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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Effective Futures Download

Author	Topic: Effective Futures Download (5 messages, Page 1 of 1)
Jan Krpalek -Interested User- Posts: 10 Joined: Oct 17, 2012	Posted: Sep 23, 2013 04:29 AM Msg. 1 of 5 Hello, i am wondering how i can download futures data for enclosed symbols. I generated a list of symbols but most of them is not found in the database. Are there any more rules i should include in my list generating process? First you put ticker, than expiration month and year. Eg: HOF07, M6MG11, ESX09. NYMEX and COMEX are working alright, but i have difficulties specially with agriculture and currencies. The point of my analysis should by in calculating contango and backwardation as far as it possible on whole spectrum of instruments, so i need all contracts regarding one ticker which saved in IQ Feed Database (daily data only). What data subscription i need to have ordered? I have only NYMEX, COMEX and CME. Because i have found in "Symbol look up" that currencies are preceded by "M", i used it also in my list. I enclose the list of tickers i am interested in and also monthly codes, which i use for my ticker list. Thank you very much for your help, John
Jan Krpalek -Interested User- Posts: 10 Joined: Oct 17, 2012	Posted: Sep 23, 2013 04:31 AM Msg. 2 of 5 Tickers i am interested in... ZC ZS ZL ZM ZW LE HE FC CL NG BZ RB HO QM ES ND YM NKD NQ SP 6A 6C 6S 6E 6B 6J 6M GE ZB ZN ZF ZT GC PL SI PA HG Edited by Jan Krpalek on Sep 23, 2013 at 04:32 AM
DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006	Posted: Sep 23, 2013 11:08 AM Msg. 3 of 5 Hello Jan, Here are the symbols you have requested. Let us know if anything else comes up. Exchange DTN equivalent ZC @C ZS @S ZL @BO ZM @SM ZW @W LE @LE HE @HE FC @GF CL QCL NG QNG BZ QBZ RB QRB HO QHO QM @QM ES @ES ND @ND YM @YM NKD @NKD NQ @NQ SP @SP 6A @AD 6C @CD 6S @SF 6E @EU 6B @BP 6J @JY 6M @PX GE @ED ZB @US ZN @TY ZF @FV ZT @TU GC QGC PL QPL SI QSI PA QPA HG QHG Tim
Jan Krpalek -Interested User- Posts: 10 Joined: Oct 17, 2012	Posted: Sep 24, 2013 08:55 AM Msg. 4 of 5 Thank you very much for your help. Does IQ Feed have any documentation, database of tickers you can find directly without dealing with discussion forum? Of course i have seen the list on pages, but there you can find only concrete tickers, current ticker. Maybe the convention of some would had changed, every broker has a slightly different convention... For example NGK07 definitely exists, but you can't find it on the database. And i don't even talk about options which are in ... horrible mess i would say. Do you have any idea how to create a list of all possible options traded on SPX.XO (theoretical index)? Yes, i know the convention for stocks: MOT0917J7, FDX0918S22.5 etc. Is it really the only way how to find these ticker in your database by method of "trial and error"?
DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006	Posted: Sep 24, 2013 10:16 AM Msg. 5 of 5 Jan, While we do publish all current symbols in a text file that is updated every 24 hours. It will not contain any expired symbols, such as your examples NGK07 or MOT0917J7. Unfortunatly there is not a way to create these other than trial and error at this time. Also, please be aware that equity option history was not saved prior to March 2010. In case it is of any aid to you here is the link for the current symbol lists. http://www.dtniq.com/product/mktsymbols_v2.zip Tim