Daily ES downloads

[trend]

Is there a way to download the ES (CME SP500 Emini) daily data (high low open and close) but limit the hours to RTH (9:30 - 4:00 EST) instead of the basically 24/7 hours the contract trades?

I set a time template but when you switch to daily it changes to 24 hour template. Thanks.

[demarcog]

Re: Daily ES downloads

Originally posted by trend
Is there a way to download the ES (CME SP500 Emini) daily data (high low open and close) but limit the hours to RTH (9:30 - 4:00 EST) instead of the basically 24/7 hours the contract trades?

I set a time template but when you switch to daily it changes to 24 hour template. Thanks.

Trend,

I thought that using ES #F=2 was the pit only hours, try it.

Glen