Historical Market Profile Data for ES, YM, and ER2 - Traders Laboratory

Go Back   Traders Laboratory > Technical Laboratory > Market ProfileŽ

Market ProfileŽ Are you a market profile trader? Post here.

Reply
 
LinkBack Thread Tools Display Modes
  #1 (permalink)  
Old 02-16-2007, 05:16 PM
ant's Avatar
ant ant is offline
ant has no status.

 
Join Date: Sep 2006
Posts: 293
Thanks: 0
Thanked 3 Times in 1 Post
Historical Market Profile Data for ES, YM, and ER2

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.
Attached Files
File Type: xls ES.xls (96.0 KB, 102 views)
File Type: xls YM.xls (78.5 KB, 66 views)
File Type: xls ER2.xls (86.0 KB, 53 views)


Last edited by ant; 02-16-2007 at 05:20 PM.
Reply With Quote
  #2 (permalink)  
Old 02-16-2007, 05:42 PM
Soultrader's Avatar
Soultrader is focusing on discipline.

Trader Specs
 
Join Date: Aug 2006
Location: Tokyo, Japan
Posts: 3,119
Thanks: 137
Thanked 411 Times in 177 Posts
Send a message via Skype™ to Soultrader
Re: Historical Market Profile Data for ES, YM, and ER2

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

__________________
James Lee
TradersLaboratory.com
-----------------------------
Empowering traders with knowledge.

Please support TL by visiting our sponsors. Thanks!
Reply With Quote
  #3 (permalink)  
Old 02-16-2007, 08:18 PM
MrPaul's Avatar
MrPaul has no status.

Trader Specs
 
Join Date: Sep 2006
Location: Texas
Posts: 387
Thanks: 28
Thanked 58 Times in 19 Posts
Send a message via AIM to MrPaul
Re: Historical Market Profile Data for ES, YM, and ER2

Ant thank you very much! This info is invaluable

Reply With Quote
  #4 (permalink)  
Old 02-17-2007, 09:38 AM
keymoo has no status.

Trader Specs
 
Join Date: Jan 2007
Location: Bedford, UK
Posts: 112
Thanks: 0
Thanked 0 Times in 0 Posts
Send a message via MSN to keymoo Send a message via Skype™ to keymoo
Re: Historical Market Profile Data for ES, YM, and ER2

Quote:
View Post
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

Reply With Quote
  #5 (permalink)  
Old 02-21-2007, 09:29 PM
Samurai's Avatar
Samurai has no status.

 
Join Date: Jan 2007
Posts: 4
Thanks: 0
Thanked 0 Times in 0 Posts
Re: Historical Market Profile Data for ES, YM, and ER2

Quote:
View Post
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...

Reply With Quote
  #6 (permalink)  
Old 03-11-2007, 03:26 PM
rick terrell has no status.

 
Join Date: Dec 2006
Posts: 1
Thanks: 0
Thanked 0 Times in 0 Posts
Re: Historical Market Profile Data for ES, YM, and ER2

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

Reply With Quote
Reply


Currently Active Users Viewing This Thread: 1 (0 members and 1 guests)
 
Thread Tools
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off
Trackbacks are On
Pingbacks are On
Refbacks are On
Forum Jump

Similar Threads
Thread Thread Starter Forum Replies Last Post
Market Profile Key Terms Soultrader Market ProfileŽ 8 08-19-2008 05:55 PM
Market Profile Strategies ant Trading Articles 8 05-25-2008 12:47 PM
Market Profile Slides from CBOT Soultrader Market ProfileŽ 0 01-11-2007 08:28 AM
Market Profile Question Stockaddict Market ProfileŽ 3 11-22-2006 08:06 AM
Market Profile Structures Labcast Market ProfileŽ 0 08-07-2006 05:09 AM


All times are GMT -4. The time now is 05:24 PM.

 


1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76