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Author Topic: Several Questions
(2 messages, Page 1 of 1)
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GKreuzthaler3857
Posts: 1
Joined: Mar 20, 2015


Posted: Mar 24, 2015 @ 08:49 AM             Msg. 1 of 2
Hello,

I have a few questions/issues concerning API for .NET:
1. What is correct expiration date months codes?
2. Is there any continues/back-adjusted contracts? So, can I subscribe to continues/back-adjusted contracts?
3. Which timezone is used for data delivering?
4. For some reason, I do not get them most last daily bar (other
time-frames work fine). What could be the reason?

Thank you.

Gilbert Kreuzthaler
CMicciche902
Posts: 348
Joined:


Posted: Mar 24, 2015 @ 04:36 PM             Msg. 2 of 2
Quote: 1. What is correct expiration date months codes?


Review http://www.openecry.com/api/api/html/AllMembers_T_OEC_API_ContractMonth.htm and http://futures.gaincapital.com/trading/specifications.cfm for month codes


Quote: 2. Is there any continues/back-adjusted contracts? So, can I subscribe to continues/back-adjusted contracts?

Expired contracts are purged from the system. Continuous contract is possible, start with @ and base symbol, ie @ES.


Quote: 3. Which timezone is used for data delivering?

UTC time


Quote: 4. For some reason, I do not get them most last daily bar (other
time-frames work fine). What could be the reason?

Please provide sample or elaborate.

Chris M