Support Board
Date/Time: Sat, 01 Mar 2025 19:18:56 +0000
Post From: daily 'pit session' futures chart - Denali
| [2021-10-08 18:51:15] |
| User877753 - Posts: 152 |
|
Hello, To get a daily chart, as an example the e-mini S&P 500 for the cash session only (8:30-15:00 CT) I use an intraday chart with the 1-0-0 (days-minutes-seconds) parameter. However, it's quite heavy in resources for a couple of monthss of data. It's a huge load, which is ironic, as only the OHLC of the last bar (the current day) change during the whole session. Is there any other way, like using a daily set of data ? Currently the daily set of data Denali provides includes the full session (23 hours). Same question for other CME and EUREX data. Thanks for your help and suggestions. JM |