Historical Data For New Mini-Russell on CME

kevinkdog · July 13th, 2017, 08:06 AM

I am trying to figure out what data providers are doing regarding the new mini-Russell CME symbol RTY, since it is transitioning from ICE to CME.

RTY started trading on July 10, 2017. So theoretically there is no history before that date.

BUT, I wonder if any data vendors are including ICE TF data as part of the historical data in their continuous contracts. I know at least some vendors did that in 2007, when mini-Russell jumped from CME to ICE.

So, I am doing a little informal survey:

1. Who is your data provider?

2. Has your data provider included TF data in the RTY symbol continuous contract for dates before July 10, 2017?

3. Can you show a screen shot of daily continuous contract of RTY for last 3 months?

Thanks!

July 19th, 2017, 11:58 AM

1. Kinetick

2. Yes (daily data goes back to 12/9/2004)

3. Here is a screenshot of RTY 09-17 backadjusted contract (default settings NT7):

EDIT: Here is also the actual continuous contract, didn't remember how to do it in NT7. Data actually goes back to 12/11/2001 on this:

kevinkdog · July 19th, 2017, 12:22 PM

Tradestation data also includes historical data for TF in the new RTY contract.

Historical Data For New Mini-Russell on CME

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Historical Data For New Mini-Russell on CME