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»Forums Index »Product Support »Data and Content Support »backfill for @ES#
Author Topic: backfill for @ES# (38 messages, Page 1 of 2)

462179
-Interested User-
Posts: 20
Joined: Nov 5, 2016


Posted: Nov 5, 2016 05:58 AM          Msg. 1 of 38
I am looking for tick data for this symbol but the data only goes back to 5 days. I was told that that you provide 180 days tick history.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Nov 5, 2016 07:28 AM          Msg. 2 of 38
Good morning,

We have 180 days of tick history available, but during market hours we limit this to 8 calendar days. Are you looking at the results of a request that occurred yesterday by chance? I am back to July on my request that I just did so I think things are working as expected, but if you are still having issues, just let us know.

Tim

462179
-Interested User-
Posts: 20
Joined: Nov 5, 2016


Posted: Nov 5, 2016 07:43 AM          Msg. 3 of 38
Hi Tim, Yes I tried just now. The Tick History goes back just to start of day yesterday. If i increase the bar size it goes back further. This is for the ES Continuous (@ES#) would appreciate if you could help me. I was hoping to get some analysis done today. My Userid is 462179

462179
-Interested User-
Posts: 20
Joined: Nov 5, 2016


Posted: Nov 5, 2016 07:46 AM          Msg. 4 of 38
And for SPX.XO I don't get any 1 minute data. The smallest bar size available is 5 minutes. I need @ES# and SPX.XO both

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Nov 5, 2016 07:49 AM          Msg. 5 of 38
How are you trying to retrieve the data?

Tim

462179
-Interested User-
Posts: 20
Joined: Nov 5, 2016


Posted: Nov 5, 2016 07:53 AM          Msg. 6 of 38
I have tried MotiveWave and Amibroker.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Nov 5, 2016 08:31 AM          Msg. 7 of 38
Our support team, that works more often with the 3rd party software operation is not in until Monday. but, what I am seeing in the logs is that your requests are setting a begin date and end date for a small range on your tick requests and I am sorry, I just don't recall in those apps where to set their historical request filters, but that appears to be the source of your difficulties.

Can MotiveWave or Amibroker accept CSV data? If the answer to either of those is yes, you could download a trial of DTN.IQ and pull the data in that way. I know its not a great answer, but the right answer, which would be to ask MotiveWave or Amibroker results in waiting until Monday as well unfortunately. So it might be an acceptable work around to get you through and just thought I would mention it.

Tim

462179
-Interested User-
Posts: 20
Joined: Nov 5, 2016


Posted: Nov 5, 2016 08:34 AM          Msg. 8 of 38
Yes CSV would be just as good, atleast for today. Do i need to register for DTN.IQ?

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Nov 5, 2016 08:40 AM          Msg. 9 of 38
Yes, https://www.dtniq.com/register/index.cfm?navgroup=trynowlist is the trial signup site. Once you get through that process and get it installed, you can open our time and sales application and there is an option in the toolbar to export the data there.

Tim

462179
-Interested User-
Posts: 20
Joined: Nov 5, 2016


Posted: Nov 5, 2016 08:41 AM          Msg. 10 of 38
Sorry, your Product and/or Service for the attempted login are incorrect. If you have recently changed products you may also need to change your type of service. Please contact DTN customer support for assistance. (3)

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Nov 5, 2016 08:45 AM          Msg. 11 of 38
We default to 1000 ticks of history as well, so you will want to go into settings and change the number of ticks.

What I would recommend, just due to the high amount of data that @ES represents, is to pull 10-1-2016 - 10-31-2016 and reiterate for each month just to make the data more manageable.

Tim

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Nov 5, 2016 08:52 AM          Msg. 12 of 38
That error happens when the account is not permissioned for DTN.IQ, which is what I am seeing still on this end, I will need to check with sales to see what did or did not come through on their end to resolve that. I'll email you at the email you registered on the forums briefly.

