I'm looking to capture all values.......not just the high/low/open/close.
I'm talking about the symbol, the contract month, the contract year (if its a future).
For example if I'm trading Oil futures, I want to capture the following and send to an excel file (or any file output):
-symbol name CL 03-14 (Crude oil, March 2014 contract)
-high of the previous formed bar (98.50, for example)
-low of the previous formed bar (98.25, for example)
so the following values would be sent to my output file:
CL 03-14
98.50
98.25
Please let me know where I can find such documentation on capturing and referencing previously formed bars.
Thank you.
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