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Viewing User Profile for: Cyberjoe
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Joined: Aug 18, 2016 07:05 AM
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Cyberjoe has contributed to 11 posts out of 18238 total posts (0.06%) in 463 days (0.02 posts per day).

20 Most recent posts:
Data and Content Support » UVXY - split in May 2015 Jan 31, 2017 01:23 PM (Total replies: 4)

Stephen,

Thanks for checking. Based on your confirmation, I realized that I had been confused by NinjaTrader 8's option settings.

As I wanted back-adjusted daily data, I had ticked the corresponding option box. However, somewhere deep in the NinjaTrader online help, there is a warning that one should not select this option, if the historical data is delivered adjusted.

In a nutshell, unchecking the box "adjust for splits - daily data" results in the correct (adjusted) chart.

Thanks again for your help.

Data and Content Support » UVXY - split in May 2015 Jan 30, 2017 08:47 AM (Total replies: 4)

Daily.

Data and Content Support » UVXY - split in May 2015 Jan 30, 2017 07:52 AM (Total replies: 4)

Can you please check the ETF UVXY in May 2015? It looks as if a reverse split was not reflected correctly.

I use NT8, and refreshing the downloaded data does not help.

Thanks in advance!


I think there are many roll-over issues throughout the history of the VX future. Please see attached chart, comparing the @VX#C vs. the VIX index. Can someone please check?

Data and Content Support » Historical Data - Lumber @LB#C Aug 19, 2016 12:20 PM (Total replies: 5)

Thank you, Stephen!

Does omitting the leading "@" provide more historical data for other futures, too?

Data and Content Support » Missing Data Gold QCG#C Aug 19, 2016 07:12 AM (Total replies: 3)

Thank you!

Data and Content Support » Historical Data - Lumber @LB#C Aug 18, 2016 10:47 AM (Total replies: 5)

Hi Stephen,

Thanks for your quick response!

Yes, I would like to see more historical data. Actually, I am surprised that there is no data before Oct 2008. Lumber futures have been around forever :-) Other data vendors have daily data going back to the 1960s.

Do you have a factsheet summarizing the availability of data for all or the most frequently traded futures? I could not find anything specific except for the general description which suggests that some US futures go back "as far as 1959". http://www.iqfeed.net/index.cfm?displayaction=data§ion=services

Best,

Cyberjoe

Data and Content Support » Missing Data Gold QCG#C Aug 18, 2016 10:19 AM (Total replies: 3)

It looks as if the period Aug'99 through Dec'99 is missing. I have tried to reload historical data, but to no avail.

Data and Content Support » Historical Data - Lumber @LB#C Aug 18, 2016 10:15 AM (Total replies: 5)

Maybe I am doing something wrong, but it looks as if the daily, continuous Lumber futures data is only available as of October 2008. I am using NinjaTrader 8 and MultiCharts. Can someone please help?

Furthermore, is there any overview of all continuous futures, where I could see how far the data goes back?


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