Date/Time: Thu, 30 Nov 2023 01:34:20 +0000
Is it possible to download all market depth data for continuous charts?
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|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?
|John - SC Support - Posts: 27353|
The way you specify having to do this is the only way to do it.
Keep in mind that you should only have to do this once, as you will continue to get the new data for the current contract, which will then show up as you rollover to the new ones.
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