[ts-gen] Getting historical data outside regular hours ? (futures contracts)
sam
sam_backtester at yahoo.fr
Thu Sep 18 07:07:49 EDT 2008
Hi.
I've been finaly able to get some historical datas from my favorites european futures contracts, but I'm note able to get historical outside the "regular hours".
An example with the YM:
....................
31026|45829| 970431982|3| 1| 1|20080825 20:10:00|11392.0|11392.0|11381.0|11384.0|856|11387.0|false|FUT:ECBOT:YM:20080918:
31026|45829| 970432005|3| 1| 1|20080826 13:30:00|11397.0|11402.0|11345.0|11346.0|5097|11376.0|false|FUT:ECBOT:YM:20080918:
....................
lot of lines...
....................
31026|45829| 970435806|3| 1| 1|20080827 20:10:00|11474.0|11504.0|11470.0|11502.0|1014|11490.0|false|FUT:ECBOT:YM:20080918:
31026|45829| 970514730|4|110| 0|# |4|110|0|event: history insert|(48192, 7, 20080820 13:30:00 -- 20080827 20:10:00)|
....................
Any idea ?
Thx.
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