Tim

462179
-Interested User-
Posts: 20
Joined: Nov 5, 2016


Posted: Nov 5, 2016 08:55 AM          Msg. 13 of 38
Can you tell me which exchange should i subscribe to for S&P 500 index (SPX.XO)

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Nov 5, 2016 08:55 AM          Msg. 14 of 38
CBOE indicies.

462179
-Interested User-
Posts: 20
Joined: Nov 5, 2016


Posted: Nov 5, 2016 09:17 AM          Msg. 15 of 38
I registered and got the new userid and pwd but I am getting the same error.
Sorry, your Product and/or Service for the attempted login are incorrect. If you have recently changed products you may also need to change your type of service. Please contact DTN customer support for assistance. (3)

462179
-Interested User-
Posts: 20
Joined: Nov 5, 2016


Posted: Nov 5, 2016 09:18 AM          Msg. 16 of 38
User name: 462192

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Nov 5, 2016 09:23 AM          Msg. 17 of 38
Were you able to get the emails I sent thus far?

Tim

462179
-Interested User-
Posts: 20
Joined: Nov 5, 2016


Posted: Nov 5, 2016 09:31 AM          Msg. 18 of 38
this went to my clients email id becos it won't take mine.

462179
-Interested User-
Posts: 20
Joined: Nov 5, 2016


Posted: Nov 5, 2016 09:35 AM          Msg. 19 of 38
yes i got the email with uid pwd

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Nov 5, 2016 09:43 AM          Msg. 20 of 38
Evidently there is something required on the sales side for the trial to get pushed through that I do not know about. What is the email to reach you?

Tim

462179
-Interested User-
Posts: 20
Joined: Nov 5, 2016


Posted: Nov 5, 2016 09:53 AM          Msg. 21 of 38
(email removed for privacy)
Edited by DTN_Tim Walter on Nov 5, 2016 at 09:56 AM

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Nov 5, 2016 09:55 AM          Msg. 22 of 38
That is the one I sent to, did you not get the URL to download the SPX data that I sent?

462179
-Interested User-
Posts: 20
Joined: Nov 5, 2016


Posted: Nov 5, 2016 09:57 AM          Msg. 23 of 38
i got the email. Can you send me @ES#. Just 3 months data is more than enuf for now.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Nov 5, 2016 09:59 AM          Msg. 24 of 38
Ok, just wanted to be sure what I had done so far would work. I'll start compiling the other.

462179
-Interested User-
Posts: 20
Joined: Nov 5, 2016


Posted: Nov 5, 2016 10:23 AM          Msg. 25 of 38
Can you please also mention the format

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Nov 5, 2016 10:53 AM          Msg. 26 of 38
For the SPX.XO data I sent, which was from DTN.IQ it is:

Time,Date,Price,Inc Vol,Bid,Ask.Volume,B Size,A Size,TickID,Info,Mkt Center,Trade Conditions

462179
-Interested User-
Posts: 20
Joined: Nov 5, 2016


Posted: Nov 5, 2016 11:33 AM          Msg. 27 of 38
There a couple of issues:
1. The file is inverted
2. Charting application has crashed probably because of the file size or due to the data being inverted.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Nov 5, 2016 11:39 AM          Msg. 28 of 38
Given the latter I think we are going to have to wait for Monday and the support teams at Amibroker and MotiveWave to be back in the office to answer the questions here. IQFeed is certainly working as it should, but the apps you have do not appear to be able to consume it correctly and my work arounds have failed as well.

I am sorry I was not able to get this working for you, but hopefully with their help on Monday we can get this right for you.

Tim

462179
-Interested User-
Posts: 20
Joined: Nov 5, 2016


Posted: Nov 5, 2016 11:42 AM          Msg. 29 of 38
I appreciate your help. However I won't need IQFeed service. Please cancel it for me.

462179
-Interested User-
Posts: 20
Joined: Nov 5, 2016


Posted: Nov 5, 2016 11:44 AM          Msg. 30 of 38
Also can you please resend the file you sent me earlier after running a tail on unix.

tail -r myfile.txt
 
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