I often run instruments that do not have, or provide, historical backfill but that do provide session data in real time. It would be nice if we were able to save historical data for specific instruments. I think the option right now is to save historical data for all instruments, or none. Saving data for all the instruments can eat up a lot of space. The ability to save only specific instrument data would be really helpful. For example, say I wanted to only save wheat data or soy bean intraday data but nothing else.
Thank you.
Comment