Historical Market Profile Data for ES, YM, and ER2

[ant 10]

Per request, I am attaching historical Market Profile data (UVA, POC, and LVA) for the ES, YM, and ER2. Note that the MP data is based on market hours of 9:30am to 4:15pm EST (even for the YM). Using the Tradestation database, the data goes back to the years 2001/2002.

ES.xls

YM.xls

ER2.xls

[Soultrader 12]

Thank you ant for this data. I really need to learn how to do this in TS.

[MrPaul 10]

Ant thank you very much! This info is invaluable:cool:

[keymoo 10]

Per request, I am attaching historical Market Profile data (UVA, POC, and LVA) for the ES, YM, and ER2. Note that the MP data is based on market hours of 9:30am to 4:15pm EST (even for the YM). Using the Tradestation database, the data goes back to the years 2001/2002.

 

Ant this is awesome. The Date field seems to be messed up, could you repost the files with the Date column formatted right? I can't work out the dates. Or if there's an algorithm I need to apply to the date, let me know then I can import it into my db.

 

Thanks

[Samurai 10]

Ant this is awesome. The Date field seems to be messed up, could you repost the files with the Date column formatted right? I can't work out the dates. Or if there's an algorithm I need to apply to the date, let me know then I can import it into my db.

 

Thanks

 

 

Keymoo, you can simply place your cursor on the line that separates Column A and Column B (top row) and double-click...that will resize the columns and show all data...

[rick terrell 10]

Soultrader helped me with the (eld) download to TS so i could see Market profile in real time. Real time i now have a chart which depicts 30 minute auctions, and a chart which depicts daily auctions. I can only get my daily to go back and retrieve 5 days of historical data. Does anyone know to make an adjustment , that will enale me to go back further than 5 days on the daily auctions? thanks alot, rick terrell

[rt1 10]

does anyone still look at this thread? thanks,