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
One minute FDAX data
- JoshM
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Re: One minute FDAX data
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).
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).
Re: One minute FDAX data
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.
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.
Re: One minute FDAX data
From QuoteManager… Symbol FDAX… Edit Symbol FDAX… Sessions…[Use Custom Sessions]… and edit this time… from 08:00 til 22:59…