DTN IQFeed, DTN.IQ, DTN ProphetX Support Forums

Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)

"I ran your IQFeed DDE vs. my broker vs. a level II window for some slow-moving options. I would see the level II quote change, then your feed update instantaneously. My broker's DDE, however, would take as much as 30 seconds to update. I am not chasing milliseconds, but half a minute is unacceptable." - Comment from Rob

"And by the way, have to say this. I love the IQFeed software. It's rock solid and it has a really nice API." - Comment from Thomas via RT Chat

"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe

"As a past ******* customer(and not a happy one), IQ Feed by DTN is a much better and cheaper product with great customer support. I have had no problems at all since switching over." - Comment from Public Forum

"I am very happy I changed. I love the product, but more so I am thrilled with Tech Support. You are knowledgeable, polite, pleasant and professional." - Comment from Pat

"You are either overstaffed or people just don't have problems with your feed because customer support always answers the phone quickly." - Comment from Jay via Email

"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken

"DTN feed was the only feed that consistently matched Bloomberg feed for BID/ASK data verification work these past years......DTN feed is a must for my supply & demand based trading using Cumulative Delta" - Comment from Public Forum Post

"Can I get another account from you? I am tired of ******* going down so often" - Comment from George

"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn

Home

Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather

DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter

»Forums Index »Product Support »POLLS & SURVEYS »Continuous Contract Roll Process

Poll:

Roll when Previous Volume is greater on the next contract (Front Month is contract with greatest Volume):			12 (80%)
Roll on Expiration Date:			2 (13%)
Other (Please describe with a new post):			1 (7%)
Roll when Open Interest is great on the next contract (Front Month is contract with greatest Open Interest):			0 (0%)

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore

Posted: Jan 10, 2005 09:30 AM

Msg. 1 of 7

What is your preferred method for contract roll processing on front month contracts (continuous contracts)?

Jay Froscheiser
DTN Market Access, LLC.

tradinoncoffee
-Interested User-
Posts: 38
Joined: Dec 9, 2004

Posted: Mar 1, 2005 10:10 PM

Msg. 2 of 7

My charting softward, Ensign Windows, provides a number of choices, but it seems that the 8th of the expiration month is the popular practice

Tradinoncoffee

Lucky
-Interested User-
Posts: 1
Joined: Jul 29, 2006

Posted: Jul 29, 2006 11:20 AM

Msg. 3 of 7

A choice to roll:

1. with volume increase
2. With increase in OI
3. Roll when BOTH OI and Volume increase
4. User defined Roll-date -- i.e. 8 days before contract expiration

jpm
-Interested User-
Posts: 5
Joined: Dec 13, 2012

Posted: Dec 13, 2012 09:30 PM

Msg. 4 of 7

Did you folks ever implement this contract roll improvement? it looks like 80% want it to roll based on volume. CQG rolls this way as well it would be great to implement this.

DTN_ToddH
-DTN Guru-
Posts: 287
Joined: Oct 6, 2011

Posted: Dec 14, 2012 08:09 AM

Msg. 5 of 7

Hello JPM,

We have been working on this project and expect to have a new continuous contract for the grains available in 2013 - but I do not have a specific date yet. Thank you for your interest.

jpm
-Interested User-
Posts: 5
Joined: Dec 13, 2012

Posted: Jan 28, 2013 06:33 PM

Msg. 6 of 7

Todd, it would be best if you folks did this also for energy, softs and index contracts such as the e-mini S&P. It looks like you folks are focusing just on grains for this feature (based on your comment). Other platforms such as CQG roll contracts this way.

Do you know when in 2013 this feature will be available?

DTN_ToddH
-DTN Guru-
Posts: 287
Joined: Oct 6, 2011

Posted: Jan 29, 2013 07:35 AM

Msg. 7 of 7

Hello jpm,

We already have rollover rules for the contracts that you mentioned that are designed to stay in the more active months. We mention the grains above because they still roll on expiration date in IQFeed. If you are interested, you can see the rollover dates on the Symbol Guide pages at www.iqfeed.net - they are listed with the symbols under their corresponding exchange links. Thank you.