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Direct MessagesDate/Time: Tue, 07 May 2024 19:44:06 +0000
Download Continuous ES Historical Data (with real Bid/Ask Volume a.k.a footprint data)
View Count: 111
| [2024-03-30 02:11:04] |
| User277666 - Posts: 3 |
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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
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| [2024-04-01 01:47:20] |
| User277666 - Posts: 3 |
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bump
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| [2024-04-01 01:50:37] |
| Sierra_Chart Engineering - Posts: 14260 |
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Not sure why you are having an issue. Refer to this command: Edit Menu: Edit >> Export Bar Data to Text File Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-04-01 02:16:36] |
| User277666 - Posts: 3 |
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Weird - I tried that 5 times yesterday with no luck. Tried it again today and it worked perfect. Thanks!
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