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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »chained RBOB futures data begins 1995, but cannot access individual daily contracts before QRB
Author Topic: chained RBOB futures data begins 1995, but cannot access individual daily contracts before QRB (3 messages, Page 1 of 1)

shkim
-Interested User-
Posts: 4
Joined: Jan 27, 2017


Posted: Jan 19, 2019 04:31 AM          Msg. 1 of 3
Hi,

I have the following problem: requesting the maximal amount of daily data points for the NYMEX RBOB future "QRB#" I receive the earliest daily trade as of 1995-07-21. However, I always get "no data error" if I try to access the individual contracts before 2002-K (i.e., "QRBK01"), which means the oldest data point I get is 2001-05-02. Requesting futures before (for example, "QRBJ01", which would be the one before) results in "no data".

This behavior is confirmed with the IQFEED Times & Sales application, i.e., I get the exact same results.

Anyone any idea what is going on? Would really appreciate any hint...

Cheers,
Seong-Han

DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014


Posted: Jan 22, 2019 01:42 PM          Msg. 2 of 3
Sorry about the delay in our response.

We have resolved the daily data for the individual contracts for example QRBJ01. You will now be able to request history from historical contracts you were concerned about on RBOB futures on the NYMEX exchange.

Please let us know if there is anything else we can help you with.

Stephen Shockey | DTN | Trading Customer Service Technical Support
Phone: 800.779.7299 | International 402.255.3918
stephen.shockey@dtn.com
www.dtn.com

shkim
-Interested User-
Posts: 4
Joined: Jan 27, 2017


Posted: Jan 23, 2019 05:47 AM          Msg. 3 of 3
Hi & thanks for the update/correction! I agree with so many other that the customer support response times are great...

One more related thing:

Requesting the 1min bars for the chained RBOB contract (symbol "QRB#") the earliest data is from April 2007. However, the individual contracts for 1 min data only start April 2008, i.e., 12 contracts are missing with regard to direct access.

Would you mind correcting this as well, please?
 

 

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