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OHLCV Daily Data
Updated February 21, 2010
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OHLCV Daily Data
February 21st, 2010, 10:43 AM
SE-Asia
Experience: Intermediate
Platform: NinjaTrader
Broker: Amp
Trading: ES
Posts: 151 since Jun 2009
Thanks Given: 66
Thanks Received: 124
Does anyone have a csv file with Open, High, Low, Close, Volume for ES mini from 12/2008 to update. Daily data only. Got missing dates on mine.
Thanks
Can you help answer these questions from other members on NexusFi?
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February 21st, 2010, 10:48 AM
Manta, Ecuador
Site Administrator Developer Swing Trader
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,322 since Jun 2009
Thanks Given: 33,143
Thanks Received: 101,477
Here is 09/17/2009 to present, minute data. Exported from NT. I'm thinking NT can convert it to daily bars, not sure.
Mike
Attached Files
Elite Membership required to download: ES ##-##.Last.zip
February 21st, 2010, 10:58 AM
Manta, Ecuador
Site Administrator Developer Swing Trader
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,322 since Jun 2009
Thanks Given: 33,143
Thanks Received: 101,477
Oh, oops sorry - you wanted 2008. So here is 9/18/2008 to present, should cover ES 12-08 contract to present. Minute data, exported from NT. I think it can build daily bars on it.
Mike
Attached Files
Elite Membership required to download: ES ##-##.Last.zip
February 21st, 2010, 11:02 AM
SE-Asia
Experience: Intermediate
Platform: NinjaTrader
Broker: Amp
Trading: ES
Posts: 151 since Jun 2009
Thanks Given: 66
Thanks Received: 124
Big Mike
Oh, oops sorry - you wanted 2008. So here is 9/18/2008 to present, should
cover ES 12-08
contract to present. Minute data, exported from NT. I think it can build daily bars on it.
Mike
Thank you, your fast:-)
February 21st, 2010, 12:09 PM
SE-Asia
Experience: Intermediate
Platform: NinjaTrader
Broker: Amp
Trading: ES
Posts: 151 since Jun 2009
Thanks Given: 66
Thanks Received: 124
Prtester
File too Big too manage with excel I manage to find more data just missing HLOCV Daily ES for Dec 15/2008 to Dec 31/2008 and from 1/1/2010 up to day
Thanks mike for the effort :-)
February 21st, 2010, 01:25 PM
New Brunswick, NJ
Experience: Intermediate
Platform: N/A
Trading: N/A
Posts: 133 since Jun 2009
Thanks Given: 46
Thanks Received: 157
Here you go... No adjustment during roll-overs.
Attached Files
Elite Membership required to download: ES_NON.zip
February 21st, 2010, 02:13 PM
SE-Asia
Experience: Intermediate
Platform: NinjaTrader
Broker: Amp
Trading: ES
Posts: 151 since Jun 2009
Thanks Given: 66
Thanks Received: 124
thatguy
Here you go... No adjustment during roll-overs.
Thank You :-)
Last Updated on February 21, 2010