Volume at Price Data for Russell 2K Futures

Discussion in 'Data Sets and Feeds' started by larryj, Oct 9, 2009.

  1. larryj


    It there a place I can download daily volume at price level data for the TF futures. I looked around at: https://www.theice.com but had no luck. Perhaps I didn't look hard enough.

    I simply want to drop the data into Excel and create my own daily histogram. If you're familiar with the Matrix trading window in Trade Station.....I just want to create a simple histogram like that, but with cumulative volume at price date from prior days.