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»Forums Index »IQFeed Developer »IQFeed Developer Support »How to find Future Contract
Author Topic: How to find Future Contract (7 messages, Page 1 of 1)

xvz
-Interested User-
Posts: 10
Joined: Mar 28, 2022


Posted: May 11, 2022 09:07 AM          Msg. 1 of 7
Hi,

In my account I found such features. (see picture in attach)

I tried to call such function
 SBF,d,Henry Hub Natural gas,t,8,FEATURE<CR><LF> 


And got the response:
 FEATURE,QNPZ22,112,8,HENRY HUB NATURAL GAS PENULTIMATE DECEMBER 2022,


I understand correctly that the contract will be like this QNP ?

Then I tried to call:

 w@QNPZ22<CR><LF>


And got
 Q,QNPZ22,,Not Found,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,


Also I tried to make such things with
 FEATURE,QBZM22,112,8,BRENT CRUDE OIL LAST DAY JUNE 2022,


And got the same errors.

What I'm doing wrong?

xvz
-Interested User-
Posts: 10
Joined: Mar 28, 2022


Posted: May 11, 2022 09:09 AM          Msg. 2 of 7
Picture



File Attached: futures.jpg (downloaded 71 times)

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


Posted: May 11, 2022 09:16 AM          Msg. 3 of 7
You added the @ symbol to your watch command. This was not in the SBF command's response. Omit it and you will get correct results:

w@QNPZ22
n,@QNPZ22
wQNPZ22
F,QNPZ22,24,,,,,,,,,,,,,,,,HENRY HUB NATURAL GAS PENULTIMATE DECEMBER 2022,,,,,,,,,,,,14,4,,60.03,8,112,,,,,,,,11/25/2022,,,NPG,,,18:00:00,17:00:00,USD,2500,FGHJKMNQUVXZ,0.0010,,,,
P,QNPZ22,,,,,0,,,,,,,,7.2630,scv,01

The n,SYMBOL response to a watch command means "symbol not recognized", which is a correct response in this case.

Note that the SBF command will always return DTN's own symbology for a symbol, which sometimes differs from the exchange's own symbology.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

xvz
-Interested User-
Posts: 10
Joined: Mar 28, 2022


Posted: May 11, 2022 09:30 AM          Msg. 4 of 7
Thanks,
I've tried:
 wQNPZ22
Q,QNPZ22,,Not Found,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,


port 5009

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


Posted: May 11, 2022 04:05 PM          Msg. 5 of 7
That message can also mean "you don't have the necessary data subscription." QNPZ22 is a NYMEX symbol, and you'd need that data subscription to watch any symbols from it.

By the way: that you're getting a Q,QNPZ22,,Not Found,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, suggest you're not using the latest protocol 6.2. This would give you a message n,QNPZ22 instead. If you're not sending a SET PROTOCOL command when you connect, this could cause other unexpected results.

The IQFeed API has a versioned protocol, that operates separately from the version number of the IQFeed client software. By sending the command S, SET PROTOCOL, (protocol number) each time you connect to the API, you are telling the API which iteration of the protocol you wish to use. This allows you to integrate new IQFeed features into your custom app, at your own pace, or remain on a past protocol for as long as you wish.

The most recent protocol is 6.2. Protocol 6.1, 5.2, 5.1, 5.1 and 4.9 are still supported, and each has its own set of documentation found here. It is advisable to use the most recent protocol, unless you have backwards compatibility-related or other reasons for using an older one.

If you're not specifying a protocol, it will default to the oldest, 4.9.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

xvz
-Interested User-
Posts: 10
Joined: Mar 28, 2022


Posted: May 12, 2022 05:03 AM          Msg. 6 of 7
Ok,
In my account I found such subscription:
"Access to realtime Nasdaq Futures.
Contracts Include: Henry Hub Natural Gas, Brent Crude, Heating Oil."

I had enabled this subscription.

But now I can't find contracts at Nasdaq
 
SBF,d,Henry Hub,e,5,FEATURE
FEATURE,E,!NO_DATA!,,
FEATURE,!ENDMSG!,


Is this correct?

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


Posted: May 12, 2022 01:08 PM          Msg. 7 of 7
NFX effectively eased operations as a futures exchange on June 2, 2020: seehttps://www.nasdaq.com/solutions/nasdaq-futures-nfx

So there are no more active symbols for that exchange. It should not have been a choice in the account management portal; we are working to remove it as a choice now.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
 

 

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