DTN IQFeed, DTN.IQ, DTN ProphetX Support Forums

Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)

"I like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip

"Just a quick one to say I'm very impressed so far :) The documentation for developers is excellent and I've quickly managed to get an app written to do historical downloads. The system is very robust and pretty quick considering the extent of data that's available. The support guys have been very helpful too, in combination with the forums it's been plain sailing so far!" - Comment from Adam

"Thanks for all of your help. Great customer service deserves to be recognized which one the reasons I've been a customer of DTN for over 10 years!" - Comment from Stuart

"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan

"DTN feed was the only feed that consistently matched Bloomberg feed for BID/ASK data verification work these past years......DTN feed is a must for my supply & demand based trading using Cumulative Delta" - Comment from Public Forum Post

"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah

"You have an excellent product !!!!!!" - Comment from Arely

"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate

"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - Comment from Jim

"If you are serious about your trading I would not rely on IB data for serious daytrading. Took me a while to justify the cost of IQ Feed and in the end, it's just a 2 point stop on ES. Better safe than sorry" - Comment from Public Forum

Home

Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather

DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter

»Forums Index »NEW IQFEED FORUMS »Data Questions »How to tell which futures contract the continuous contract is based on?

Author	Topic: How to tell which futures contract the continuous contract is based on? (5 messages, Page 1 of 1)
andrewm -Interested User- Posts: 52 Joined: Feb 23, 2015	Posted: Jul 14, 2019 09:06 PM Msg. 1 of 5 When pulling historical or realtime data, how do you know what contact you're really looking at?
DTN Todd -Interested User- Posts: 74 Joined: Mar 24, 2010	Posted: Jul 14, 2019 09:28 PM Msg. 2 of 5 Snapquote in IQfeed applications will indicate what symbol iqfeed is using as the current symbol for a continuous contact. You would need to enter the continuous symbol is snapquote
andrewm -Interested User- Posts: 52 Joined: Feb 23, 2015	Posted: Jul 14, 2019 09:37 PM Msg. 3 of 5 Thanks. Is there a programmatic way using the API?
DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014	Posted: Jul 15, 2019 07:13 AM Msg. 4 of 5 When pulling history there is no way to tell the underlying contract. When pulling streaming data the correct month is listed in the contract description, however there is no direct indication of the underlying contract. Stephen Shockey Customer Support Representative DTN 800-779-7299 stephen.shockey@dtn.com 9110 W Dodge Rd Omaha NE 68114, USA www.dtn.com
altmany -Interested User- Posts: 73 Joined: Jul 30, 2018 IQML - IQFeed-MATLAB connector	Posted: Jul 15, 2019 11:13 AM Msg. 5 of 5 You can use the Exchange_Root field together with the Expiration_Date field (to get the year and month), convert the month into the corresponding letter based on the standard symbology, and concatenate everything together. For example, @ES# currently reports Exchange_Root='ES' and Expiration_Date='09/20/2019', so the current underlying contract is @ESU19 (U=September). If you compare the data fields of the fundamental report (after placing a simple watch) for @ES# and @ESU19, you'll see that they are identical except for 4 fields that naturally contain different values: Symbol, Historical_Volatility, 52_Week_High, and 52_Week_High_Date. Yair Altman IQML - IQFeed-MATLAB connector https://UndocumentedMatlab.com/IQML I am not a DTN employee; my post reflects my personal opinion