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»Forums Index »Product Support »Data and Content Support »Historical BBO data
Author Topic: Historical BBO data (4 messages, Page 1 of 1)

Retchett
-Interested User-
Posts: 2
Joined: Sep 13, 2020


Posted: Sep 13, 2020 01:48 PM          Msg. 1 of 4
Hi,

is it possible to get historical BBO data for futures such as ES? Looks like there is only trade data available at first glance.

If not, is it at least possible to get BBO for futures when requesting live data? What about future time-spreads?

DTN_Stephen
-DTN Guru-
Posts: 286
Joined: Aug 22, 2014


Posted: Sep 14, 2020 06:19 AM          Msg. 2 of 4
At this time we only carry historical data on bid/ask data on actual trades and not quotes.

We do have streaming real time bid/ask or BBO data on equities and futures for quotes.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net

Retchett
-Interested User-
Posts: 2
Joined: Sep 13, 2020


Posted: Sep 14, 2020 02:49 PM          Msg. 3 of 4
Okay, thank you. What about future time spreads? For example CLZ19CLZ20? Is there data available for that, or is it all outrights only?

DTN_Stephen
-DTN Guru-
Posts: 286
Joined: Aug 22, 2014


Posted: Sep 14, 2020 03:15 PM          Msg. 4 of 4
We do carry real time Bid/Ask data on Future Spreads.

You will find bid/ask (BBO) data in our tick data.

The correct symbol is QCLZ19-QCLZ20. QCLZ19 is an expired contract.

IQ Feed allows 8 calendar days of tick data during market hours (9:30am - 4:30pm) Eastern time and outside of those hours you can receive up to 180 calendar days of tick data.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net
 

 

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