-

.gitignore

@@ -0,0 +1,4 @@
+/downloads
+/session
+dist
+node_modules

.vscode/settings.json

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+{
+  "[javascript]": {
+    "editor.defaultFormatter": "esbenp.prettier-vscode"
+  },
+  "[json]": {
+    "editor.defaultFormatter": "esbenp.prettier-vscode"
+  },
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+  },
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+  },
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+  "prettier.arrowParens": "avoid",
+  "prettier.singleQuote": true,
+  "prettier.trailingComma": "es5"
+}

README.md

@@ -0,0 +1,3 @@
+```bash
+pnpm build && pnpm start
+```

package.json

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+{
+  "name": "tradingview-csv-downloader",
+  "private": true,
+  "main": "index.js",
+  "scripts": {
+    "build": "npx tsc",
+    "clean": "rm -rf ./dist",
+    "start": "node ./dist/main.js"
+  },
+  "type": "module",
+  "packageManager": "pnpm@10.30.2",
+  "devDependencies": {
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+    "typescript": "^5.9.3"
+  },
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+  }
+}

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+    dependencies:
+      cliui: 8.0.1
+      escalade: 3.2.0
+      get-caller-file: 2.0.5
+      require-directory: 2.1.1
+      string-width: 4.2.3
+      y18n: 5.0.8
+      yargs-parser: 21.1.1
+
+  yauzl@2.10.0:
+    dependencies:
+      buffer-crc32: 0.2.13
+      fd-slicer: 1.1.0
+
+  zod@3.25.76: {}

