I downloaded, every day, the data of Market Replay from the "Control Center\File\Utilities\Download Replay Data..."
I have recorded the data, of the ES 09-14, ES 12-14 and ES03-15, of Market Replay until today. Is possible to transform it a continuum index? If is possible how do I do?
The data recorded are about 24 hours, but strategy work between 9:00 and 16:00 from Monday to Friday. Is possible to filter the data of the Market Replay only for this time in these days?
Thanks..
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