Hello,

I'm using the latest version of Investor/RT 8.9.6 and have subscribed to the DTN Market Access package for historical data.

I mainly trade the FTSE 100 Futures contract on the LIFFE exchange. DTN Market Access has daily data for this contract stretching back to the beginning 2004. I’ve tried to update my charts using the alias symbols one by one from 2004 such as LFH4 up to the current contract of LFH8.

However, when I update the chart using the latest contract month (LFH8) most of the historical data on the daily chart gets scrubbed. (See pic below). I’ve set Investor/ RT to accommodate over 2000 bars of monthly, weekly, daily and tick data so it’s not the software as far as I can tell.

Is there a continuous contract symbol that I can use for the FTSE 100 Futures contract? If not, how can I bypass this problem?

Furthermore, does DTN Market Access have tick data stretching back to 2004 for the FTSE 100 Futures contract? If so, how can one go about accessing it?

Thanks.

The continuation symbol is LF# - and it is pulling about 1 yr. of minute data.
At this time there is no daily data, which we are checking into... but there is weekly & monthly data to 2/29/1999
DTN does not provide more than 8 days of tick data on any symbol

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Ken Heinze, Market Access Customer Service

Thank you for your help.

I've also noticed something very disturbing with DTN data. Yesterday the U.S markets were closed but the London markets were still open. I was running Investor/RT as normal yesteraday. However, today I don't have any data from yesterdays FTSE 100 futures session, (18th Feb).

Ultimately this means I can't trade today because I can't calculate my custom indicators from yesterdays session to use in todays session!

Furthermore, there is still data missing for the Jan 21st 2008 session of the FTSE 100 futures market.

Will DTN make those key pieces of data available soon?
And how can I avoid this problem in the future?

Thanks.

Regards
Lote_tree

Good morning,

I am showing daily data for both 1/21/08 and 2/18/08. Is it possible that the IRT software was still considering yesterday a holiday across the board, as well as January 21st? I would suggest looking in your holiday settings and removing those two dates, as the data is available on this end.

Linnsoft support should be able to help you further, as it appears the holiday schedule is imbedded in the IRT software. Once those are adjusted, you should have no problem retrieving the data.

Kind regards,

Sarah
DTN Trading Markets

Hi Sarah,

The problem has been resolved. Just like you suggested, I simply adjusted the holiday settings within IRT.

Thanks for your help.

Kind Regards,

Naeem