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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Eurodollar future historical ticks
Author Topic: Eurodollar future historical ticks (2 messages, Page 1 of 1)

jacknsa
-Interested User-
Posts: 10
Joined: Nov 1, 2017
Posted: Jan 16, 2018 10:14 AM          Msg. 1 of 2
I'm pretty sure I'm permissioned for CME future data but I only seem able to get limited historical data for futures. See log snippet below.

Also, does the historical data HTT, HTX etc. include bid/ask changes or only last sale trades? I only see trades. Is there a different request to see full tick data?

Thanks


HTX,@EMJ18,200,
2018-01-09 15:00:37.667412,98.2925,0,8,98.2850,98.2975,352116,S,110,00,
2018-01-09 09:22:46.685357,98.2925,1,8,0.0000,98.2925,954203,C,110,01,
2018-01-09 09:22:44.159271,98.2925,1,7,0.0000,98.2925,954191,C,110,01,
2018-01-09 09:22:41.632940,98.2925,1,6,0.0000,98.2925,954186,C,110,01,
2018-01-09 09:22:39.107111,98.2925,1,5,0.0000,98.2925,954178,C,110,01,
2018-01-09 09:22:36.575220,98.2925,1,4,0.0000,98.2925,954128,C,110,01,
2018-01-09 09:22:34.049527,98.2925,1,3,0.0000,98.2925,954127,C,110,01,
2018-01-09 09:22:31.521908,98.2925,1,2,98.2925,98.2950,954126,C,110,01,
2018-01-09 09:17:17.789460,98.2950,1,1,98.2950,98.3050,954064,C,110,01,
!ENDMSG!,
HTX,@EMJ18,1000,
2018-01-09 15:00:37.667412,98.2925,0,8,98.2850,98.2975,352116,S,110,00,
2018-01-09 09:22:46.685357,98.2925,1,8,0.0000,98.2925,954203,C,110,01,
2018-01-09 09:22:44.159271,98.2925,1,7,0.0000,98.2925,954191,C,110,01,
2018-01-09 09:22:41.632940,98.2925,1,6,0.0000,98.2925,954186,C,110,01,
2018-01-09 09:22:39.107111,98.2925,1,5,0.0000,98.2925,954178,C,110,01,
2018-01-09 09:22:36.575220,98.2925,1,4,0.0000,98.2925,954128,C,110,01,
2018-01-09 09:22:34.049527,98.2925,1,3,0.0000,98.2925,954127,C,110,01,
2018-01-09 09:22:31.521908,98.2925,1,2,98.2925,98.2950,954126,C,110,01,
2018-01-09 09:17:17.789460,98.2950,1,1,98.2950,98.3050,954064,C,110,01,
!ENDMSG!,
HTX,@EMJ18-@EMK18,1000,
E,!NO_DATA!,,
!ENDMSG!,
HTX,GE,20,
2018-01-16 11:07:46.128945,18.2650,200,85249908,18.2600,18.2700,1498500151,C,19,01,
2018-01-16 11:07:46.040098,18.2650,400,85249708,18.2600,18.2700,1498499661,C,19,01,
2018-01-16 11:07:45.895695,18.2650,200,85249308,18.2600,18.2700,1917870968,C,153,01,
2018-01-16 11:07:45.895566,18.2650,100,85249108,18.2600,18.2700,808862553,C,18,01,
2018-01-16 11:07:45.895542,18.2650,100,85249008,18.2600,18.2700,808862552,C,18,01,
2018-01-16 11:07:45.895517,18.2650,100,85248908,18.2600,18.2700,808862551,C,18,01,
2018-01-16 11:07:45.895495,18.2650,200,85248808,18.2600,18.2700,808862550,C,18,01,
2018-01-16 11:07:45.895478,18.2650,100,85248608,18.2600,18.2700,808862549,C,18,01,
2018-01-16 11:07:45.895447,18.2650,200,85248508,18.2600,18.2700,808862548,C,18,01,
2018-01-16 11:07:45.895431,18.2650,200,85248308,18.2600,18.2700,808862547,C,18,01,
2018-01-16 11:07:45.895400,18.2650,200,85248108,18.2600,18.2700,808862546,C,18,01,
2018-01-16 11:07:45.895381,18.2650,200,85247908,18.2600,18.2700,808862545,C,18,01,
2018-01-16 11:07:45.895353,18.2650,100,85247708,18.2600,18.2700,808862544,C,18,01,
2018-01-16 11:07:45.895332,18.2650,200,85247608,18.2600,18.2700,808862543,C,18,01,
2018-01-16 11:07:45.895301,18.2650,200,85247408,18.2600,18.2700,808862542,C,18,01,
2018-01-16 11:07:45.895269,18.2650,200,85247208,18.2600,18.2700,808862541,C,18,01,
2018-01-16 11:07:45.895236,18.2650,200,85247008,18.2600,18.2700,808862540,C,18,01,
2018-01-16 11:07:45.895200,18.2650,200,85246808,18.2600,18.2700,808862539,C,18,01,
2018-01-16 11:07:45.895158,18.2650,75,85246608,18.2600,18.2700,808862538,O,18,87,
2018-01-16 11:07:45.669056,18.2650,300,85246533,18.2600,18.2700,1917805911,C,153,01,
!ENDMSG!,

DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014
Posted: Jan 16, 2018 01:34 PM          Msg. 2 of 2
Please contact us at support@iqfeed.net or in chat at www.iqfeed.net.

We would like to review your account for correct exchange permissions.

In response to your second question IQ Feed does not save bid/ask quotes historically. You however can capture the quotes in the live stream and save them to a database.
Stephen Shockey | Telvent DTN LLC | Trading Markets | United States |Customer Service Technical Support
Email: support@iqfeed.net
 

 

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