I have TOS running I see only Daily charts going back in time I use IB and this TOS has a lot to it.. where do you see the data ? Thanks
You can go back to any day, then any hour in that that and then to any minute in that hour and actually to any second in that minute. So select the day and the time and the market will either stream live from that time forward or you can freeze the time at that particular second. It's pretty straightforward.
Thanks found a spot I actually need all minute data from 2006 to date with volume ttehn export to a file txt
OK, let me throw you another bone here. Just trying to be a value add here. The NG market has gone through dramatic changes the last 5 years and the market fundamentally changed. I think you need to take that into consideration. When looking at historical stock data this is not so much a concern, but with energy it's a huge concern because it changes the volume flow, the pricing structure, the players in the market, etc. So just keep that in mind as you analyze historical data.
agree, data relevant from about 2005 to date electronic trading but statistics dont change they are either with you or against
Could you explain ? i say if volatility is a "xx" and I want to trade a certain way and the probabilities are in my favor from some interesting averages I use and coupled with time in and out of market -whats your point to ?
The NG market has gone through dramatic changes the last 5 years and the market fundamentally changed. I think you need to take that into consideration. Market changed due to takeovers Exxon entering market in big way, and shale in general, then players arnold retiring bill perkins going out on his own. Much lower vol overall in ng versus pre shale (prior to weather issues and hedge funds rediscovering ng and making it a hot market the past 6 months). system guys just don`t get that historical data for most markets is just not going to lead to the same results that their analysis predicts: Even equities crap is garbage pre hft and qe, you have to analyze historical data in shorter time frames when the drivers of those markets were the same - i.e. markets evolve and devolve all the time.
agree with fact you point out that in all newspapers I am interested in Volatility, volume not a problem, 50 lots 100 here and there goes unoticed