Hello!
As I understand, the history of futures (example:6A U0) is downloading as last prices. Is it real to download history of bid/ask bars? Or it can be done only by downloading TimeAndSales history and build bars from this data?
Sorry for my english, if something not clear I can comment.
As I understand, the history of futures (example:6A U0) is downloading as last prices. Is it real to download history of bid/ask bars? Or it can be done only by downloading TimeAndSales history and build bars from this data?
Sorry for my english, if something not clear I can comment.
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