Date/Time: Sun, 21 Jan 2018 12:14:29 +0000
Post From: High Accuracy Spread vs. CQG Intraday Data limitation
|ErikT - Posts: 46|
p.s. Just to be clear, I don't actually need an intraday chart (final product). All I need is a DAILY historical chart, but I need it to have ACCURATE daily candles that show the true price range the combination of spreads traded that day. The only reason intraday data comes into play (and thus creates a problem for CQG after 30 days) is that it appears from the documentation that the only way to make the daily bars accurate is to source their data from an intraday series.
If there is a way to get an ACCURATE daily candle chart for the combination, without using intraday data, that's all I need. But this does not appear to be possible.