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» Historical Futures Data
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| Author | Topic: Historical Futures Data (6 messages, Page 1 of 1) |
 Craig -DTN Guru- Posts: 326 Joined: Apr 16, 2010 |
Posted: Nov 19, 2021 03:39 PM
Msg. 1 of 6
Hi,
Is it possible to download historical interval data for expired VIX futures? Thanks |
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DTN_Gary_Stephen -DTN Guru- Posts: 403 Joined: Jul 3, 2019 
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Posted: Nov 19, 2021 05:05 PM
Msg. 2 of 6
You can go to ftp:\\www.dtniq.com and go to the beta folder. This contains a file called IEOPTIONS.ZIP which is a collection of all historical options symbols, which have been traded at least once. If you enter any of those options symbols into a historical request, you can get interval data for them.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist |
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Craig -DTN Guru- Posts: 326 Joined: Apr 16, 2010 |
Posted: Nov 19, 2021 05:18 PM
Msg. 3 of 6
Thank you for your reply, so this also contains futures?
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DTN Todd -Interested User- Posts: 74 Joined: Mar 24, 2010 |
Posted: Nov 21, 2021 06:04 PM
Msg. 4 of 6
Yes, this includes futures
Thanks Todd DTN customer Support |
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Craig -DTN Guru- Posts: 326 Joined: Apr 16, 2010 |
Posted: Nov 21, 2021 06:57 PM
Msg. 5 of 6
Are you sure? I can see options on futures, but not the VIX futures.
Also, are the columns in the file documented anywhere? |
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DTN Todd -Interested User- Posts: 74 Joined: Mar 24, 2010 |
Posted: Nov 21, 2021 08:05 PM
Msg. 6 of 6
Yes the Vix is available It is within IEOPTIONS.ZIP they are in alphabetical order the columns are listed at the top of the page
Symbol,SecurityType,Description,ExpirationDate,Exchange,LastUpdate If you are still having issues service can assist and is available for chat at www.iqfeed.net from 5pm Sunday till Friday 6pm central Thanks Todd DTN Customer support |
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