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download and save separately 1 year of [AX ..-DT] in XPO format:

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  • download and save separately 1 year of [AX ..-DT] in XPO format:

    Alex

    Please, I would like to download and save separately 1 year of [AX ..-DT] in XPO format: so all the 4 contracts, from September AX U2-DT to AX U3-DT .

    Is there a manner to do it?

    Thank you

    Fabrizio
    Fabrizio L. Jorio Fili

  • #2
    Fabrizio
    I am not sure how far back the daily data for the DAX goes but it is possible to retrieve data for expired contracts.
    You need to use the following symbol for each contract
    [root symbol][space][month code][4 digit year][-(if applicable)][exchange(if applicable)]
    using DAX Sep 2002 contract
    AX U2002-DT
    Actually if you wanted you could also create it as a continuous contract by downloading the individual contracts in sequence from a specific date to another and changing the symbol in between downloads
    Alex

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