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historical volume and delta data


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historical volume and delta data

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  #1 (permalink)
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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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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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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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March 21, 2016


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