I use QCL# to see the continuous crude oil futures contract. This shows the contract without rollover gaps. However, it also does not show the actual traded prices (for example, it shows the high in CL back in 2008 as $191, and it never traded that high). I have heard that the #C contract adjusts this--is this correct?

I tried to use QCL#C but Investor RT did not recognize it. What am I missing?
Is the #C contract back-adjusted, whereas the standard continuous contract (QCL#) is not?

Hello Josh, Since you are running Investor RT they actually re-map the continuous contract symbols to look at the #C symbols instead. So what you are seeing on QCL# is actually QCL#C data which is back adjusted to minimize gaps between contracts.

If you would like to separate these out, you will need to add a line to the Configuration File within Investor RT. To do this, go to File, Open, Configuration File. Once that has opened enter this line at the bottom of what is already there; DTNADJUSTEDCONTINUOUSFUTURES=FALSE
Once entered into the configuration file, click on the arrow in the upper left corner and select Save. Once it has been save you can close that window, and from there you will need to re-download the data for QCL# so it will pull the non-back-adjusted futures data, then you should be able to use QCL#C for the back-adjusted data as well.

If you have any addtional problems or questions please contact us here in Support.

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Curtis Thompson
support@iqfeed.net
support@dtniq.com
Trading Markets Customer Service
1-800-397-7000 x3614

Thank you Curtis for your fast reply.

This answers a part of my question; however, there is one more question I have. When I used to use ninjatrader for charting, there was an option in the setup for IQFeed to "use back-adjusted data" and this would produce a contract which showed the prices which were actually traded at the time-- for example, crude oil did not trade to $190, but the QCL# contract I'm seeing shows that. How can I get this other contract?

Hello Josh, within NinjaTrader 7, the "use Back-adjusted data" setting will essentially do the same thing that IRT is doing in when you use the Continuous contract or CL ##-## within Ninjatrader in that it will look at the QCL#C rather than the QCL# non-adjusted continuous data. Unfortunately I do not know of any way of being able to look at both the back-adjusted and non-back-adjusted continuous contracts within NinjaTrader at the same time.

The only way to do so would be to have two separate IQFeed connections configured within NinjaTrader; one for the non-back-adjusted continuous contracts, and one for using the back-adjusted continuous contracts.

To disable the "Use Back-adjusted data" go to Tools, Account Connections, locate your IQFeed connection on the list and click on Settings. Follow the steps till you get to where it asks for the User ID and Password for IQFeed, and uncheck the checkbox for the "use back-adjusted data" and finish stepping through to Finish. Once completed, you can create another IQFeed connection with that same setting checked if you so wish to do so.

Note: You will still not be able to use both of the connections at the same time to view both continuous contracts as it will pull data from the first connection and not look at the secondary connection (exception is if you lose connection to the first one then it will use the secondary connection.)

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Curtis Thompson
support@iqfeed.net
support@dtniq.com
Trading Markets Customer Service
1-800-397-7000 x3614