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TF Minute based Historical Data

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  • TF Minute based Historical Data

    Quick question on minute based emini russell historical data - how far back do you go and do you merge the ER2 data into the TF ICE data? Also I understand this historical data may not be downloadable through an api such as the one I am using to provide a data feed to the Neoticker platform. Is that true?

    Please advise - I looked around the esignal website and did not find the answer to my question easily obtainable so that is why I am posting this question.

    Do you happen to know the dates that the ER2 and TF contract started trading? thx in advance

  • #2
    Hello,

    Quick question on minute based E-Mini Russell historical data - how far back do you go and do you merge the ER2 data into the TF ICE data?
    This KB article 1203 give the completed breakdown of the amounts of historical data eSignal offers.

    When the E-Mini Russell (TF) started trading on the ICE we did merge the historical from the previous symbol.

    Also I understand this historical data may not be downloadable through an API such as the one I am using to provide a data feed to the Neoticker platform. Is that true?
    Our extended history offering is not available for our Third Party or API users. However they do have access to our 120 Intraday and all the daily/weekly/monthly data.

    Do you happen to know the dates that the ER2 and TF contract started trading?
    The E-Mini Russell started trading on the ICE (previously NYMEX) at expiration of the September Contract 2008.

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    • #3
      Thank you - any updates on availability of extended data on third party platforms such as Neoticker?

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      • #4
        We should be able to communicate to our 3p community by the end of this month (March) on what they'll need to do to their code to make the requests for extended history. From there, it'll depend on how quickly each 3p can do the work to support that new request type. I would guess that a few 3p's could be ready as early as late April, if all goes well.

        Thanks.

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