The Market (M) files are individual files for each market contained with a single event. The Event (E) file is a single file containing all Market changes across the whole event interleaved in published time order. Download the File Type (M) Market data OR (E) Event data files ONLY- using the custom download data filter.You can find this under Download data on the My Datapage. Use the custom Data Download option - to download the specific data you need and reduce the download size.Make use of historical data sample code - Sample code for Python and a simple Excel/VBA workbook sample application is available and published here.Use the Historical Data API - if you are downloading a large number of purchased data sets & need to automate the process - see API docs via.Download a single month worth of data at a time - not the whole date range in a single download.
Please refer to the tips below for the most efficient way to download purchased historical data.
