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»Forums Index »NEW IQFEED FORUMS »New IQFeed Forum »info on continuous contracts

Author	Topic: info on continuous contracts (2 messages, Page 1 of 1)
pb1234 -Interested User- Posts: 1 Joined: Mar 31, 2019	Posted: Mar 31, 2019 08:33 AM Msg. 1 of 2 Hi I am planning to use IQFeed to get data into NT. Where do I find information about the rollover information continuous contracts such as ES #C. When does the contracts rollover and is there any particular time the contracts are assumed to be rolled over. Also, it is possible to view customized rollover , e.g. is the standard is to rollover 8 days before maturity and I want to rollover 9 days before maturity, is there any such mechanism? Edited by pb1234 on Mar 31, 2019 at 08:42 AM
DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014	Posted: Mar 31, 2019 06:04 PM Msg. 2 of 2 You can locate our Roll Rules at www.iqfeed.net and Symbol Guide under the support Column. Locate the exchange where the symbol resides. You can now use Ctrl+F on a page and type in a partial of the symbol you are looking for. EXAMPLE: @ES You will be able to locate the symbol and to the right will be the roll rule based off of expiration date. There is not a way to customize a roll rule. However you can choose to look at specific contracts. @ES# - Front month of continuous contract. @ES#C - Front month of continuous contract (back-adjusted) @ESH19 - March 2019 Contract. @ESM19 - June 2019 Contract MONTH CODES Jan-F Feb-G Mar-H Apr-J May-K Jun-M Jul-N Aug-Q Sep-U Oct-V Nov-X Dec-Z Stephen Shockey Customer Support Representative DTN 800-779-7299 stephen.shockey@dtn.com 9110 W Dodge Rd Omaha NE 68114, USA www.dtn.com