IQFEED +CL# Showing March Before February Last Trade - futures io
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IQFEED +CL# Showing March Before February Last Trade


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IQFEED +CL# Showing March Before February Last Trade

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  #1 (permalink)
 a2trader 
Ann Arbor, MI, United States
 
Experience: Intermediate
Platform: MultiCharts
Broker: Progressive
Trading: NQ, QM, YM, CL
 
Posts: 23 since Jun 2012
Thanks: 13 given, 2 received

I'm using +CL# (IQFEED) to get the front month for CL. However, it's now quoting the March (CLH4) contract even though the last trade for February (CLG4) is not until 1/21/2014. Shouldn't +CL# be quoting CLG4?

http://www.cmegroup.com/trading/energy/crude-oil/light-sweet-crude_product_calendar_futures.html

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  #3 (permalink)
 Robert Carrillo 
Omaha NE
 
Experience: Intermediate
Platform: IQFeed compatible
Trading: ES
 
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a2trader View Post
I'm using +CL# (IQFEED) to get the front month for CL. However, it's now quoting the March (CLH4) contract even though the last trade for February (CLG4) is not until 1/21/2014. Shouldn't +CL# be quoting CLG4?

https://www.cmegroup.com/trading/energy/crude-oil/light-sweet-crude_product_calendar_futures.html

Hi @a2trader,

Thanks for posting this. I don't receive notification of posts or questions with “IQFeed” referenced, and while the futures.io (formerly BMT) community is very knowledgeable, any answers you might receive to your question about IQFeed are at best an educated guess. There will be much quicker response if in the future members either post in IQFeed AMA, PM me, or email me. Even better, members can contact Support directly 24/7 @ support@iqfeed.net.

It looks like we have an issue, I am forwarding this to our Market Data Integrity staff for their input and will advise ASAP.

Robert

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  #4 (permalink)
 a2trader 
Ann Arbor, MI, United States
 
Experience: Intermediate
Platform: MultiCharts
Broker: Progressive
Trading: NQ, QM, YM, CL
 
Posts: 23 since Jun 2012
Thanks: 13 given, 2 received

I contacted IQFEED. They rollover CL 3 days prior to the Last Trade Day.

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  #5 (permalink)
 Robert Carrillo 
Omaha NE
 
Experience: Intermediate
Platform: IQFeed compatible
Trading: ES
 
Robert Carrillo's Avatar
 
Posts: 271 since Jun 2012
Thanks: 234 given, 376 received


a2trader View Post
I contacted IQFEED. They rollover CL 3 days prior to the Last Trade Day.

Thanks again. IQFeed continuous contracts roll 3 business days prior to expiration, so Feb CL expiration of 1/21 means that IQFeed continuous rolls to Mar today.

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