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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »two questions for futures

Author	Topic: two questions for futures (7 messages, Page 1 of 1)
uktrader -Interested User- Posts: 8 Joined: Aug 17, 2015	Posted: Aug 17, 2015 02:00 PM Msg. 1 of 7 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?
DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006	Posted: Aug 17, 2015 02:17 PM Msg. 2 of 7 Hello, We do not have first notice or delivery dates via the API unfortunately, but we do store the historical trade conditions for all tick data in our system. Tim
uktrader -Interested User- Posts: 8 Joined: Aug 17, 2015	Posted: Aug 17, 2015 02:21 PM Msg. 3 of 7 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.
DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006	Posted: Aug 19, 2015 09:07 AM Msg. 4 of 7 Hello Uktrader, Sorry for the delay, here is the link that I found that has some first notice data that you could scrape and we will certainly consider that for an enhancement to fundamental data in the future. http://iqfeed.net/symbolguide/display.cfm?eight=0800A979.cfm&six=06000429&title=DTN%20-%20SEPTEMBER%20NOTICE%20DAYS As to the trade conditions, that is something that was made available in our newer protocols. Please make sure you are setting your protocol to 5.1 before making your tick requests and I think you should see them then. Tim
uktrader -Interested User- Posts: 8 Joined: Aug 17, 2015	Posted: Aug 19, 2015 09:09 AM Msg. 5 of 7 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?
DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006	Posted: Aug 19, 2015 09:31 AM Msg. 6 of 7 It seems odd that you would not get back the requested protocol, but let me validate things here real quick. In the meantime could you send me a log via email so I can see if anything jumps out at me? It should be in My Docs\DTN\IQFeed\IQConnectLog.txt Tim
DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006	Posted: Aug 19, 2015 09:37 AM Msg. 7 of 7 Disregard the log request, I was able to replicate this, so I need to figure out what happened. I will email you shortly.