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Searching for entries matching historical, looking in keywords for any words
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Market Depth Historical Graph

MDHG for Sierra Charts with volume profile histograms, VAH/VAL/VPOC (Current version = 1543) This was posted at the SC support board and I modified it.

There are two studies hidden, they can both be enabled if so desired. One is a different trade indicator study and the other is a volume study in region 2.

This was initially made for /CL and I'm using it for /ES.

The Volume profile value areas may not be precise, I'm more accustomed to MP, although the VPOC does appear to be accurate.

The large volume trade indicator will need to be adjusted to whatever suits the trade levels the end user likes to see.

I personally have remove the DOM depth, it can be disabled/enabled via Trade > Show Depth

Category The Elite Circle

Details: Market Depth Historical Graph
Category: The Elite Circle

April 18th, 2017
Size: 88.41 KB
Downloaded: 469 times

Keywords: depth graph historical market profile sierra volume charts

Downloading IB quotes with R

Ok, not very MatLab, but MatLab, R, ...
This simple script download historical data from IB (360 days, 1 minutes bar) for all SP500 stocks, without risking the "Pace violation ..." from IB. The files are wrote in the user home directory.

Category Matlab Functions (hidden)

Details: Downloading IB quotes with R
Category: Matlab Functions (hidden)

May 17th, 2010
Size: 3.16 KB
Downloaded: 274 times

Keywords: ib tws r historical

Continuous Minute Data for 6E CL ES from 2000-2009

Continuous Minute Data for 6E CL ES from 2000-2009 exported from TradeStation.

ES from 2000, CL & Euro slightly less

20100106 - There was an error in the CL data that I just corrected (invalid open).

Category The Elite Circle

Details: Continuous Minute Data for 6E CL ES from 2000-2009
Category: The Elite Circle

January 5th, 2010
Size: 47.83 MB
Downloaded: 625 times

Keywords: data continous contract minute historical