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»Forums Index »Archive (2017 and earlier) »DTN.IQ Client Software Support »History data availability (TF RUSSELL 2000)
Author Topic: History data availability (TF RUSSELL 2000) (2 messages, Page 1 of 1)

seattleguy
-Interested User-
Posts: 14
Joined: Dec 22, 2009
Posted: Jul 26, 2011 04:10 PM          Msg. 1 of 2
Hi there

I am trying to download historical tick data for TF Russell 2000. The doc says 120 days is available, but I am not able to get it. For example, I tried ""HTT,@TFSM11,20110314 00:00:01,20110314 23:59:59,,,,1,,\r\n" and it comes back saying "Invalid Symbol". Does IQFeed provide expired contracts as well ?

Thanks!
SG

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005
Posted: Jul 28, 2011 09:10 AM          Msg. 2 of 2
Hello, my apologies for the late reply. We do provide history for expired contracts. However, during market hours (09:30:00 - 16:30:00 EST) we restrict to the most recent 8 calendar days. Likewise, the 120 days is also calendar days which means that currently, the limit is March 30th (not march 14th).
 

 

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