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Direct MessagesDate/Time: Sun, 05 May 2024 13:10:14 +0000
Post From: Data folder revisit
| [2016-02-24 20:46:38] |
| GreyLock58 - Posts: 168 |
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When I download Historical data via "SC Data All Services" I get multiple .dly files per symbol. For example, downloading ES minis march contract will show up as "ESH16.dly","ESH15.dly","ESH14.dly","ESH13.dly",ESH12.dly",ESH11.dly" and so on. Is it possible to combine theses files so that there is just one per contract month?
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