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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »History for Futures Index Constituents Missing?
Author Topic: History for Futures Index Constituents Missing? (3 messages, Page 1 of 1)

bob7123
-Interested User-
Posts: 25
Joined: Sep 5, 2012


Posted: Oct 8, 2012 07:44 AM          Msg. 1 of 3
Hello,

I wrote an app that will get tick data for various instruments. I set it to get the constituent stocks underlying the Dow, S&P and NASDAQ futures.

When I do this, the following constituent stocks are reported as invalid symbols:

CEG, EP, FAGIX, JOYG, KFT, MHS, MMI, NVLS

Is this because you don't have data for these equities or are they accessed using a different symbol?

Thanks,
-Bob

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Oct 8, 2012 07:54 AM          Msg. 2 of 3
Bob, where are you getting your constituent list and how often is it updated? Those aren't valid symbols. You might want to try to search for the valid symbols using the symbol search on our website (searching my company name). Companies are moved in and out of the indexes quite a bit, and mergers/acquisitions can also cause changes.

Jay Froscheiser
Telvent DTN

bob7123
-Interested User-
Posts: 25
Joined: Sep 5, 2012


Posted: Oct 8, 2012 12:01 PM          Msg. 3 of 3
Ah, my bad.

I got the list from a text file that is part of Ninja Trader, but I guess it does not get updated very often.

I've moved to a newer source for the list.

-Bob
 

 

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