Salt Lake City, UT
Experience: Intermediate
Platform: SC, NT, MT
Broker: AMP
Trading: NQ ES YM Bonds
Posts: 265 since Mar 2010
Thanks Given: 50
Thanks Received: 386
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I have access to historical data, but not what I'm looking for. I use NT and can see my trades - entry time, exit time, volume, and entry mode (long/short)
Is there anyway to obtain this level of data for some period of time for a given market such as the 6E or Emini?
I see that the CME offers MarketDepth data and provides very detailed XML structure. It may be within all the market data available.
Anyone have any ideas how I can obtain the data I'm looking for?
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