Where can I find/view historical on-exchange transactions in detail? - futures io
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Where can I find/view historical on-exchange transactions in detail?


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Where can I find/view historical on-exchange transactions in detail?

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  #1 (permalink)
HIasfcuk
Hilo, Hawaii
 
 
Posts: 2 since May 2022
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Iíd like to review & cross-check some data. Iíve got a pretty extensive list, but Iím not really sure where to begin.

I suppose itís probably best to start small & specific.

Where would I be able to see a list of each on-exchange transaction + timestamp for MESU2022 that occurred on June 21, 2022 between 7:15am & 7:17am CT (UTC -5)?

This information is not available anywhere on TradingView that I know of and I haven't been able to find it on the CME Group website.

Thanks in advance.

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  #2 (permalink)
 tr8er 
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HIasfcuk View Post
Iíd like to review & cross-check some data. Iíve got a pretty extensive list, but Iím not really sure where to begin.

I suppose itís probably best to start small & specific.

Where would I be able to see a list of each on-exchange transaction + timestamp for MESU2022 that occurred on June 21, 2022 between 7:15am & 7:17am CT (UTC -5)?

This information is not available anywhere on TradingView that I know of and I haven't been able to find it on the CME Group website.

Thanks in advance.

I've no idea what you want to do with this data and I've no idea how TV works, if I want to know what happend at a specific date and time I open a Time&Sales window

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  #3 (permalink)
 SMCJB 
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Houston, TX
 
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HIasfcuk View Post
Iíd like to review & cross-check some data. Iíve got a pretty extensive list, but Iím not really sure where to begin.

I suppose itís probably best to start small & specific.

Where would I be able to see a list of each on-exchange transaction + timestamp for MESU2022 that occurred on June 21, 2022 between 7:15am & 7:17am CT (UTC -5)?

This information is not available anywhere on TradingView that I know of and I haven't been able to find it on the CME Group website.

Thanks in advance.

https://datamine.cmegroup.com:443/

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  #4 (permalink)
HIasfcuk
Hilo, Hawaii
 
 
Posts: 2 since May 2022
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I appreciate you taking the time to respond & share that.

Unfortunately, it looks like the only way to access the data I'm looking for at the link on the CME Group site above is to go through an account sign-up process (which looks like it was meant for much bigger fish than me) and then pay for each bit of data that I need. I'd like to avoid both of those steps, if possible.

The Time & Sales window mentioned by @tr8er I see in Tradovate doesn't scroll back far enough to make it an option. It'd probably take me 2-3 hours of scrolling just to reach 10:30 am CT of the most recent session, if it's even possible to get that far back by now.

Is there really no possible way to see recent historical data like this without paying for it?

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  #5 (permalink)
 SMCJB 
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Houston, TX
 
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HIasfcuk View Post
Is there really no possible way to see recent historical data like this without paying for it?

Find a kind giving soul that has access to the data and doesn't mind sharing it with a complete stranger.

@artemiso

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  #6 (permalink)
 tr8er 
Market Wizard
Europe
 
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Trading: ES, CL, 6E, 6B
 
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This are 2 examples what I can see on [email protected]

1 Picture are the last 30 seconds of the period (it is European time, so it should match with yours) you want to see, the other picture are the 2 min you want to see, but with an 5 contract filter (equal or greater 5)

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Last Updated on June 24, 2022


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