Why Synthetic Continuous Futures Symbols May Lack Live Tick Data
Summary
A forum exchange clarifies whether a strategy can retrieve tick data for futures product indices or weighted continuous contracts, using iron ore and an example continuous symbol. The reply explains that symbols ending in a continuous-contract convention are synthesized by a data provider rather than supplied by the exchange. As a result, such symbols may appear in historical research examples but may return no tick data through a live trading interface.
The discussion offers a narrow but useful distinction between research data and exchange-provided instruments: the availability of a synthetic series in a backtesting or data service does not imply that it can be queried as a tradable live contract. It gives no workaround, provider comparison, or guidance on constructing continuous series, and does not establish behavior for every platform or data feed. Users should verify which contract symbols their chosen service supports in each environment.
Key ideas
- Continuous futures symbols may be synthesized by a data provider rather than issued by an exchange.
- A symbol used in a backtest example may not return live tick data.
- Data availability for research does not establish that a series is an exchange-traded instrument.
- The discussion does not provide a general workaround or cover all providers.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.