Custom Futures Trounble on Download past contracts data / CQG datafeeder

March 22nd, 2021, 04:32 AM

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.

April 7th, 2021, 05:48 AM

Hello
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

Custom Futures Trounble on Download past contracts data / CQG datafeeder

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Custom Futures Trounble on Download past contracts data / CQG datafeeder