Helpful .QMD files for Expired IQFeed Futures?

MC_Prog · Postby **MC_Prog** » 04 Jun 2013

Hi.

I have found out that Instrument -> Add Symbol -> From Data Source -> IQFeed will only fetch current futures contracts, not expired ones.

Of course, in order to build a good long-term custom continuous contract one needs the expired symbols to be defined in the Quote Manager (QM).

Defining those expired symbols one-by-one sure is tedious ...

Could anyone perhaps post a .QMD file containing expired futures for IQFeed?

Most likely different people have different interests - someone might have defined the expired contracts for Oil, someone else for Gold, someone else for the Indexes, etc.

For every/any contract that a helpful soul could post, I'm sure alot of time could be saved throughout the MC community at-large.

(I'm just discovering this situation personally because I've previously been working with a different data feed that did not suffer from the non-discovery of expired contracts.)

Many thanks-in-advance to anyone who can contribute to this.

Henry MultiСharts · Postby **Henry MultiСharts** » 04 Jun 2013

Hello MC_Prog,

IQFeed provides data for expired contracts but does not provide them in the lookup list. You can simply add the current @ESM13 (for ex.) contract and rename it into any historical contract you need like @ESH13, @ESZ13 etc, then add @ESM13 again. If you want you can also manually modify the contract description, but that is not required for getting data from IQFeed.

MC_Prog · Postby **MC_Prog** » 04 Jun 2013

IQFeed provides data for expired contracts but does not provide them in the lookup list.

Yes, that's the problem, and pretty weak on IQFeed's part, IMO.

I appreciate your suggestions as offering probably the quickest way to make minimally (or incorrectly) documented, but at least pullable, symbols available.

My point in a situation like this is basically always the same: the job done properly just once at the source has a huge positive ripple effect on the lives of everyone who subsequently encounters the situation. In this case doing it properly once at the source would be for IQFeed to provide the expired contracts with full data in the lookup list.

Alternatively, for any given contract (or set of contracts), the user community could fill in for IQFeed's weakness here by posting a .QMD file that has been fully and accurately prepared. I am hopeful that this might happen, and I will contribute to it when/if I am the first to make such preparation for a given contract.

MC_Prog · Postby **MC_Prog** » 13 Jun 2013

Attached is a zipped .QMD file for IQFeed EMD data back thru 2005.

However, you can only actually get the data back thru 2008, as the contracts earlier than that have been made unavailable.

Enjoy! (and if anyone else can post similar for other contracts, please do!)

evdl · Postby **evdl** » 13 Jun 2013

Here are the QMD files for the S&P500 e-mini futures (ES) for Interactive brokers and the Dax futures also for Interactive Brokers.

MC_Prog · Postby **MC_Prog** » 18 Jun 2013

Attached is a zipped .QMD file for IQFeed ES data back thru 2005, and a zipped file of workspaces that can be used to pull that data.

However, you can only actually get the data back thru 2008, as the contracts earlier than that have been made unavailable.

Enjoy!

MC_Prog · Postby **MC_Prog** » 25 Jun 2013

Attached is a zipped .QMD file for IQFeed NQ data back thru 2005, and a zipped file of workspaces that can be used to pull that data.

However, you can only actually get the data back thru 2008, as the contracts earlier than that have been made unavailable.

Enjoy!

MC_Prog · Postby **MC_Prog** » 25 Jun 2013

Attached is a zipped .QMD file for IQFeed YM data back thru 2005, and a zipped file of workspaces that can be used to pull that data.

However, you can only actually get the data back thru 2008, as the contracts earlier than that have been made unavailable.

Enjoy!

MC_Prog · Postby **MC_Prog** » 25 Jun 2013

OK, those are the U.S. Index Futures. Enjoy!

Metals anyone? Softs?

Helpful .QMD files for Expired IQFeed Futures?

Helpful .QMD files for Expired IQFeed Futures?

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Re: Helpful .QMD files for Expired IQFeed Futures?

Re: Helpful .QMD files for Expired IQFeed Futures?

Re: Helpful .QMD files for Expired IQFeed Futures?

Re: Helpful .QMD files for Expired IQFeed Futures?

Re: Helpful .QMD files for Expired IQFeed Futures?

Re: Helpful .QMD files for Expired IQFeed Futures?

Re: Helpful .QMD files for Expired IQFeed Futures?