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Old 02-16-2007, 06:16 PM   #1
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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, 251 views)
File Type: xls YM.xls (78.5 KB, 131 views)
File Type: xls ER2.xls (86.0 KB, 92 views)

Last edited by ant; 02-16-2007 at 06:20 PM.
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Old 02-16-2007, 06:42 PM   #2

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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.
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Old 02-16-2007, 09:18 PM   #3

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Re: Historical Market Profile Data for ES, YM, and ER2

Ant thank you very much! This info is invaluable
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Old 02-17-2007, 10:38 AM   #4

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Re: Historical Market Profile Data for ES, YM, and ER2

Quote:
Originally Posted by ant »
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.

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Old 02-21-2007, 10:29 PM   #5

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Re: Historical Market Profile Data for ES, YM, and ER2

Quote:
Originally Posted by keymoo »
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...
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Old 03-11-2007, 04:26 PM   #6

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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
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Old 10-20-2010, 06:07 AM   #7
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Re: Historical Market Profile Data for ES, YM, and ER2

does anyone still look at this thread? thanks,
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