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Thread: Historical Market Profile Data for ES, YM, and ER2
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Old 02-17-2007, 09:38 AM
keymoo keymoo is offline
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Re: Historical Market Profile Data for ES, YM, and ER2
Quote:
ant
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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

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