How To Download 1000 daily bars

[aston]

Hi,

(1) How do I download say 1000 daily bars on any stock XYZ and also on an instrument like QQQ.

I tried equity RTH time template with following Parameters but it did not work.

Type = User Defined

Interval = D

# Days = 1000

Tried Automatic Start/End times box checked as well as unchecked.


(2) what parameters should I fill in to download 60 days of 15 minutes intraday data on a GLOBEX symbol like NQ U3 or ES U3? Again I tried various combinations but didn’t have much luck.

(3) In order to download 60 days of intraday data ( e.g.15 Minutes Bars ) on say 25 futures symbols do I need to make 25 separate time templates one for each symbol or is there a better way to do it?

Please attach an illustration snapshot if possible.

Thanks
Aston

[dloomis]

Did you try

Tools, Data Export

Probably need to have the data in the chart first, meaning you will have to scroll back in time to get the data to fill for prior days.

I dont think there is 1000 days of data on file, but I could be wrong.

[ACM]

Aston

1) The fastest way is to set up a User Defined type with D as interval and 1000 as #Days (or more if needed).
FWIW I just requested 4000 bars and got back 2740 which is presumably all the daily data there is available (approximately 10 years in fact)
In the case of QQQ I am not sure that there is more than 1000 days (ie 5 years approximately) of historical data



2) In the Time Template select User Defined, 15 as Interval and 60 as #Days. Leave the Start/End Times blank or use 0:00 and 24:00 if you want all sessions else 9:30-16:15 EDT (or equivalent if in different time zone) if you want RTH only.
Then remember to click first Add/Update before you click OK or hit Enter as otherwise it will not apply the settings.

3) If the futures all have the same Start/End time (for example they are all SSF) then the same Time Template applies to all. Otherwise you are better off checking Automatic Start/End Times and the program will try to match the RTH for each symbol.
The alternative is to create Time Templates for groups of similar futures (treasuries, grains, equities, etc)

Alex