One minute FDAX data

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Wally_AD
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One minute FDAX data

Postby Wally_AD » 30 Aug 2014

Trying to use 1 minute FDAX data.

From IQFeed I can download data from XETRA and EUREX. XETRA should be right, or ?

I receive data from 0930 until 1530 - exchange time. But data should be available from 0800 to 2200.

Can anybody provide help how to recieve FDAX data from 0800 to 2200.

I could also try to get data from IB. But first need to backtest.

Thanks in advance

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JoshM
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Re: One minute FDAX data

Postby JoshM » 30 Aug 2014

For IQFeed's FDAX data, I have the following in the QuoteManager:

Symbol: #XG
Exchange: Eurex
Symbolroot: XG
Settings: 'Use symbol dictionary settings'
Session: 'Use symbol dictionary settings'

With these it works correctly on my end (correct sessions times and correct BPV, price scale, min. movement).

Wally_AD
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Re: One minute FDAX data

Postby Wally_AD » 31 Aug 2014

Thank you for the hint.

after CTRL-R in the chart window the Quote Manager shows minute data from 0800 til 2200.
But when running a system with the Portfolio Backtester only data from 0930 until 1530 are available. I do not understand this.

In my symbol dictionary XG or FDAX is not included. Has to be set manually.

elec
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Re: One minute FDAX data

Postby elec » 02 Sep 2014

From QuoteManager… Symbol FDAX… Edit Symbol FDAX… Sessions…[Use Custom Sessions]… and edit this time… from 08:00 til 22:59…


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