src/main.ts

@@ -0,0 +1,207 @@
+import fs from 'node:fs';
+import path from 'node:path';
+import process from 'node:process';
+import readline from 'node:readline/promises';
+import { setTimeout } from 'node:timers/promises';
+import puppeteer from 'puppeteer';
+
+enum Month {
+  JAN = 0,
+  FEB = 1,
+  MAR = 2,
+  APR = 3,
+  MAY = 4,
+  JUN = 5,
+  JUL = 6,
+  AUG = 7,
+  SEP = 8,
+  OCT = 9,
+  NOV = 10,
+  DEC = 11,
+}
+
+// prettier-ignore
+// 0-indexed
+const cmeMonthCode = ['F', 'G', 'H', 'J', 'K', 'M', 'N', 'Q', 'U', 'V', 'X', 'Z'];
+
+// m & d are 0-indexed
+function toDateStr(y: number, m: number, d: number) {
+  const pad2 = (x: number) => x.toString().padStart(2, '0');
+  return `${y}${pad2(m + 1)}${pad2(d + 1)}`;
+}
+
+// expMonth is 0-indexed
+function toTradingViewFutureSymbol(
+  symbol: string,
+  expYear: number,
+  expMonth: number
+) {
+  return `${symbol}${cmeMonthCode[expMonth]}${expYear}`;
+}
+
+const tvFutSymbol = toTradingViewFutureSymbol;
+
+async function waitForEnter(prompt = 'press ENTER to continue...') {
+  const rl = readline.createInterface({
+    input: process.stdin,
+    output: process.stdout,
+  });
+  await rl.question(prompt);
+  rl.close();
+}
+
+async function loading(page: puppeteer.Page) {
+  for (let i = 0; i < 2; ++i) {
+    await page.waitForFunction(() => {
+      return Array.from(document.querySelectorAll<HTMLElement>('span')).every(
+        (el: HTMLElement) => {
+          const classes = Array.from(el.classList);
+
+          const isLoader = classes.some(c => c.startsWith('loader'));
+          const isStatic = classes.some(c => c.startsWith('static'));
+          const isBlockHidden = classes.some(c => c.startsWith('blockHidden'));
+
+          return !isLoader || isStatic || isBlockHidden;
+        }
+      );
+    });
+
+    await setTimeout(500);
+  }
+}
+
+async function downloadCSV(
+  browser: puppeteer.Browser,
+  downloadPath: string,
+  symbol: string,
+  intervalMinutes: number,
+  startDate: string,
+  endDate: string
+) {
+  const page = await browser.newPage();
+  page.on('dialog', async dialog => {
+    if (dialog.type() === 'beforeunload') await dialog.accept();
+  });
+
+  const client = await page.createCDPSession();
+  await client.send('Page.setDownloadBehavior', {
+    behavior: 'allow',
+    downloadPath: downloadPath,
+  });
+
+  const delay = 150; // ms
+
+  const switchInterval = async () => {
+    await page.keyboard.type(`,${intervalMinutes}`, { delay });
+    await page.keyboard.press('Enter');
+  };
+
+  const switchSymbol = async () => {
+    await page.keyboard.type(symbol, { delay });
+    await page.keyboard.press('Enter');
+  };
+
+  const gotoDate = async (date: string) => {
+    await page.keyboard.down('Alt');
+    await page.keyboard.press('KeyG');
+    await page.keyboard.up('Alt');
+
+    const dateInputSelector =
+      'input[data-qa-id="ui-lib-Input-input"][placeholder="YYYY-MM-DD"]';
+    await page.waitForSelector(dateInputSelector, { visible: true });
+
+    await page.click(dateInputSelector, { count: 3 });
+    await page.keyboard.press('Backspace');
+
+    await page.keyboard.type(date, { delay });
+    await page.keyboard.press('Enter');
+  };
+
+  const clickDownloadBtn = async () => {
+    const manageLayoutsBtnSelector =
+      'button[data-name="save-load-menu"][data-tooltip="Manage layouts"][aria-label="Manage layouts"][aria-haspopup="menu"]';
+    await page.click(manageLayoutsBtnSelector);
+
+    const downloadChartDataSpanSelector =
+      'div[role="row"] span::-p-text("Download chart data")';
+    await page.waitForSelector(downloadChartDataSpanSelector, {
+      visible: true,
+    });
+    await page.click(downloadChartDataSpanSelector);
+
+    const downloadBtnSelector =
+      'button[name="download"][data-qa-id="download-btn"]';
+    await page.waitForSelector(downloadBtnSelector, { visible: true });
+    await page.click(downloadBtnSelector);
+  };
+
+  await page.goto('https://www.tradingview.com/chart');
+  await setTimeout(500);
+
+  await switchInterval();
+  await setTimeout(500);
+
+  await switchSymbol();
+  await setTimeout(500);
+
+  await gotoDate(startDate);
+  await loading(page);
+
+  await gotoDate(endDate);
+  await loading(page);
+
+  await clickDownloadBtn();
+  await setTimeout(1000);
+
+  // todo: automatically close tabs when the download is completed
+  await page.close();
+}
+
+async function login(browser: puppeteer.Browser) {
+  const page = await browser.newPage();
+  await page.goto('https://www.tradingview.com/settings');
+  await waitForEnter('press ENTER after logging in to TradingView');
+  await page.close();
+}
+
+async function main() {
+  const downloadPath = path.resolve(process.cwd(), 'downloads');
+  if (!fs.existsSync(downloadPath)) {
+    fs.mkdirSync(downloadPath);
+  }
+
+  const browser = await puppeteer.launch({
+    browser: 'chrome',
+    headless: false,
+    userDataDir: path.resolve(process.cwd(), 'session'),
+    defaultViewport: null,
+  });
+
+  await login(browser);
+
+  for (let symbol of ['ES' /* , 'NQ' */]) {
+    for (let expYear = 2020; expYear <= 2022; ++expYear) {
+      for (let expMonth = Month.MAR; expMonth <= Month.DEC; expMonth += 3) {
+        let startMonth = expMonth + 12 - 4 + 1;
+        let startYear = expYear - 1 + Math.trunc(startMonth / 12);
+        startMonth %= 12;
+        await downloadCSV(
+          browser,
+          downloadPath,
+          tvFutSymbol(symbol, expYear, expMonth),
+          10,
+          toDateStr(startYear, startMonth, 0),
+          toDateStr(expYear, expMonth, 0)
+        );
+
+        // todo: verify download and retry if download failed or data is incomplete
+      }
+    }
+  }
+
+  const pages = await browser.pages();
+  await Promise.allSettled(pages.map(page => page.close()));
+  await browser.close();
+}
+
+main().catch(console.error);

tsconfig.json

@@ -0,0 +1,41 @@
+{
+  // Visit https://aka.ms/tsconfig to read more about this file
+  "compilerOptions": {
+    // File Layout
+    "rootDir": "./src",
+    "outDir": "./dist",
+
+    // Environment Settings
+    // See also https://aka.ms/tsconfig/module
+    "module": "nodenext",
+    "target": "ESNext",
+    "lib": ["ESNext", "DOM"],
+    "types": ["node"],
+
+    // Other Outputs
+    "sourceMap": true,
+    "declaration": true,
+    "declarationMap": true,
+
+    // Stricter Typechecking Options
+    "noUncheckedIndexedAccess": true,
+    "exactOptionalPropertyTypes": true,
+
+    // Style Options
+    // "noImplicitReturns": true,
+    // "noImplicitOverride": true,
+    // "noUnusedLocals": true,
+    // "noUnusedParameters": true,
+    // "noFallthroughCasesInSwitch": true,
+    // "noPropertyAccessFromIndexSignature": true,
+
+    // Recommended Options
+    "strict": true,
+    "jsx": "react-jsx",
+    "verbatimModuleSyntax": true,
+    "isolatedModules": true,
+    "noUncheckedSideEffectImports": true,
+    "moduleDetection": "force",
+    "skipLibCheck": true
+  }
+}