Support Board
Date/Time: Mon, 02 Mar 2026 12:12:43 +0000
Post From: Recording vs. downloading historical market depth data
| [2026-01-15 20:45:50] |
| curious16 - Posts: 36 |
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Did I misunderstand your last message? Where you said you have data "going back 6 months" I read this as 6 months of history for every contract including expired contracts. Is this meant to be "6 months back from now", i.e., there will be some data for ESZ25, ESU25 but no data for ESM25? If that is the situation, the only way to get data for back-testing beyond 6 months is to download current contracts and store the depth data locally. If you can make older depth data available on a separate server that would be really helpful.
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