Support Board
Date/Time: Sun, 22 Jun 2025 21:29:28 +0000
Post From: etf/futures data
| [2022-03-17 20:08:46] |
| Chucky - Posts: 18 |
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I will focus on top 10 weighted s&p 500 stocks, and spy etf, also ES futures with different expirations. All I need to do is to choose a day with huge moves, then go into tick charts and start to look for arbitrage opportunities, so I would need to get open, close, low, high datas for like the whole day, where charts went bazooka. I would focus first on March 2020, where market was really volatile. Can I use the spreadsheet study to get data into .csv or .txt files? Then I can load into Jupyter/Excel and do some regression, correlation analysis. 180 days of ETF data wouldn't cover 2020 March, so might need to change to a different datafeed or a different date of events. This intraday download should do I think, thanks for that!
Date Time Of Last Edit: 2022-03-17 20:31:58
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