I want to download ES market replay for several months. I know I need to do this for 1 day at a time. What symbols do I use for the different contracts to download?
Thanks
Thanks
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Hello chartish,
Thank you for the post.
You must select the contract expiry that applies for the day of data that you are downloading. For example, if I wanted to get the first day of the beginning of the ES 09-18 contract, I would enter June 7th, 2018, and enter "ES 09-18" in the instrument field. If I wanted the first day of the previous contract, I would enter March 08 2018 and enter ES 06-18.
Please let me know if I can assist further.
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