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Joined: Aug 17, 2015 01:58 PM
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uktrader has contributed to 8 posts out of 21185 total posts (0.04%) in 3,174 days (0.00 posts per day).

20 Most recent posts:
Data and Content Support » trade conditions Apr 15, 2016 09:07 AM (Total replies: 5)

Great, that's what I was after.

Data and Content Support » trade conditions Apr 15, 2016 07:01 AM (Total replies: 5)

Thanks.

You say these may change - can I check that any changes would be strictly additions and not changes to the codes?

Also it looks like these are codes for NYSE/Amex only. Are there other codes for other exchanges?

Data and Content Support » trade conditions Apr 14, 2016 06:13 PM (Total replies: 5)

Where can I find a full list of all the trade conditions that can appear for historical tick data requests?

Data and Content Support » historical gasoil data Sep 28, 2015 06:52 AM (Total replies: 3)

Thanks, I'll take a look.

A related problem: I can't find any historical data for UK natural gas futures on ICE, tick or interval (GWE, GWQ, GWS, GZY). Am I doing something wrong?

Data and Content Support » historical gasoil data Sep 28, 2015 06:20 AM (Total replies: 3)

If I download historical data for the future GAS (low sulphur gasoil futures on ICE Europe), there is only data back to the Feb 2015 contract. This matches up with the transition described in:

https://www.theice.com/publicdocs/circulars/14042.pdf

I am sure IQFeed has the data for the previous contract, but the symbol has most likely changed and I can't find it. Could someone help?

IQFeed Developer Support » two questions for futures Aug 19, 2015 09:09 AM (Total replies: 6)

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?

IQFeed Developer Support » two questions for futures Aug 17, 2015 02:21 PM (Total replies: 6)

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.

IQFeed Developer Support » two questions for futures Aug 17, 2015 02:00 PM (Total replies: 6)

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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