Extracting OHLC data from trading platforms


Hello Everyone,

I am looking for a data provider who can provide the live OHLC data or a brokerage platform in which I can extract the OHLC live data in excel for 1 hr, 15 min, 5 min TFs for any stock or a future. I am looking specifically for CL. Is it possible?  Your input will be much appreciated . I am with TOS and it does not have that facility.

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Posted by (Questions: 29, Answers: 40)
Asked on June 25, 2019 3:50 pm
I'm going to update the question title to "Extracting OHLC data from trading platforms". When I do this it will break the URL link to this question. I will email you the new URL in case you are unable to find this question under your profile page.
( at June 25, 2019 5:35 pm)
Private answer

Otherwise known in the industry as "Historical Data". There are a few data providers out there. One that I used about 10 years ago is called "Premium Data":


However there are several trading platforms out there that also provide for extracting historical data from their charts.

TradeStation is one. For details just enter this in your preferred search engine: "tradestation extract historical data"

Sierra Chart is another. For detail just enter this in your preferred search engine: "sierra chart export historical data"

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Posted by (Questions: 37, Answers: 2843)
Answered on June 26, 2019 12:23 pm
Thank you Pete. I believe that you already have answered what I am going to ask you is but wanted to confirm it. In TradeStation platform will I be able to extract the continuous live OHLC data for smaller timeframes or just after the day ends? Thank you.
( at June 29, 2019 10:36 am)
Those details are best answered by doing that Google search I recommended in my answer. I have done so in the past. However it's best if you research that on your own.
( at June 29, 2019 1:12 pm)
I've used Alphavantage to feed a python system. it has worked well for me. https://www.alphavantage.co/
( at May 15, 2020 5:23 am)