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)




"I just wanted to tell you what a fine job you have been doing. While *******, from what I hear, has been down and out, off and on, IQ feed has held like a champ this week." - Comment from Shirin
"You have an excellent product !!!!!!" - Comment from Arely
"I am very pleased with the DTNIQ system for quotes and news." - Comment from Larry
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
"I was on the phone with a friend who uses CQG and right after the Fed announcement, CQG was as much as 30 seconds behind DTN.IQ. Some quotes were off by as much as 15-18 cents. Your feed never missed a beat." - Comment from Roger
"I'm very glad I switched to IQFeed. It's working perfectly with no lag, even during fast market conditions." - Comment from Andy via Email
"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott
"Can I get another account from you? I am tired of ******* going down so often" - Comment from George
"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps
"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »IQFeed Developer »IQFeed Developer Support »Historical Futures Data
Author Topic: Historical Futures Data (6 messages, Page 1 of 1)

Craig
-DTN Guru-
Posts: 284
Joined: Apr 16, 2010


Posted: Nov 19, 2021 03:39 PM          Msg. 1 of 6
Hi,
Is it possible to download historical interval data for expired VIX futures?
Thanks

DTN_Gary_Stephen
-DTN Guru-
Posts: 265
Joined: Jul 3, 2019


Posted: Nov 19, 2021 05:05 PM          Msg. 2 of 6
You can go to ftp:\\www.dtniq.com and go to the beta folder. This contains a file called IEOPTIONS.ZIP which is a collection of all historical options symbols, which have been traded at least once. If you enter any of those options symbols into a historical request, you can get interval data for them.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Craig
-DTN Guru-
Posts: 284
Joined: Apr 16, 2010


Posted: Nov 19, 2021 05:18 PM          Msg. 3 of 6
Thank you for your reply, so this also contains futures?

DTN Todd
-Interested User-
Posts: 72
Joined: Mar 24, 2010


Posted: Nov 21, 2021 06:04 PM          Msg. 4 of 6
Yes, this includes futures

Thanks
Todd DTN customer Support

Craig
-DTN Guru-
Posts: 284
Joined: Apr 16, 2010


Posted: Nov 21, 2021 06:57 PM          Msg. 5 of 6
Are you sure? I can see options on futures, but not the VIX futures.
Also, are the columns in the file documented anywhere?

DTN Todd
-Interested User-
Posts: 72
Joined: Mar 24, 2010


Posted: Nov 21, 2021 08:05 PM          Msg. 6 of 6
Yes the Vix is available It is within IEOPTIONS.ZIP they are in alphabetical order the columns are listed at the top of the page

Symbol,SecurityType,Description,ExpirationDate,Exchange,LastUpdate

If you are still having issues service can assist and is available for chat at www.iqfeed.net from 5pm Sunday till Friday 6pm central

Thanks
Todd DTN Customer support
 

 

Time: Mon June 27, 2022 4:13 PM CFBB v1.2.0 15 ms.
© AderSoftware 2002-2003