Support Board
Date/Time: Tue, 26 Nov 2024 10:50:29 +0000
Post From: Export bar data issue
| [2023-12-12 00:13:29] |
| User188260 - Posts: 4 |
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Hi there, I've been reading quite a bit about this topic trying to find a solution, but I wasn't lucky enough. I've been trying to download 2 years worth of intraday data which includes volume, number of trades, bid and ask volume. The data was filtered by minimum volume per trade of 3 ( on nq futures ), bar type "number of trade"( 1 ), and I was getting txt files of 35/40 mb, with the filtering working properly. But once I tried the same method for nq_u_2023 , the txt created was 2.5 gb and without the volume filter applied. I tried everything but I can't get the same type of txt I was getting from the older contracts. I tried the spreadsheet method but bid and ask volume don't appear on the sheet.is there a way to export more recent data with volume filter applied? Thanks in advance |