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» Download Futures Data with delivery month
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| Author | Topic: Download Futures Data with delivery month (13 messages, Page 1 of 1) |
 bluefightingcat -Interested User- Posts: 6 Joined: Jan 27, 2017 |
Posted: Nov 30, 2020 05:46 AM
Msg. 1 of 13
Currently when I download data from IQFeed using QCollector it looks like this:
Date Time Open High Low Close Volume 20201127 1145 1811.3 1812.4 1811 1812 721 However when downloading data directly from Interactive Brokers it's possible to get this: Date Time Open High Low Close Volume OpenInterest DeliveryMonth UnadjustedClose 20201127 1145 1811.3 1812.4 1811 1812 721 0 202102 1812 I'm wondering whether there is anyway to get the Delivery Month downloaded in the IQFeed data like it comes down in the IB data. My understanding is that I can download data directly using DTN.IQ. I'm just wondering whether that includes the Delivery Month. |
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DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014 
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Posted: Nov 30, 2020 06:26 AM
Msg. 2 of 13
Please contact us at support@iqfeed.net with your 6 digit login ID. We can help enter a Customer Request for Enhancement.
Stephen Shockey Senior Customer Support Representative and Product Support Specialist DTN 800-779-7299 support@iqfeed.net |
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altmany -Interested User- Posts: 73 Joined: Jul 30, 2018 
IQML - IQFeed-MATLAB connector |
Posted: Nov 30, 2020 06:33 AM
Msg. 3 of 13
The delivery date for futures and future options is included in the "First Delivery Date" field of the Fundamental Data Message in IQFeed (towards the end of the message).
See http://www.iqfeed.net/dev/api/docs/Level1FundamentalMessage.cfm and http://www.iqfeed.net/dev/api/docs/Level1viaTCPIP.cfm Yair Altman IQML - IQFeed-MATLAB connector https://UndocumentedMatlab.com/IQML I am not a DTN employee; my post reflects my personal opinion |
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bluefightingcat -Interested User- Posts: 6 Joined: Jan 27, 2017 |
Posted: Nov 30, 2020 06:57 AM
Msg. 4 of 13
I'm slightly confused. Stephen says that I should request an enhancement implying that what I have requested is not yet available.
Howver Altmany seems to indicate that it is. |
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DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014
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Posted: Nov 30, 2020 07:06 AM
Msg. 5 of 13
I will follow-up with our developers, unfortunately I am unable to answer that at this time.
Stephen Shockey Senior Customer Support Representative and Product Support Specialist DTN 800-779-7299 support@iqfeed.net |
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DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014
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Posted: Nov 30, 2020 10:22 AM
Msg. 6 of 13
We do have the data; however it's not possible to get it from a historical data request.
If you would like to contact us at support@iqfeed.net with your IQ Login ID we can enter a Customer Request for Enhancement for this feature. Stephen Shockey Senior Customer Support Representative and Product Support Specialist DTN 800-779-7299 support@iqfeed.net |
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ElizabethSwong -Interested User- Posts: 1 Joined: Dec 15, 2020 |
Posted: Dec 15, 2020 07:32 AM
Msg. 7 of 13
Were you able to find a solution to this problem?
Edited by ElizabethSwong on Dec 15, 2020 at 07:33 AM |
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DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014
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Posted: Dec 15, 2020 07:34 AM
Msg. 8 of 13
We are awaiting your contact at support@iqfeed.net with your login so we can enter a request for Customer Enhancement.
Stephen Shockey Senior Customer Support Representative and Product Support Specialist DTN 800-779-7299 support@iqfeed.net |
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bluefightingcat -Interested User- Posts: 6 Joined: Jan 27, 2017 |
Posted: Dec 15, 2020 07:58 AM
Msg. 9 of 13
I sent a request yesterday.
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DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014
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Posted: Dec 15, 2020 08:02 AM
Msg. 10 of 13
Did someone respond to you about receiving the request?
After we enter the Request for Customer Enhancement it goes through a process; firstly it will be reviewed by our Product Management team. We will contact you after it has been reviewed. Unfortunately I cannot give you an ETA on the completion of this process. Stephen Shockey Senior Customer Support Representative and Product Support Specialist DTN 800-779-7299 support@iqfeed.net |
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DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014
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Posted: Dec 15, 2020 09:38 AM
Msg. 11 of 13
@ElizabethSwong
There has been a customer request entered to have this feature added to IQ Feed. There is a process that we will need to complete to see if this can be added. I know this is reinstating what I have already typed in a previous forum post; however I wanted to make sure you knew I saw you post as well. I appreciate your request and questions. Stephen Shockey Senior Customer Support Representative and Product Support Specialist DTN 800-779-7299 support@iqfeed.net |
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bluefightingcat -Interested User- Posts: 6 Joined: Jan 27, 2017 |
Posted: Dec 15, 2020 09:41 AM
Msg. 12 of 13
I received a reply with the a case number. So I guess it's in your system.
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DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014
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Posted: Dec 15, 2020 09:44 AM
Msg. 13 of 13
That is correct!
Stephen Shockey Senior Customer Support Representative and Product Support Specialist DTN 800-779-7299 support@iqfeed.net |
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