1,4,0.0000,98.2925,954128,C,110,01,
2018-01-09 09:22:34.049527,98.2925,1,3,0.0000,98.2925,954127,C,110,01,
2018-01-09 09:22:31.521908,98.2925,1,2,98.2925,98.2950,954126,C,110,01,
2018-01-09 09:17:17.789460,98.2950,1,1,98.2950,98.3050,954064,C,110,01,
!ENDMSG!,
HTX,@EMJ18-@EMK18,1000,
E,!NO_DATA!,,
!ENDMSG!,
HTX,GE,20,
2018-01-16 11:07:46.128945,18.2650,200,85249908,18.2600,18.2700,1498500151,C,19,01,
2018-01-16 11:07:46.040098,18.2650,400,85249708,18.2600,18.2700,1498499661,C,19,01,
2018-01-16 11:07:45.895695,18.2650,200,85249308,18.2600,18.2700,1917870968,C,153,01,
2018-01-16 11:07:45.895566,18.2650,100,85249108,18.2600,18.2700,808862553,C,18,01,
2018-01-16 11:07:45.895542,18.2650,100,85249008,18.2600,18.2700,808862552,C,18,01,
2018-01-16 11:07:45.895517,18.2650,100,85248908,18.2600,18.2700,808862551,C,18,01,
2018-01-16 11:07:45.895495,18.2650,200,85248808,18.2600,18.2700,808862550,C,18,01,
2018-01-16 11:07:45.895478,18.2650,100,85248608,18.2600,18.2700,808862549,C,18,01,
2018-01-16 11:07:45.895447,18.2650,200,85248508,18.2600,18.2700,808862548,C,18,01,
2018-01-16 11:07:45.895431,18.2650,200,85248308,18.2600,18.2700,808862547,C,18,01,
2018-01-16 11:07:45.895400,18.2650,200,85248108,18.2600,18.2700,808862546,C,18,01,
2018-01-16 11:07:45.895381,18.2650,200,85247908,18.2600,18.2700,808862545,C,18,01,
2018-01-16 11:07:45.895353,18.2650,100,85247708,18.2600,18.2700,808862544,C,18,01,
2018-01-16 11:07:45.895332,18.2650,200,85247608,18.2600,18.2700,808862543,C,18,01,
2018-01-16 11:07:45.895301,18.2650,200,85247408,18.2600,18.2700,808862542,C,18,01,
2018-01-16 11:07:45.895269,18.2650,200,85247208,18.2600,18.2700,808862541,C,18,01,
2018-01-16 11:07:45.895236,18.2650,200,85247008,18.2600,18.2700,808862540,C,18,01,
2018-01-16 11:07:45.895200,18.2650,200,85246808,18.2600,18.2700,808862539,C,18,01,
2018-01-16 11:07:45.895158,18.2650,75,85246608,18.2600,18.2700,808862538,O,18,87,
2018-01-16 11:07:45.669056,18.2650,300,85246533,18.2600,18.2700,1917805911,C,153,01,
!ENDMSG!,

DTN_Stephen
-DTN Evangelist-
Posts: 132
Joined: Aug 22, 2014


Posted: Jan 16, 2018 01:34 PM          Msg. 2 of 2
Please contact us at support@iqfeed.net or in chat at www.iqfeed.net.

We would like to review your account for correct exchange permissions.

In response to your second question IQ Feed does not save bid/ask quotes historically. You however can capture the quotes in the live stream and save them to a database.

Stephen Shockey | Telvent DTN LLC | Trading Markets | United States |Customer Service Technical Support
Email: support@iqfeed.net
 

 

Time: Wed December 12, 2018 10:23 PM CFBB v1.2.0 31 ms.
© AderSoftware 2002-2003