Support Board
Date/Time: Mon, 25 Nov 2024 08:45:46 +0000
Post From: Download Continuous ES Historical Data (with real Bid/Ask Volume a.k.a footprint data)
| [2024-03-30 02:11:04] |
| User277666 - Posts: 3 |
|
I am trying to get a full download of ES continuous data for multiple contracts. I want to see 1 minute data with the actual volume traded at bid and ask for each bar. So each row would be: Date/Time, Open, Close, High, Low, Total Volume, Bid Volume, Ask Volume. My issue is that I have my chart set to continuous, and I can see all the previous contracts. But, I can't figure out how to export the data all at once. And even when I do export, it brings in the current contract with incorrect bid/ask volume. Most lines just show this part as 0s and 1s. I want to see the actual size of the executed orders. Want to backtest a strategy. Please assist. Date Time Of Last Edit: 2024-04-01 01:46:53
|