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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Historical Futures Data
Author Topic: Historical Futures Data (6 messages, Page 1 of 1)

Craig
-DTN Guru-
Posts: 326
Joined: Apr 16, 2010
Posted: Nov 19, 2021 03:39 PM          Msg. 1 of 6
Hi,
Is it possible to download historical interval data for expired VIX futures?
Thanks

DTN_Gary_Stephen
-DTN Guru-
Posts: 394
Joined: Jul 3, 2019
Posted: Nov 19, 2021 05:05 PM          Msg. 2 of 6
You can go to ftp:\\www.dtniq.com and go to the beta folder. This contains a file called IEOPTIONS.ZIP which is a collection of all historical options symbols, which have been traded at least once. If you enter any of those options symbols into a historical request, you can get interval data for them.
Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Craig
-DTN Guru-
Posts: 326
Joined: Apr 16, 2010
Posted: Nov 19, 2021 05:18 PM          Msg. 3 of 6
Thank you for your reply, so this also contains futures?

DTN Todd
-Interested User-
Posts: 74
Joined: Mar 24, 2010
Posted: Nov 21, 2021 06:04 PM          Msg. 4 of 6
Yes, this includes futures

Thanks
Todd DTN customer Support

Craig
-DTN Guru-
Posts: 326
Joined: Apr 16, 2010
Posted: Nov 21, 2021 06:57 PM          Msg. 5 of 6
Are you sure? I can see options on futures, but not the VIX futures.
Also, are the columns in the file documented anywhere?

DTN Todd
-Interested User-
Posts: 74
Joined: Mar 24, 2010
Posted: Nov 21, 2021 08:05 PM          Msg. 6 of 6
Yes the Vix is available It is within IEOPTIONS.ZIP they are in alphabetical order the columns are listed at the top of the page

Symbol,SecurityType,Description,ExpirationDate,Exchange,LastUpdate

If you are still having issues service can assist and is available for chat at www.iqfeed.net from 5pm Sunday till Friday 6pm central

Thanks
Todd DTN Customer support
 

 

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