How do collect Futures data from the ftp site?
The ftp site can be accessed as: ftp.ice.if5.com, upon purchasing a Futures subscription package (either End of Day or Level I) you will be sent a user name and password. There are five directories on the site: EOD_FuturesIndicesMarkers_Daily – data files containing daily Futures Indices and Minute Markers data. EOD_Futures_Daily – data files containing daily EOD Futures data. EOD_Options_Daily – data files containing daily EOD Options data. Level1_Daily – data files containing daily best bid / best offer prices for ICE Futures Europe data. Files include the Market ID and Symbol to identify the product, the meta data files can be sourced to reference these to a Product Name / Hub Name / Strip. In the case of the Symbology, the following guide can be downloaded here. MetaData_Daily – meta data files are updated daily, and can be used to cross reference market id’s to Product Names / Hub Name / Strip, in the case of Futures the Symbology used in the Level I files can also be sought.