I'd like to know how Nasdaq futures traded during similar trading days historically or when facing economics releases like Payrolls and FOMC.
I use Tradingview. Are they able to identify similar historical trading days and assemble them for comparison? I don't think they do but I'd love to be wrong about that.
Most trading software does that since the data is aligned longitudinally by security. The data set of interest to me aligns the data cross-sectionally; each trading day is a separate callable entity, not strung together as a sequence of trading days. That way I could compare NQ for all days when there was a Payroll number or an FOMC meeting. I've built that data set and suspect others have too but I wonder if some of the specialized trading services have offered such a product.