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Joined: Jan 27, 2017 06:21 AM
Last Post: Dec 15, 2020 09:41 AM
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bluefightingcat has contributed to 6 posts out of 21185 total posts (0.03%) in 2,649 days (0.00 posts per day).

20 Most recent posts:
Data and Content Support » Download Futures Data with delivery month Dec 15, 2020 09:41 AM (Total replies: 12)

I received a reply with the a case number. So I guess it's in your system.

Data and Content Support » Download Futures Data with delivery month Dec 15, 2020 07:58 AM (Total replies: 12)

I sent a request yesterday.

Data and Content Support » Download Futures Data with delivery month Nov 30, 2020 06:57 AM (Total replies: 12)

I'm slightly confused. Stephen says that I should request an enhancement implying that what I have requested is not yet available.

Howver Altmany seems to indicate that it is.

Data and Content Support » Download Futures Data with delivery month Nov 30, 2020 05:46 AM (Total replies: 12)

Currently when I download data from IQFeed using QCollector it looks like this:

Date Time Open High Low Close Volume
20201127 1145 1811.3 1812.4 1811 1812 721

However when downloading data directly from Interactive Brokers it's possible to get this:

Date Time Open High Low Close Volume OpenInterest DeliveryMonth UnadjustedClose
20201127 1145 1811.3 1812.4 1811 1812 721 0 202102 1812


I'm wondering whether there is anyway to get the Delivery Month downloaded in the IQFeed data like it comes down in the IB data. My understanding is that I can download data directly using DTN.IQ. I'm just wondering whether that includes the Delivery Month.

DTNIQ Client Software Wish List » Export Data Jan 27, 2017 10:41 AM (Total replies: 3)

Don't get me wrong. QCollector is a great piece of software. The issue is that QCollector doesn't allow you to define the fields in the ascii file. The fields in the header are fixed.

I want to create a futures history file that includes the expiration date of the futures contract in the continuous back-adjusted history.

DTNIQ Client Software Wish List » Export Data Jan 27, 2017 06:24 AM (Total replies: 3)

It would be really great if you could provide a function in your software to export historical data to ascii or excel. At the moment it seems this is only possible with 3rd party software (which have limited functionality) in this aspect.


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