ASCII Data Example

Graphical Analysis

RTH British Pound All Sessions Data on 5 Minute Bar

This 24hr All Sessions British Pound example was run on 5 minute bar. You can see we included Unadjusted Close, Spread and Cumulative Spread as extra columns in the run. We set the start and end times to 07:20-14:00, which were the old BP pit trading hours in Chicago. We can see the first bar of the day timestamped at 07:20, and if we net the cumulative spread against the unadjusted close, we see that this equals the closing value on the bar, confirming data integrity.

Notice we also included a column where we can see the underlying contract name, which is a helpful aid to some traders.

You can set Local or Exchange times to suit your needs, format any date and timestamp and rearrange the column order to suit.

Data Example In ASCII Format