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Time Templates for Tick Data

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  • Time Templates for Tick Data

    I have read a number of posts stating that trading hour restrictions in time templates do not work for tick charts, but have not seen whether, and if so how, it is possible to chart tick data for only regular trading hours. Is there a work around that does not use Time Templates? Thanks.

  • #2
    madison
    At this time tick based charts (ie tick bars, volume bars, price-change bars and seconds bars) can only be downloaded in segments of 1 whole day.
    There are some futures symbols available as regular trading hours only. These are defined by an =2 extension in the symbol (for example ES H5=2)
    Alex

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