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Date/Time: Mon, 26 Feb 2024 04:32:43 +0000

Post From: Is it possible to download all market depth data for continuous charts?

[2023-08-17 16:13:15]
User370531 - Posts: 37
I would like to create several charts for several symbols (about 10 symbols). For each one, I want to load historical market depth for the last 6 months (max supported by Denali). Currently, the only way I know to do this is to create 1 chart for a continuous 6 months of the symbol, and then separately create a chart for each individual expiration date. Let's say there are 5 expiration dates for the 6 months. I would then scroll back to the beginning of each of the 5 expiration dates and right click to download market depth. Once it's done downloading, I would be able to reload the continuous chart which would then show market depth for all 6 months.

This is time-consuming when needing to do it for several different symbols. Is there a way to achieve this faster?