How to create a Range-Bar database


I am using a DTN 1M ES Tick database that gives me a 1500 range-bar history (a couple of days).

Being new to range-bars I might be missing something… but is there anyway to create a “Range-Bar database” that contains only range-bars and would give me more data history?

I understand that this would be ultimately limited by the number of ticks DTN can provide.


Database Settings only offers Tick and time-based intervals, so your only option is to use tick database if you want to use range bars.

1 Like

Thank you Kuba,

Yes, but I thought that perhaps someone had made a breakthrough… it would probably have to be a DLL that processes the data as it is received from DTN…

Have a great day!