Collecting and Saving Data to MultiCharts Database: Difference between revisions
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There are plenty of ways to receive data in MultiCharts, however each way treats received data differently. The only thing in common is that no data can be received (except for [[Importing_Data#Importing_ASCII_data|ASCII Import]]) if | There are plenty of ways to receive data in MultiCharts, however each way treats received data differently. The only thing in common is that no data can be received (except for [[Importing_Data#Importing_ASCII_data|ASCII Import]]) if MultiChart's [[Preferences#Data_server_mode|Offline Mode]] is selected. | ||
<div class="note">Data that was received in MultiCharts is stored in [[Data_Cache|cache]] during MC's working session. Once the software (tsserver.exe, see [[MultiCharts Processes]]) is shutdown, data is saved into the MultiCharts database. </div> | <div class="note">Data that was received in MultiCharts is stored in [[Data_Cache|cache]] during MC's working session. Once the software (tsserver.exe, see [[MultiCharts Processes]]) is shutdown, data is saved into the MultiCharts database. </div> | ||
Latest revision as of 17:03, 12 July 2024
There are plenty of ways to receive data in MultiCharts, however each way treats received data differently. The only thing in common is that no data can be received (except for ASCII Import) if MultiChart's Offline Mode is selected.
Saving Historical Data
Most supported data vendors provide historical data that is always stored locally after data is received. All types of data are stored:
- Ticks, minutes, days (see Tick, Minute and Daily Data)
- Asks, bids, trades
- ASCII Mapping
- CSI
- Historical data from GlobalServer can be stored locally if the box is checked in the data source settings.
- MetaStock
- Historical data from TradeStation can be stored locally if the box is checked in the data source settings.
When data is imported from an ASCII file, it is always stored in the MultiCharts database.
Saving Real-Time Data
Saving Real-Time Data Collected in QuoteManager
All types of data received from data vendors are stored in the database if collected in QuoteManager: right-click symbols → Collect Real-time data.
Saving Real-Time Data Collected in MultiCharts
- RT data plotted in the DOM window is not saved.
- RT data plotted in the Market Scanner window is saved the same way as data plotted in Chart window.
- RT data plotted in the Time & Sales Window is saved the same way as data plotted in Chart window.
- RT data plotted in the Chart window is stored or is not stored, depending on its type:
- Ticks are always stored.
- Minute and daily data are recorded or not recorded for each data vendor individually:
- If a data source provides only real-time data (no historical backfill) it is always recorded in the MultiCharts database. Only the data vendors, supporting both history and real-time feeds, are listed in the following table.
Data Vendor | RT minutes DL missing historical data is not checked |
RT minutes
DL missing historical data is checked |
RT daily DL missing historical data is not checked |
RT daily
DL missing historical data is checked |
---|---|---|---|---|
Barchart | ||||
Bloomberg | ||||
CQG | ||||
eSignal | ||||
Interactive Brokers | ||||
IQFeed | ||||
LMAX | ||||
GAIN Capital | ||||
Rithmic | ||||
Quik | ||||
TradeStation |