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Downloading ASCII Data
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Downloading ASCII Data

  #1 (permalink)
Trading Apprentice
Espoo Finland
 
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Downloading ASCII Data

Hi,

Anybody aware of a way I can download Futures data into ascii (or excel) with the following data:

D,T,O,H,L,C,V,OI,DM,UC

My current datafeed is IQFeed and they say that they can provide the data. I use Qcollector to use the data from IQfeed to build that data files but I can't figure out how to get the Delivery Month (DM) and Unadjusted Close (UC) into the ascii file.

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  #2 (permalink)
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  #3 (permalink)
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Omer עומר / Israel י
 
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bluefightingcat View Post
Hi,

Anybody aware of a way I can download Futures data into ascii (or excel) with the following data:

D,T,O,H,L,C,V,OI,DM,UC

My current datafeed is IQFeed and they say that they can provide the data. I use Qcollector to use the data from IQfeed to build that data files but I can't figure out how to get the Delivery Month (DM) and Unadjusted Close (UC) into the ascii file.

To my knowledge, that is not possible in historical

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  #4 (permalink)
Trading Apprentice
Espoo Finland
 
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IQFeed has this data available. The issue is getting it into a CSV/ASCII file.....

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  #5 (permalink)
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Omer עומר / Israel י
 
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bluefightingcat View Post
IQFeed has this data available. The issue is getting it into a CSV/ASCII file.....

Not in the history interface, to my knowledge only in the fundamental/real-time interface.

Do you have a developer license ?
Did you check the fields ?

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  #6 (permalink)
Trading Apprentice
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I don't have a developers license. However now that you mention it, you might be right. The expiration date information is only available in the real-time interface.

There might be some sort of solution to this by using DTN.IQ Time and Sales software. If I have understood correctly you can export the data into CSV with the Time and Sales software. However sales support is still closed so not sure whether it can do what I want.

Do you know whether this issue is vendor specific. Could I use eSignals Qlink or something to fix the issue?

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  #7 (permalink)
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Omer עומר / Israel י
 
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bluefightingcat View Post
I don't have a developers license. However now that you mention it, you might be right. The expiration date information is only available in the real-time interface.

There might be some sort of solution to this by using DTN.IQ Time and Sales software. If I have understood correctly you can export the data into CSV with the Time and Sales software. However sales support is still closed so not sure whether it can do what I want.

Do you know whether this issue is vendor specific. Could I use eSignals Qlink or something to fix the issue?

The best solution is just to buy a develop license and write your own tool
that interfaces to IQfeed for this type of specific need...

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  #8 (permalink)
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rleplae View Post
The best solution is just to buy a develop license and write your own tool
that interfaces to IQfeed for this type of specific need...

Hmm, I don't see how to get these Delivery Month (DM) and Unadjusted Close (UC) with IQFeed protocol, so not sure it will help in this case...

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  #9 (permalink)
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Omer עומר / Israel י
 
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sam028 View Post
Hmm, I don't see how to get these Delivery Month (DM) and Unadjusted Close (UC) with IQFeed protocol, so not sure it will help in this case...

for me this question is about continuous contract, the author forgot to mention

DM you can deduct it doing a differential between the continuous contract and the specif month (the delivery is part of the symbol of the specific month).

UC you take it from the front month

Logic :
- take history in continuous contract
- take history in individual contract
- synchronize the streams and add from the front into the continuous

it's a bit of work, but that's how i would do it...

(@sam028 c'est un peu de bricollage)

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