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»Forums Index »Archive (2017 and earlier) »Data and Content Support »IQFeed Continuous emini Contract : ES
Author Topic: IQFeed Continuous emini Contract : ES (4 messages, Page 1 of 1)

sharpshorts
-Interested User-
Posts: 14
Joined: Aug 16, 2004


Posted: Jun 8, 2005 12:35 PM          Msg. 1 of 4
I remember reading somewhere that IQFeed has a Continuous contract symbol for the ES emini . If so what's the symbol?

And if IQFeed has this - can it be used for multiday "Backfill" or Backfill As"
when using QuoteTracker software?
I'm interested in doing this when the @ESM5 rolls over to the September contract.

Thx....

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Jun 8, 2005 04:11 PM          Msg. 2 of 4
We are still working in the code to automate the roll over logic. However, using @ES# is what you are looking for. Yes, backfill will recognize this symbol within QuoteTracker to pull intraday data.

Jay Froscheiser
DTN - Trading Markets

sharpshorts
-Interested User-
Posts: 14
Joined: Aug 16, 2004


Posted: Jun 8, 2005 06:34 PM          Msg. 3 of 4
Works terriffic Jay, Thank you

Once the automation is completed and I upgrade my service from Basic to Streaming Futs should I use the @ES# symbol all the time instead of @ESU5, @ESZ5 etc?

i.e. would there be any differences between the data using either of the symbols (@ES# or @ESU5)...assuming I use tick, volume, range or regular minute frequency charts?

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Jun 8, 2005 11:33 PM          Msg. 4 of 4
Using @ES# would be the best for you for both streaming and backfill. This way you don't need to change your symbols in the portfolio when they roll. The data is the exact same, essentially you can think of @ES# as an alias to the currently trading month.

Jay Froscheiser
DTN - Trading Markets
 

 

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