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How to Export Data From Tradestation

1) Create an intraday chart with NO indicators on the chart. I create a special workspace to hold long term historical charts that are used only for saving historical data.

 

2) RIGHT click in the black area of the chart and choose format symbol:

 

3) If necessary change the settings to match the settings below but note that the settings for time frame might be different for your needs. The Last Date should always be today's date. You may not get 20 years of data but this will insure that you get all the intra day data that is available.

 

4) After the data has downloaded (the "P" icon for pending data in the corner of the chart will disappear. Go to the view dropdown menu and choose "DATA WINDOW".

 

5) From the Data Window, click on the save icon as shown below:

 

 

6) If this is the first time you have exported data, you will need to choose a directory into which to save the data and also give the data a file nave so it can be identified. I had previously saved data for all the emini index futures and so the file names are already in the directory. I just choose to overwrite the previously saved data which is how I update the data as time goes by.

 

7) Now go to TradersStudio and use the data manager to add the data links for this new historical intraday directory. Also set or import the data universe for all the symbols in the intraday directory. Now you are ready to run tests on portfolios in TradersStudio using intraday data from TradeStation.

 

 

 

 

 

 

 

 

 

 

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