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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Historical data for "continous contracts" ?
Author Topic: Historical data for "continous contracts" ? (3 messages, Page 1 of 1)

Dierk Droth
-Interested User-
Posts: 67
Joined: Aug 11, 2004
Posted: Sep 18, 2004 04:35 AM          Msg. 1 of 3
Hi,

(not sure if this forum is the right place for this issue; please feel free to move this post if appropriate)

Does IQFeed provide historical data (daily and intraday) for continous contracts on futures (and options?) ?

Sample:
Is there some "special" symbol for the ES to retrieve a complete series of daily data for the last 2 years including automatic rollovers?
If so: On what condition will the contracts be rolled ? A fixed date ? Volume based ? Else ?

Regards
Dierk Droth
www.trademagic.net
TradeMagic - Trading at its best

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore

Posted: Sep 20, 2004 11:59 AM          Msg. 2 of 3
Not at this time. Continuous contracts are partially implemented on the feed, but haven't been released while we test the rollover process. Our symbology will be @ES#(emini), C# (corn), etc. when released.
Jay Froscheiser
DTN Market Access, LLC.

Dierk Droth
-Interested User-
Posts: 67
Joined: Aug 11, 2004
Posted: Sep 21, 2004 03:18 AM          Msg. 3 of 3
Thanks for letting me know.

Would be great if you could throw out some information on the rollover process (time/volume based ...) when this feature will be released.
Dierk Droth
www.trademagic.net
TradeMagic - Trading at its best
 

 

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