API Support Forum
OEC API > Market Data > Expired Historical Data
Author Topic: Expired Historical Data
(3 messages, Page 1 of 1)
Moderators: VPfau
Posts: 154
Joined: Oct 03, 2007

Posted: Oct 20, 2009 @ 02:01 PM             Msg. 1 of 3
Is there any way to get historical data for expired contracts?

A bus station is where a bus stops. A train station is where a train stops. On my desk I have a work station.....
Posts: 475
Joined: Jan 26, 2007

Posted: Oct 20, 2009 @ 02:11 PM             Msg. 2 of 3
Unfortunately, we do not support retrieval of data for expired contracts.
Posts: 4
Joined: Oct 26, 2009

Posted: Oct 27, 2009 @ 04:51 PM             Msg. 3 of 3
I'd second that request.
This kind of data would be really helpful for us, system developers. It's a primary commodity.

Plus, how difficult is it for OEC to enhance your storage/file system/time series database technologies and add a Persistence module to your Market Data in order to record every tick data (at least) on each front month/next expiry contract?
You could start small by supporting only a limited number of contracts choosen by market volume (ES first for example).

Could you please share your sentiment about that request in greater details?

Thanks in advance for your time.
Best Regards.
Edited by TThomas23 on Oct 27, 2009 at 16:57:41