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ganamide has contributed to 4 posts out of 21083 total posts (0.02%) in 5,008 days (0.00 posts per day).

20 Most recent posts:
IQFeed Datafeed Wish List » Futures Equalized Sessions Jul 19, 2010 01:56 PM (Total replies: 29)

Does this apply to all futures contracts, and is it retroactive? How far back does it go?

Data and Content Support » Missing historical FX data Jan 13, 2010 04:40 PM (Total replies: 4)

That's exactly what the problem was. Thanks!

Data and Content Support » Missing historical FX data Jan 13, 2010 11:13 AM (Total replies: 4)

Hi,

I am having the exact same problem with tick data and it is not because of the number of bars set in AmiBroker. I set my max bars to 5,000,000 in the registry and I was able to retrieve what looked like a full 30 days of tick data for several currency pairs. The next day, however, I was only getting 7 days of tick data for any new currency pair that I added. I checked how many bars this was of tick data and it usually is around 400,000. I also checked to make sure that I am not going over any memory limit. I am retrieving the .FXCM data now, although I was able to get the full 30 days of data yesterday for .COMP, .EFXG, and .FXCM on NZDUSD.

Furthermore, all the new data that goes back 7 days starts at the same exact time (midnight ET), giving me the impression that the data is being intentionally cut off.

This also applies to futures contracts that I am looking at. Any help is appreciated.

Thanks,
Chris

IQFeed Datafeed Wish List » Futures Equalized Sessions Jan 8, 2010 09:10 PM (Total replies: 29)

Is there a plan to roll the futures when the volume becomes greater in the next month, or on the first notice date, or something similar, instead of rolling on the expiration date?


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