Support Board
Date/Time: Sat, 23 Nov 2024 22:17:21 +0000
Post From: Question regarding downloading of ES/MES market data history
| [2024-07-26 17:44:41] |
| User852579 - Posts: 8 |
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I have been running tests for over 3 years now, and have used almost all major platforms and still use 5-6 so i cross reference with them, and i find Tradingview to be by far the most accurate/reliable, as i don't think if i have ever seen a inconsistency on TV. In this case TV is same or similar with other platforms and SC is way off, not by a little bit, and all platforms say they get their data straight from the exchange yet all platforms are showing slightly different data which begs the question. For example on your platform i'm seeing Asia session to have average of almost 10k contracts per 15m bars, when in reality its about 1.5-3k. you will struggle to find even one 15M bar in the Asian session that's more than 5k, never mind the average, as i have data from 5-6 platforms im comparing with, which are all in most cases very same of off by maybe 100 contracts and OHLC values off by 1-2 ticks. I have only in the last couple of months started trading US futures, so im still trying to figure out how to obtain this information from CME as its not clear on their website. Thank you for the new link i will look into it. Regards |