Does anyone get their data from CQG's API? That have an excel sheet that does a pretty good job. I really want to start collecting minute data for ~500 stocks and ~10 futures. I have access to the data, but no great way to get it out. Anyone know of a program that I could run end of day that would get the data without me having to enter every stock by hand? Entering them all at once doesn't work because the sheet craps out with anything over ~ 5 stocks. Thanks for any advice/help.