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»Forums Index »Product Support »Data and Content Support »Download Futures Data with delivery month
Author Topic: Download Futures Data with delivery month (13 messages, Page 1 of 1)

bluefightingcat
-Interested User-
Posts: 6
Joined: Jan 27, 2017


Posted: Nov 30, 2020 05:46 AM          Msg. 1 of 13
Currently when I download data from IQFeed using QCollector it looks like this:

Date Time Open High Low Close Volume
20201127 1145 1811.3 1812.4 1811 1812 721

However when downloading data directly from Interactive Brokers it's possible to get this:

Date Time Open High Low Close Volume OpenInterest DeliveryMonth UnadjustedClose
20201127 1145 1811.3 1812.4 1811 1812 721 0 202102 1812


I'm wondering whether there is anyway to get the Delivery Month downloaded in the IQFeed data like it comes down in the IB data. My understanding is that I can download data directly using DTN.IQ. I'm just wondering whether that includes the Delivery Month.

DTN_Stephen
-DTN Guru-
Posts: 322
Joined: Aug 22, 2014


Posted: Nov 30, 2020 06:26 AM          Msg. 2 of 13
Please contact us at support@iqfeed.net with your 6 digit login ID. We can help enter a Customer Request for Enhancement.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net

altmany
-Interested User-
Posts: 56
Joined: Jul 30, 2018

IQML - IQFeed-MATLAB connector


Posted: Nov 30, 2020 06:33 AM          Msg. 3 of 13
The delivery date for futures and future options is included in the "First Delivery Date" field of the Fundamental Data Message in IQFeed (towards the end of the message).
See http://www.iqfeed.net/dev/api/docs/Level1FundamentalMessage.cfm and http://www.iqfeed.net/dev/api/docs/Level1viaTCPIP.cfm

Yair Altman
IQML - IQFeed-MATLAB connector
https://UndocumentedMatlab.com/IQML

I am not a DTN employee; my post reflects my personal opinion

bluefightingcat
-Interested User-
Posts: 6
Joined: Jan 27, 2017


Posted: Nov 30, 2020 06:57 AM          Msg. 4 of 13
I'm slightly confused. Stephen says that I should request an enhancement implying that what I have requested is not yet available.

Howver Altmany seems to indicate that it is.

DTN_Stephen
-DTN Guru-
Posts: 322
Joined: Aug 22, 2014


Posted: Nov 30, 2020 07:06 AM          Msg. 5 of 13
I will follow-up with our developers, unfortunately I am unable to answer that at this time.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net

DTN_Stephen
-DTN Guru-
Posts: 322
Joined: Aug 22, 2014


Posted: Nov 30, 2020 10:22 AM          Msg. 6 of 13
We do have the data; however it's not possible to get it from a historical data request.

If you would like to contact us at support@iqfeed.net with your IQ Login ID we can enter a Customer Request for Enhancement for this feature.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net

ElizabethSwong
-Interested User-
Posts: 1
Joined: Dec 15, 2020


Posted: Dec 15, 2020 07:32 AM          Msg. 7 of 13
Were you able to find a solution to this problem?
Edited by ElizabethSwong on Dec 15, 2020 at 07:33 AM

DTN_Stephen
-DTN Guru-
Posts: 322
Joined: Aug 22, 2014


Posted: Dec 15, 2020 07:34 AM          Msg. 8 of 13
We are awaiting your contact at support@iqfeed.net with your login so we can enter a request for Customer Enhancement.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net

bluefightingcat
-Interested User-
Posts: 6
Joined: Jan 27, 2017


Posted: Dec 15, 2020 07:58 AM          Msg. 9 of 13
I sent a request yesterday.

DTN_Stephen
-DTN Guru-
Posts: 322
Joined: Aug 22, 2014


Posted: Dec 15, 2020 08:02 AM          Msg. 10 of 13
Did someone respond to you about receiving the request?

After we enter the Request for Customer Enhancement it goes through a process; firstly it will be reviewed by our Product Management team.

We will contact you after it has been reviewed. Unfortunately I cannot give you an ETA on the completion of this process.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net

DTN_Stephen
-DTN Guru-
Posts: 322
Joined: Aug 22, 2014


Posted: Dec 15, 2020 09:38 AM          Msg. 11 of 13
@ElizabethSwong

There has been a customer request entered to have this feature added to IQ Feed. There is a process that we will need to complete to see if this can be added. I know this is reinstating what I have already typed in a previous forum post; however I wanted to make sure you knew I saw you post as well.

I appreciate your request and questions.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net

bluefightingcat
-Interested User-
Posts: 6
Joined: Jan 27, 2017


Posted: Dec 15, 2020 09:41 AM          Msg. 12 of 13
I received a reply with the a case number. So I guess it's in your system.

DTN_Stephen
-DTN Guru-
Posts: 322
Joined: Aug 22, 2014


Posted: Dec 15, 2020 09:44 AM          Msg. 13 of 13
That is correct!

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net
 

 

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