Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"If you are serious about your trading I would not rely on IB data for serious daytrading. Took me a while to justify the cost of IQ Feed and in the end, it's just a 2 point stop on ES. Better safe than sorry" - Comment from Public Forum
"Just a quick one to say I'm very impressed so far :) The documentation for developers is excellent and I've quickly managed to get an app written to do historical downloads. The system is very robust and pretty quick considering the extent of data that's available. The support guys have been very helpful too, in combination with the forums it's been plain sailing so far!" - Comment from Adam
"I am very pleased with the DTNIQ system for quotes and news." - Comment from Larry
"I was on the phone with a friend who uses CQG and right after the Fed announcement, CQG was as much as 30 seconds behind DTN.IQ. Some quotes were off by as much as 15-18 cents. Your feed never missed a beat." - Comment from Roger
"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps
"You are much better than lawyers or the phone company because you answer the phone when I call! I just love your customer service." - Comment from Isreal
"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken
"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan
"I'm satisfied with IQFeed. It's the most reliable and fastest quote feed I have ever used. Although I'm a resident in China, it's still very fast!" - Comment from Xiaofei
"I had always used ******* but for the past 2 weeks have been trying DTN IQFeed. Customer support has been extraordinary. They call just to make sure your problem hasn't recurred." - Comment from Public Forum
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Historical Futures Data
Author Topic: Historical Futures Data (6 messages, Page 1 of 1)

Craig
-DTN Guru-
Posts: 326
Joined: Apr 16, 2010


Posted: Nov 19, 2021 03:39 PM          Msg. 1 of 6
Hi,
Is it possible to download historical interval data for expired VIX futures?
Thanks

DTN_Gary_Stephen
-DTN Guru-
Posts: 400
Joined: Jul 3, 2019


Posted: Nov 19, 2021 05:05 PM          Msg. 2 of 6
You can go to ftp:\\www.dtniq.com and go to the beta folder. This contains a file called IEOPTIONS.ZIP which is a collection of all historical options symbols, which have been traded at least once. If you enter any of those options symbols into a historical request, you can get interval data for them.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Craig
-DTN Guru-
Posts: 326
Joined: Apr 16, 2010


Posted: Nov 19, 2021 05:18 PM          Msg. 3 of 6
Thank you for your reply, so this also contains futures?

DTN Todd
-Interested User-
Posts: 74
Joined: Mar 24, 2010


Posted: Nov 21, 2021 06:04 PM          Msg. 4 of 6
Yes, this includes futures

Thanks
Todd DTN customer Support

Craig
-DTN Guru-
Posts: 326
Joined: Apr 16, 2010


Posted: Nov 21, 2021 06:57 PM          Msg. 5 of 6
Are you sure? I can see options on futures, but not the VIX futures.
Also, are the columns in the file documented anywhere?

DTN Todd
-Interested User-
Posts: 74
Joined: Mar 24, 2010


Posted: Nov 21, 2021 08:05 PM          Msg. 6 of 6
Yes the Vix is available It is within IEOPTIONS.ZIP they are in alphabetical order the columns are listed at the top of the page

Symbol,SecurityType,Description,ExpirationDate,Exchange,LastUpdate

If you are still having issues service can assist and is available for chat at www.iqfeed.net from 5pm Sunday till Friday 6pm central

Thanks
Todd DTN Customer support
 

 

Time: Sun June 16, 2024 12:23 AM CFBB v1.2.0 8 ms.
© AderSoftware 2002-2003