Author |
Topic: Several Questions (2 messages, Page 1 of 1) |
||||
---|---|---|---|---|---|
Moderators: VPfau | |||||
GKreuzthaler3857 Posts: 1 Joined: Mar 20, 2015 |
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: 367 Joined: |
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 |
||||