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optional has contributed to 10 posts out of 21190 total posts
(0.05%) in 5,911 days (0.00 posts per day).
20 Most recent posts:
IQFeed 3rd Party Software Support »
Downloading previous contract Qcollector May 30, 2008 04:57 PM
(Total replies: 5)
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.
IQFeed 3rd Party Software Support »
Downloading previous contract Qcollector May 30, 2008 02:27 PM
(Total replies: 5)
Steve, When you guys state your historical data length for futures, is that for the continuous contract?
IQFeed 3rd Party Software Support »
Downloading previous contract Qcollector May 30, 2008 02:09 PM
(Total replies: 5)
Follow-up. It does the download anyhow, it just gives an error.
IQFeed 3rd Party Software Support »
Downloading previous contract Qcollector May 30, 2008 02:07 PM
(Total replies: 5)
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.
Data and Content Support »
Symbol for miNY Crude on Globex Mar 19, 2008 06:12 PM
(Total replies: 1)
Does anybody know what the download symbol is for the miNY Crude Oil (QM) that trades on CME Globex? All I can find is the CL. If I put an @ before CL does that equal the Globex miNY? Thanks
Data and Content Support »
Perpetual Contracts Mar 18, 2008 03:18 PM
(Total replies: 6)
For example, on the 10 year note, I enter TY# for the continuous contract. However, it still seems to be using the March contract even though the traders have moved on to the June contract. The volume on the March today was ~3100 while June was ~1 million. I'm hoping for a crossover methodology that doesn't wait until the contract expires, but rather uses a volume crossover. Is there anybody I can talk to who could provide the details?
Data and Content Support »
Perpetual Contracts Mar 18, 2008 03:11 PM
(Total replies: 6)
Thanks Stan. Can you tell me anything about the methodology used to do the crossover? There are several out there. Edited by optional on Mar 18, 2008 at 03:17 PM Edited by optional on Mar 18, 2008 at 03:18 PM
Data and Content Support »
Perpetual Contracts Mar 18, 2008 03:02 PM
(Total replies: 6)
Are there any symbols for perpetual contracts for various futures? Thank you.
IQFeed 3rd Party Software Support »
Basic Backfill Question Feb 25, 2008 10:57 AM
(Total replies: 3)
I'm willing to consider anything that will just get me the data in some text or XML format. Lightweight as possible, since I'm really just shopping for a data feed. I have to say, that having to add a 3rd party application to your data feed to get the data feed makes me feel somewhat confused.
IQFeed 3rd Party Software Support »
Basic Backfill Question Feb 25, 2008 10:29 AM
(Total replies: 3)
I signed up for the basic IQFEED service demo, I am trying to get backfill 1 minute bars for a futures contract. The product information page says that it is available for 1.5 years historically. I only need to get the last 5 days. I am using Excel. Thanks in advance |
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