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Does DTN IQ Feed support the SPX, Nasdaq, and Russell mini continuous futures?

Hey,

I am interested in using a new data service for historical analysis that can route to MultiCharts. I’ve been looking and see that some of your customers use DTN IQ Feed.

I need it to meet a few criteria:

  1. Interested in a historical data feed for Multicharts. Needs to support the SPX, Nasdaq, and Russell mini continuous futures.
  2. Need tick data going back at least a year for Equity Futures on Globex (CME).
  3. Are there any limitations on rate at which tick data can be downloaded from their servers (other than connection speed)?

I wanted to see what your team thinks about DTN IQ Feed and if it meets the critiera I am after.

Ty
-Ryan

Hey @RJD,

Thanks for inquiring about the DTN IQ Feed!

As you mentioned, we have quite a few clients that use this feed for historical analysis!

Here is a bit of information for you on what is included with DTN IQ Feed’s historical data:

  • Daily data for most indexes goes back further than the 15 years.
  • 180 calendar days of tick by tick historical data (includes pre and post market data).
  • Several years of 1-Minute history (Forex back to Feb 2005, Eminis back to Sept. 2005, Stock/Futures/Indexes back to May 2007) retrieval for charting and time & sales data.
  • Daily, Weekly and Monthly Historical data (15+ years of O,H,L,C,V,OI data).

Keep in mind that DTN IQ Feed also supports both continuous contracts and back-adjusted continuous contracts.

Here are the differences:

Continuous Contracts

  • Roll to next contract as is
  • Will often have a gap between the previous contract and current contract

Back-adjusted Continous Contracts

  • Adjust the previous contracts data to current contract
  • Data is adjusted to remove the gap between previous contract and current contract
  • Some contracts are not back-adjusted due to sparsely trading

This historical feed also configures with MultiCharts, so this sounds like a perfect match based on the criteria you are looking for!

I hope you find this helpful in your search for a historical data feed for analysis! You can learn more about DTN by taking a look at our page here: https://optimusfutures.com/DTNiQFeed.php

Keep in touch if you have further questions,
Jake
Optimus Futures Support :optimus_logo_no_backroug: