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»Forums Index »Archive (2017 and earlier) »Data and Content Support »ES - Continuous Contracts
Author Topic: ES - Continuous Contracts (2 messages, Page 1 of 1)

davewolfs
-Interested User-
Posts: 4
Joined: Nov 16, 2009
Posted: Nov 16, 2009 06:54 PM          Msg. 1 of 2
Could anyone please explain how continuous contracts are connected with IQFeed.

Also, is there anyway to find out historically, the last price of a contract before it expired and what the new price of the contract was? I am trying to equalize some contracts in the past and this information would be helpful.

I tried looking up the prices for the ES Z8 and ES U8 contracts but was unable to get the symbol to load.

Thanks,

Dave

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore

Posted: Nov 18, 2009 01:37 PM          Msg. 2 of 2
Dave,

Our IQFeed service doesn't have expired contract history available. We do provide this with our ProphetX service, but not currently with IQFeed.

As for the front month symbols, we don't normalize the intraday history in any way. For example, the @ES# symbol just starts updating with the new expiration month upon the roll. We don't back adjust the data.
Jay Froscheiser
DTN
 

 

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