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Direct MessagesDate/Time: Fri, 18 Oct 2024 06:15:08 +0000
Post From: Question regarding downloading of ES/MES market data history
| [2024-07-26 05:05:21] |
| User852579 - Posts: 8 |
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Hi, So i have managed to get the Data (MES), but as i feared in my OP the data is not accurate at all even for the current contract as you can see in the screenshot from Trading view cross referenced with the Data i exported from Sierra Charts. Date, Time, Open, High, Low, Last, Volume, NumberOfTrades, BidVolume, AskVolume 2024/7/26, 04:25:00, 5464.50, 5466.25, 5463.25, 5465.75, 968, 535, 313, 655, (i have attached the screenshot here, which is not showing, and unfortunately the simplest action on SC requires reading a full page of instructions, and i just dont have the time for it, but if you open up trading view and load up MES on a 5m Chart and bring up that bar, you'll see all the values are wrong) Regards Update: After looking through the data i have noticed there are random bars missing from random parts of the list through out the day, e.g from 1pm to 2 pm there is one 15m bar missing Date Time Of Last Edit: 2024-07-26 09:24:49
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 image_2024-07-26_14-23-40.png / V - Attached On 2024-07-26 04:59:09 UTC - Size: 36.43 KB - 37 views |