Nearby Minute Queries

Nearby minute queries are basically identical in functionality and format to <minute queries>, with three important differences:

- They only apply to futures contracts.

- Only the root symbol is used by the query (even though a full contract symbol can be passed in that includes the month and year, both the month and year are ignored). The results of the query will include data for one or more active contracts during the period requested. A contract is considered to be active from (and including) the day of expiration of the previously active contract to (and including) the day prior to its expiration.

- Each record in the result set includes the name of the active contract to which the record belongs, since the different records returned may belong to different contracts.

Except for these three exceptions, everything else works the same way it does for <minute queries>.

Results are returned by nearby minute queries in comma delimited text format, one minute record per line, as follows:

CONTRACT,YYYY-MM-DD HH:MM,TRADING_DAY,OPEN,HIGH,LOW,CLOSE,VOLUME

Example:
ESU09,2009-09-11 00:13,11,1040,1040,1039.75,1039.75,4

In order to query all the nearby minute records for ES between June 1 and (not including) July 1, 2009, execute:

http://ds01.ddfplus.com/historical/querynearbyminutes.ashx?username=username&password=password&symbol=ES&start=20090601&end=20090701

In order to query 1-hour interval records for ES between June 1 and (not including) July 1, 2009, execute:

http://ds01.ddfplus.com/historical/querynearbyminutes.ashx?username=username&password=password&symbol=ES&start=20090601&end=20090701&interval=60