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historical volume and delta data
Started:November 20th, 2015 (02:26 AM) by mozyrdrew Views / Replies:425 / 3
Last Reply:March 21st, 2016 (03:05 PM) Attachments:0

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historical volume and delta data

Old November 20th, 2015, 02:26 AM   #1 (permalink)
Trading Apprentice
Minsk + Belarus
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historical volume and delta data

Is it possible to find information about volume+delta for 6E futures for 2014-2015 year in txt or csv format for M5 timeframe?

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Old November 20th, 2015, 02:26 AM   #2 (permalink)
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Old November 20th, 2015, 10:32 AM   #3 (permalink)
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This post has been selected as an answer to the original posters question Answer

mozyrdrew View Post
Is it possible to find information about volume+delta for 6E futures for 2014-2015 year in txt or csv format for M5 timeframe?

Several years of historical tick including bid/ask, here:



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Old March 21st, 2016, 03:05 PM   #4 (permalink)
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If you have an account with Interactive Brokers - you can check out this tool to download historical data from IB, without the hassle of having to code it yourself using their APIs...

Interactive Brokers Historical Data Downloader

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