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Custom Futures Trounble on Download past contracts data / CQG datafeeder

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Custom Futures Trounble on Download past contracts data / CQG datafeeder

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  #1 (permalink)
Turin Italy
Posts: 5 since Mar 2021
Thanks: 1 given, 0 received

Hi all,

I defined a custom future on Multichrt .NET under CQG data feeder. I would like to have continuity with respect next contract rollover and also with respect to past expired contracts for chart analysis. I defined on E-Micro EURO/USD this custom future: !M6E_11VOC^HMUZ. The problem is that I can see only the data of the current contract on the chart as if the previous ones are not downloaded. Could somebody give me any suggestion? Thank you very much.

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  #2 (permalink)
Milano ITALY
Experience: Intermediate
Platform: Multicharts
Trading: Mini NQ - Mini DAX
Posts: 5 since Jan 2021
Thanks: 2 given, 1 received

It may be a stupid question, but did you already have data from the old contract deadlines in the quotemanager? The only thing that comes to mind is that CQG does not allow you to retrieve the tick data of expired contracts, therefore, either you have collected them in the past, or there is no way to recover them.

If you need tick data you have to keep in mind that CQG allows you to download respectively: Tick-by-tick 30 days back (current contract) , minute bars 3 months, daily bars 3 years

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