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.