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» Daily historic data on @ES#C
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| Author | Topic: Daily historic data on @ES#C (3 messages, Page 1 of 1) |
 markmm -Interested User- Posts: 19 Joined: Feb 28, 2011 |
Posted: Feb 18, 2013 02:47 PM
Msg. 1 of 3
Hi folks,
Is the daily historic data open close etc based on pit hours or full globex trading hours (i..e almost all day)? If it is all day is there anyway to get daily HLOC data from 9:30-16:15? |
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DTN_ToddH -DTN Guru- Posts: 287 Joined: Oct 6, 2011 |
Posted: Feb 18, 2013 02:57 PM
Msg. 2 of 3
Hello Markmm,
The daily data for @ES#C is based on the full globex hours. To do what you want, you would need a way to create your own sessions in your software and request the information from the minute data. |
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markmm -Interested User- Posts: 19 Joined: Feb 28, 2011 |
Posted: Feb 18, 2013 03:06 PM
Msg. 3 of 3
Ok thanks Todd, I will look into that solution.
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