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»Forums Index »Archive (2017 and earlier) »IQFeed Datafeed Wish List »Historical Data
Author Topic: Historical Data (3 messages, Page 1 of 1)

conr
-Interested User-
Posts: 48
Joined: Feb 13, 2007
Posted: Nov 11, 2009 02:02 PM          Msg. 1 of 3
It would be nice if you guys could provide historical intraday data for CME futures going back a few years.

Stan S
-DTN Guru-
Posts: 256
Joined: Apr 13, 2006
Posted: Nov 11, 2009 02:10 PM          Msg. 2 of 3
Hi Conr,

To get more historical data on futures use the continuation symbol rather than a specific future month. if you use @ESZ9 for the Dec E-Mini it can only go back to when the Dec contract first started trading. But if you use the continuation symbol @ES# it will give you 1 minute intraday data back to Sept 6 2005. The continuation symbol (#) will work on any future contract.
Stan S

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conr
-Interested User-
Posts: 48
Joined: Feb 13, 2007
Posted: Nov 11, 2009 03:09 PM          Msg. 3 of 3
I should have clarified. I would like that data adjusted for today's contract.
 

 

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