Welcome to NexusFi: the best trading community on the planet, with over 150,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- see if you qualify for a discount below.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
Anybody aware of a way I can download Futures data into ascii (or excel) with the following data:
D,T,O,H,L,C,V,OI,DM,UC
My current datafeed is IQFeed and they say that they can provide the data. I use Qcollector to use the data from IQfeed to build that data files but I can't figure out how to get the Delivery Month (DM) and Unadjusted Close (UC) into the ascii file.
Can you help answer these questions from other members on NexusFi?
I don't have a developers license. However now that you mention it, you might be right. The expiration date information is only available in the real-time interface.
There might be some sort of solution to this by using DTN.IQ Time and Sales software. If I have understood correctly you can export the data into CSV with the Time and Sales software. However sales support is still closed so not sure whether it can do what I want.
Do you know whether this issue is vendor specific. Could I use eSignals Qlink or something to fix the issue?
for me this question is about continuous contract, the author forgot to mention
DM you can deduct it doing a differential between the continuous contract and the specif month (the delivery is part of the symbol of the specific month).
UC you take it from the front month
Logic :
- take history in continuous contract
- take history in individual contract
- synchronize the streams and add from the front into the continuous
it's a bit of work, but that's how i would do it...
