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Viewing User Profile for: andrewrs
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Joined: Jul 15, 2019 04:28 PM
Last Post: Oct 12, 2023 12:36 PM
Last Visit: Oct 12, 2023 05:03 PM
Website: www.aspenres.com
Location: Glenwood Springs, CO
Occupation: Software Analyst
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Post Statistics
andrewrs has contributed to 4 posts out of 21185 total posts (0.02%) in 1,748 days (0.00 posts per day).

20 Most recent posts:
New IQFeed Forum » Three-Month SOFR Futures Oct 12, 2023 12:36 PM (Total replies: 0)

I think there are incorrect expire dates being sent for the new Three-Month SOFR Futures. For example, the symbol @SR3N23 which is suppose to be the July 2023 contract has an expire date of Oct 17, 2023. This seems off to me based on industry standards where the expire month letter should correspond to the expire date of the future. So, shouldn't @SR3N23 have an expire date that occurred back in July and not one in October? The same problem can be seen with several of the other contract months: @SR3Q23, @SR3U23, @SR3V23, @SR3X23, @SR3Z23, @SR3F24, @SR3G24, @SR3H24, @SR3M24, @SR3U24, @SR3Z24 just to name a few. Can someone look into this?

Data and Content Support » Daily bars for Good Friday Apr 5, 2021 03:39 PM (Total replies: 6)

Is there an update on this issue?

Data and Content Support » Daily bars for Good Friday Apr 5, 2021 10:38 AM (Total replies: 6)

@LEJ21, @LEM21, @LEV21, etc...
@CK21, @CN21, @CU21, etc...
@BOK21, @BON21, @BOQ21, etc...
@SMK21, @SMN21, @SMQ21, etc...
@GFJ21, @GFK21, @GFQ21, etc...
@HEJ21, @HEK21, @HEM21, etc...

CBOT Grains
CME Livestock

Data and Content Support » Daily bars for Good Friday Apr 5, 2021 10:16 AM (Total replies: 6)

Is there a logical reason why DTN is pushing out a daily bar for Apr 2, 2021? I only ask this because it seems DTN is the only feed showing this bar. ICE Data Services, Bloomberg, CQG, and Refinitiv are not showing a bar for this date. Not even the CME/CBOT website is showing a closing bar with Apr 2nd's date on it.


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