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» Download continous contract
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| Author | Topic: Download continous contract (8 messages, Page 1 of 1) |
 ejzj1 -Interested User- Posts: 10 Joined: Nov 10, 2015 |
Posted: Jun 17, 2020 08:53 AM
Msg. 1 of 8
How can i download FDAX future (XG#) as continous contract? How far back is it possible?
Thanks, Eddy |
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DTN_mark_e -Interested User- Posts: 49 Joined: Sep 25, 2014 
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Posted: Jun 17, 2020 09:13 AM
Msg. 2 of 8
Eddy, if you have the IQFeed Core Service, you would have access to XG# history. Minute history goes back to 1/13/2006, and daily bars go back to 11/23/1990
Trading Markets Customer Service 9110 West Dodge Rd, Ste 200, Omaha, Ne 68114 800-779-7299 (DTNIQ & IQFEED) www.dtn.com/trading | http://www.iqfeed.net |
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ejzj1 -Interested User- Posts: 10 Joined: Nov 10, 2015 |
Posted: Jun 17, 2020 12:10 PM
Msg. 3 of 8
Thanks. But how I can download tickdata as continous contract?
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DTN_mark_e -Interested User- Posts: 49 Joined: Sep 25, 2014
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Posted: Jun 17, 2020 12:21 PM
Msg. 4 of 8
you would need to either use one of the IQFeed apps (included in the IQFeed Applications folder), such as the Time&Sales or Charts, or you would need to use a 3rd party software.
Note that tick history is limited to 180 days (but you can only download 8 days during US equity market hours). Trading Markets Customer Service 9110 West Dodge Rd, Ste 200, Omaha, Ne 68114 800-779-7299 (DTNIQ & IQFEED) www.dtn.com/trading | http://www.iqfeed.net |
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DTN_mark_e -Interested User- Posts: 49 Joined: Sep 25, 2014
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Posted: Jun 17, 2020 01:09 PM
Msg. 5 of 8
eddy, also, perhaps you are not aware, but XG# is the continuous contract.
Trading Markets Customer Service 9110 West Dodge Rd, Ste 200, Omaha, Ne 68114 800-779-7299 (DTNIQ & IQFEED) www.dtn.com/trading | http://www.iqfeed.net |
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ejzj1 -Interested User- Posts: 10 Joined: Nov 10, 2015 |
Posted: Jun 24, 2020 09:21 AM
Msg. 6 of 8
Unfortunately, the contracts are only simple merged. XG# = XG... - XGM20 - XGU20
Data of XGM20 is not back adjusted. File Attached: 31.PNG (downloaded 970 times) |
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DTN_mark_e -Interested User- Posts: 49 Joined: Sep 25, 2014
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Posted: Jun 24, 2020 09:25 AM
Msg. 7 of 8
# is continous
#C is back-adjusted so, for back-adjusted XG, it would be XG#C Trading Markets Customer Service 9110 West Dodge Rd, Ste 200, Omaha, Ne 68114 800-779-7299 (DTNIQ & IQFEED) www.dtn.com/trading | http://www.iqfeed.net |
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ejzj1 -Interested User- Posts: 10 Joined: Nov 10, 2015 |
Posted: Jun 24, 2020 12:55 PM
Msg. 8 of 8
Thanks. I have searched this.
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