Hello,
I am trying to export RTH (regular trading hours) - or read cutom time session for that matter - data for futures from to IB for offline analysis. On the chart, i have daily bars made out of minutes. Now, i need to export RTH daily data. How can I do that? IB daily data is for ETH sessions, and minutes data downloads from IB does not allow to export daily data.
Thank you for your help.
Export RTH (read custom session) daily futures data from IB [SOLVED]
Re: Export RTH (read custom session) daily futures data from
You can choose a session in the symbol properties of the chart.
Screenshot - Chart/Symbol properties
If the session is not already included, you can set a new session in the <Quotemanager> under <Tools ... Session Templates>.
Kind Regards
Ben
Screenshot - Chart/Symbol properties
If the session is not already included, you can set a new session in the <Quotemanager> under <Tools ... Session Templates>.
Kind Regards
Ben
- TJ
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Re: Export RTH (read custom session) daily futures data from
That would not change the daily data from the dataprovider.You can choose a session in the symbol properties of the chart.
Screenshot - Chart/Symbol properties
If the session is not already included, you can set a new session in the <Quotemanager> under <Tools ... Session Templates>.
Kind Regards
Ben
You have to build the custom daily bars by selecting "Build from minutes".
Re: Export RTH (read custom session) daily futures data from
I do not have a problem with the chart. I need to export data. And need RTH daily data to export, which is a custom session data. In otder words, how can one export custom session daily data from MC? Thank you.
- TJ
- Posts: 7745
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2224 times
Re: Export RTH (read custom session) daily futures data from
I do not have a problem with the chart. I need to export data. And need RTH daily data to export, which is a custom session data. In otder words, how can one export custom session daily data from MC? Thank you.
Put the chart on the screen then...
File > Export Data
Re: Export RTH (read custom session) daily futures data from [SOLVED]
@TJThat would not change the daily data from the dataprovider.
You have to build the custom daily bars by selecting "Build from minutes".
Don't you see it ???
If he only has minute data, how he can export them from the <Quotemanager> as 'Daily' data as he wrote :
@alkoI do not have a problem with the chart. I need to export data. And need RTH daily data to export, which is a custom session data. In otder words, how can one export custom session daily data from MC? Thank you.
Code: Select all
Input: Filename("c:\FDAX_Test.txt"), Adj(0), Dec(2), Version("I");
vars: init(true), out_str("");
If Version = "D" then // Export Dily data
begin
If init then
begin
init = False;
FileDelete(Filename);
FileAppend(Filename, "Date, Open, High, Low, Close, Volume" + NewLine);
end;
out_str=elDateToString(Date) + ",";
out_str=out_str + NumToStr(O+Adj,Dec) + ",";
out_str=out_str + NumToStr(H+Adj,Dec) + ",";
out_str=out_str + NumToStr(L+Adj,Dec) + ",";
out_str=out_str + NumToStr(C+Adj,Dec) + ",";
out_str=out_str + NumToStr(Volume,0) + ",";
FileAppend(filename,out_str + NewLine);
End;
If Version = "I" then // Export intraday data
begin
If init then
begin
init = False;
FileDelete(Filename);
FileAppend(Filename, "Date, Time, Open, High, Low, Close, Volume" + NewLine);
end;
out_str=elDateToString(Date) + ",";
out_str=out_str + NumToStr(Time_s,0) + ",";
out_str=out_str + NumToStr(O+Adj,Dec) + ",";
out_str=out_str + NumToStr(H+Adj,Dec) + ",";
out_str=out_str + NumToStr(L+Adj,Dec) + ",";
out_str=out_str + NumToStr(C+Adj,Dec) + ",";
out_str=out_str + NumToStr(Ticks,0) + ",";
FileAppend(filename,out_str + NewLine);
End;
If Version = "T" then // Export tick data
begin
If init then
begin
init = False;
FileDelete(Filename);
FileAppend(Filename, "Date, Time, Close, Volume" + NewLine);
end;
out_str=elDateToString(Date) + ",";
out_str=out_str + NumToStr(Time_s,0) + ",";
out_str=out_str + NumToStr(C+Adj,Dec) + ",";
out_str=out_str + NumToStr(Ticks,0) + ",";
FileAppend(filename,out_str + NewLine);
End;
Kind Regards
Ben
- Attachments
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- dataexport.pla
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