Help Files
The Historical Data Time Series
                  

The combo box at the bottom of the dialog is used to set the time frequency and amount of the historical data to extract.

                

 

FOR DAILY / WEEKLY / MONTHLY / QUARTERLY / YEARLY QUERIES:

 

Select either Last or Date Range from the drop-down list. When selecting "DAILY" and "LAST", you can choose from a number of traded days, weekdays, or calendar days.

  • EXAMPLES for LAST:
    Daily data for the last 60 traded days ending on today


    Weekly data for the last 12 weeks ending on 1/2/2011


    Yearly data for 6 years ending on current year

     
  • EXAMPLES for DATE RANGE:

    Monthly data from 7/2008 to current month


    Quarterly data for the current quarter only

     

FOR CONTRACTS MONTHLY QUERIES:

A "Contracts Monthly" query will query monthly data based on a contract's Expiration Date versus the calendar month used in a Monthly query. For example, NYMEX Crude Light expires on the 22nd. "Contracts Monthly" defines the month as the 21st-22nd (versus the 1st-end of a calendar month).

Select either Records Back or Date Range from the drop-down list.

  • EXAMPLES for RECORDS BACK:

    Contract Monthly for 12 contracts ending on the current month.

     


FOR INTRADAY QUERIES:

Enter the number of bars and the minute aggregation.

  • EXAMPLES:

    50 bars with 15 minute aggregation

    120 bars with 30 minute aggregation


     

FOR SEASONAL QUERIES:

  • Enter the time frame (Daily/Weekly/Monthly), a date range, and the year or years. When setting the date range, click on the date to display a calendar (select the day/month from the calendar).
  • When entering the year, one, two and four-digit years are acceptable. Enter multiple years separated either by commas, spaces, or semi-colons. (7,08,2009,10 = 2007, 2008, 2009, 2010)
    • EXAMPLES:

      Daily from 08/01 to 12/31 for years 05 06 07 (extracts 2005, 2006, 2007)


      Weekly from April to June for years 2008; 2009


      Monthly from June to September for years 0,1,2,3,4,5 (extracts from 2000 - 2005)