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»Forums Index »NEW IQFEED FORUMS »New IQFeed Forum »info on continuous contracts
Author Topic: info on continuous contracts (2 messages, Page 1 of 1)

pb1234
-Interested User-
Posts: 1
Joined: Mar 31, 2019


Posted: Mar 31, 2019 08:33 AM          Msg. 1 of 2
Hi

I am planning to use IQFeed to get data into NT.

Where do I find information about the rollover information continuous contracts such as ES #C. When does the contracts rollover and is there any particular time the contracts are assumed to be rolled over.

Also, it is possible to view customized rollover , e.g. is the standard is to rollover 8 days before maturity and I want to rollover 9 days before maturity, is there any such mechanism?
Edited by pb1234 on Mar 31, 2019 at 08:42 AM

DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014


Posted: Mar 31, 2019 06:04 PM          Msg. 2 of 2
You can locate our Roll Rules at www.iqfeed.net and Symbol Guide under the support Column. Locate the exchange where the symbol resides. You can now use Ctrl+F on a page and type in a partial of the symbol you are looking for.

EXAMPLE: @ES

You will be able to locate the symbol and to the right will be the roll rule based off of expiration date.

There is not a way to customize a roll rule. However you can choose to look at specific contracts.

@ES# - Front month of continuous contract.
@ES#C - Front month of continuous contract (back-adjusted)
@ESH19 - March 2019 Contract.
@ESM19 - June 2019 Contract

MONTH CODES
Jan-F Feb-G Mar-H Apr-J May-K Jun-M
Jul-N Aug-Q Sep-U Oct-V Nov-X Dec-Z

Stephen Shockey
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DTN
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stephen.shockey@dtn.com

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