Historical Data Queries

Hello. I’m a career analyst (not a developer) and I’m sorry if this isn’t the correct forum to address the following question. Is there a way to query historical data to identify timeframes in which a chart/indicator met specific criteria? I’m looking for a way to…

Example 1: Produce a CSV with one row for each date & time the ES’s 1-min volume chart exceeded 5,000 contracts during the month of March, 2020.

Example 2: Produce a CSV with one row for each date & time the ES’s Cumulative Delta increased by at least 1,000 (on a 30-sec chart) during months of February - March.

If the answer to the above is “connect to Tradovate’s API and learn JavaScript,” that’s fine. I just need to know that’s the answer and there’s no other way. :slight_smile:

Hello @ft4eare,

Although you are able to export CSVs for your own activity using Account Reports, I doubt that this will suit your needs. You could observe that data using the Trader App as well (in market replay mode), but to record it in CSV format you would need to tap into our REST API and write an application to filter out and record those values manually.
(P.S. exporting Account Reports is not supported for market replay, just in case anyone suggests it.)

Here is a document that will walk you through the process of gaining access to the API, if that’s the path you choose to pursue.

Please feel free to post any questions you have regarding API use here!

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Thank you for taking the time to reply @Alexander …I’ve been able to navigate most of the samples on github.com/tradovate. Excited to learn more!

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