DTN IQFeed - Download Futures Data with current front month

November 27th, 2020, 09:31 AM

I currently download IQFeed US Futures Data using QCollector. However I was wondering whether it is possible to download the futures data so that is shows what the current front month is.

November 27th, 2020, 09:42 AM

bluefightingcat

I currently download IQFeed US Futures Data using QCollector. However I was wondering whether it is possible to download the futures data so that is shows what the current front month is.

Have you seen this?

Official tick data sharing thread for raw data, GomRecorder and QCollector

I keep getting requests for people to share their GomRecorder data. A few threads have been started on the subject but not many are following thru it would seem.

I am collecting data from IQFeed via QCollector. All data contains bid/ask and is tick …

Mike

November 27th, 2020, 02:31 PM

Not entirely sure that is the solution (I could be wrong..). Currently when I download data from IQFeed it looks like this:

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

However 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 it would be possible to get the Delivery Month downloaded in the IQFeed data like it comes down in the IB data. The reason I ask is because IQFeed is better quality than IB. But I need the DeliveryMonth info to be able to run my trading software.

DTN IQFeed - Download Futures Data with current front month

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DTN IQFeed - Download Futures Data with current front month