I would like to download a historical futures contract. Specifically, @ESH8. M8 is the current.

When I enter @ESH8 into the Qcollector portfolio I get an error "invalid symbol". It is my understanding that you can look up historical contracts with IQFeed. Anybody know more about this?

Thanks in advance.

Follow-up. It does the download anyhow, it just gives an error.

IQFeed does not "officially support" expired contracts. However, as a general rule, expired contracts remain in our history system until space is needed for something else or until it gets overwritten by the new symbol which would actually correspond to the 2018 contract. This means they are usually available for at least a few months past thier expiration date even though it isn't officially supported.

As for the error. I would suspect that the QCollector app is also issuing a streaming data request for the symbol which might indicate why it is returning an invalid symbol error since, at this point in time, the symbol is invalid..

Steve,

When you guys state your historical data length for futures, is that for the continuous contract?

Yes.

In that case, add +1 vote for a volume weighted rollover for futures contracts instead of the day before expiration as it is now. The rollover on expiration is just not realistic, and that's why I was trying to hunt down expired contracts in the first place.