Support Board

Date/Time: Sun, 19 May 2024 15:33:00 +0000

Post From: Download Continuous ES Historical Data (with real Bid/Ask Volume a.k.a footprint data)

[2024-03-30 02:11:04] Link To Thread - Link To Post [Go To First Post]
User277666 - Posts: 3
I am trying to get a full download of ES continuous data for multiple contracts. I want to see 1 minute data with the actual volume traded at bid and ask for each bar. So each row would be: Date/Time, Open, Close, High, Low, Total Volume, Bid Volume, Ask Volume. My issue is that I have my chart set to continuous, and I can see all the previous contracts. But, I can't figure out how to export the data all at once. And even when I do export, it brings in the current contract with incorrect bid/ask volume. Most lines just show this part as 0s and 1s. I want to see the actual size of the executed orders. Want to backtest a strategy. Please assist. Date Time Of Last Edit: 2024-04-01 01:46:53