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Viewing User Profile for: peterb
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peterb has contributed to 11 posts out of 19677 total posts (0.06%) in 3,724 days (0.00 posts per day).

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Thanks Curtis for sorting that out - it works.

This is actually with Ninja Trader - what do I do with NinjaTrader to correct it?

Sorry - it seems that this issue is completely with Ninja Trader.


The continuous contract data that you have for natural gas +NG# or QNG# is completely incorrect.

Looking at the historical daily or weekly bars from IQFeed, NG only went down to about 6.156 in 2009, yet the actual price of NG at the 2009 low was about 2.4.
This is just one example of the completely wrong historical data for NG.

This is so ridiculously out that it is criminal that you provide such incorrect data.
For a data vendor to charge the price that you do for data and then to provide such inaccurate data, that people are trying to trade off is inexcusable.

You should either remove the continuous contract completely from your servers, or you should correct the data right now.

I need this data, so obviously I have to go elsewhere, unless you can give me a date by which you can fix it.

Any updates on this?
Do you have an expexted delivery date?

Any updates on this?

I assume that this should be quite quick and easy for you to do, by just changing one of your configuration files - removing October from the GC# symbols config. Then running an update on your stored data to replace the current October data with December data.

This needs to be done within this month or else I can't update with history from IQFeed with tick data that is more than 30 days old - you don't currently allow it.

If you are going to take longer than 30 days to get this fixed, then please can you arrange for special access for me to download tick data over a longer historical period than 30 days.

I understand what you are saying, but I still don't get it.

If you don't provide active month rollover at present, then what is it that you are providing with your continuous contract; since the next contract after August is actually September (GCU0)? Why did you skip September and roll from August to October? What is your continuous contract actually showing? It can't be the front month contract, or else you would have rolled to September. It's not the active month, or else you would have rolled to December. What is it that you are actually showing?

I suppose I will have to start looking elsewhere then for another data provider.

Edited by peterb on Jul 30, 2010 at 04:53 PM
Edited by peterb on Jul 30, 2010 at 04:54 PM

I'm sorry that is not good enough - I use tick charts for trading and there are almost no trades in October so the charts are completely wrong. One can clearly see that the price movement is based on the december contract. I don't care what the competition is doing - it has nothing to do with what others are doing, it is to do with what is right or wrong.

DTN's continuous contract had been wrong for a long time prior. You recently corrected it with the wrong thing again.

Please can you correct this - it is incorrect.

I will also investigate what your competition is doing and if I find any of them with the correct contract month setup (not october for gold) I will be switching.

I suggest that any other DTN customers who read this thread and trade gold, also voice your concern and try switching data provider if DTN will not correct this.

I find your attitude to the quality of your product a little obtuse. I strongly suggest that you pay attention to your customers needs and do your own research into what is correct for the gold market instead of constantly quoting that this is what your competition does.

Right now all my gold tick based charts are a mess using the GC continuous contract.


The contract you should have rolled to is the active contract. The active contract always has the most volume. If you compare the volume of the October contract with that of the December contract, you will see that the December contract is definitely the current active contract.

There is almost no volume in the October contract and rolling to it in your continuous contract makes all the volume (and price) analysis incorrect.

Looking at the CME contract specification: "The active contract months will be February, April, June, August and December." This is what I originally stated and Skunk also confirmed, yet you maintain that October is correct.

The proof is in the figures - please look at which contract is being most actively traded - this is December - and this is the contract you should have rolled to.

I know that you have only recently corrected your continuous contract set-up, but this is your first October month on this new set-up and it is incorrect. Please can you correct this.


Many thanks for your response. I see that you are correctly rolling now. Last time I checked (a couple of months ago) you weren't. I'm not sure about the October contract though and will need to get back to you on that.


Using symbol +GC#, I get the continuous contract for gold on the COMEX but the setup of this continuous contract is incorrect as it always shows data from the front calendar month (12 months in the year) and not specifically the ACTIVE front month (only 5 months in the year). This means that one does not get the correct number of trades and also one does not get the correct volume, as 7 months of the year the continuous contract is not showing data from the ACTIVE front month (which may be 2 or 3 months in the future).

From the CME website for the Gold contract:
"The active contract months will be February, April, June, August and December."


Note that the above issue is present for all the metals and means that one cannot use IQFeeds' continuous contracts to trade. This is a real dissapointment and means that many traders of metals use other feeds who supply the correct data for continuous contracts for active months only.

This issue is not present for energy continuous contracts as the calendar front month is always the active month too.

Please can you either Fix +GC# to show the ACTIVE front month only, or let me know which symbol I can use to get a continuous contract across all sessions for the ACTIVE front month.

Many thanks,

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