Support Board
Date/Time: Sat, 23 Nov 2024 12:08:48 +0000
Post From: How to interpret CSV data
| [2024-11-11 20:29:19] |
| feed_me_beef - Posts: 7 |
|
I've exported intraday MNQ data into a CSV, it has the following columns: Date, Time, Open, High, Low, Last, Volume, NumberOfTrades, BidVolume, AskVolume I think each row corresponds to a tick? I'm really not sure, there're multiple rows occurring within the same millisecond. I'm also not sure what exactly the BidVolume and AskVolume columns represent, are these limit orders that were placed or are these orders that were fulfilled etc... The documentation is not very clear to me but I presume I'm not looking in the correct place. Could you please help me clear this up! Thank you. |