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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 Multichart's [[Preferences#Data_server_mode|Offline Mode]] is selected.
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 style="background-color: #E3FBE5;">'''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>


==Saving Historical Data==
==Saving Historical Data==
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* Ticks, minutes, days (see [[Tick, Minute and Daily Data]]);
* Ticks, minutes, days (see [[Tick, Minute and Daily Data]]);
* Asks, bids, trades.
* Asks, bids, trades.
<div style="background-color: #E3FBE5;">'''Exceptions''': Historical data from the following data sources is not stored locally:<br>* [[ASCII Mapping]]<br>* [[CSI]]<br>* Historical data from [[GlobalServer]] can be stored locally if the box is checked in the data source settings.<br>* [[MetaStock]]<br>* Historical data from [[TradeStation]] can be stored locally if the box is checked in the data source settings.</div>
<div class="exceptions">Historical data from the following data sources is not stored locally:<br>* [[ASCII Mapping]]<br>* [[CSI]]<br>* Historical data from [[GlobalServer]] can be stored locally if the box is checked in the data source settings.<br>* [[MetaStock]]<br>* Historical data from [[TradeStation]] can be stored locally if the box is checked in the data source settings.</div>
When data is imported from an ASCII file, it is always stored in the MultiCharts database.
When data is imported from an ASCII file, it is always stored in the MultiCharts database.


==Saving Collected in Real-Time Data==
==Saving Real-Time Data==


===Saving RT Data Collected in QuoteManager===
===Saving Real-Time Data Collected in QuoteManager===
All types of data received from data vendors, if "Collect RT Data w/o Plotting" is on in QuoteManager, (see [[Online Mode Data Collection]]) are stored in the database.
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 RT Data Collected in MultiCharts===
===Saving Real-Time Data Collected in MultiCharts===
* RT data plotted in the DOM window is not saved.
* 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 Market Scanner window is saved the same way as data plotted in Chart window.
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:* Ticks are always stored.
:* Ticks are always stored.
:* Minute and daily data are recorded or not recorded for each data vendor individually:
:* Minute and daily data are recorded or not recorded for each data vendor individually:
:: <div style="background-color: #E3FBE5;">'''Note''': 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.</div>
:: <div class="note">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.</div>


{| class="wikitable"
{| class="wikitable"
|<p align="center">'''Data Vendor'''</p>
!Data Vendor
|<p align="center">'''RT minutes<br>DL missing historical data is <font color="red">not</font> checked'''</p>
!RT minutes<br>DL missing historical data is <font color="red">not</font> checked
|<p align="center">'''RT minutes<br>DL missing historical data is checked'''</p>
!RT minutes
|<p align="center">'''RT daily<br>DL missing historical data is <font color="red">not</font> checked'''</p>
DL missing historical data is checked
|<p align="center">'''RT daily<br>DL missing historical data is checked'''</p>
!RT daily<br>DL missing historical data is <font color="red">not</font> checked
 
!RT daily
DL missing historical data is checked
|-
|-
|<p align="center">'''Barchart'''</p>
|Barchart
|<p align="center"><b><font color="green">V</font></b></p>
|<div class="yes_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|-
|-
|<p align="center">'''Bloomberg'''</p>
|Bloomberg
|<p align="center"><b><font color="green">V</font></b></p>
|<div class="yes_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|-
|-
|<p align="center">'''CQG'''</p>
|CQG
|<p align="center"><b><font color="green">V</font></b></p>
|<div class="yes_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|-
|-
|<p align="center">'''eSignal'''</p>
|eSignal
|<p align="center"><b><font color="green">V</font></b></p>
|<div class="yes_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|-
|-
|<p align="center">'''Interactive Brokers'''</p>
|Interactive Brokers
|<p align="center"><b><font color="green">V</font></b></p>
|<div class="yes_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|-
|-
|<p align="center">'''IQFeed'''</p>
|IQFeed
|<p align="center"><b><font color="green">V</font></b></p>
|<div class="yes_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|-
|-
|<p align="center">'''LMAX'''</p>
|LMAX
|<p align="center"><b><font color="green">V</font></b></p>
|<div class="yes_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|-
|-
|<p align="center">'''MB Trading'''</p>
|GAIN Capital
|<p align="center"><b><font color="green">V</font></b></p>
|<div class="yes_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="yes_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|-
|-
|<p align="center">'''GAIN Capital <br> (ex. Open E Cry)'''</p>
|Rithmic
|<p align="center"><b><font color="green">V</font></b></p>
|<div class="yes_stroke"></div>
|<p align="center"><b><font color="green">V</font><font color="red">*!</font></b></p>
|<div class="no_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|-
|-
|<p align="center">'''Rithmic'''</p>
|Quik
|<p align="center"><b><font color="green">V</font></b></p>
|<div class="yes_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>  
|<div class="no_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|-
|-
|<p align="center">'''Quik'''</p>
|TradeStation
|<p align="center"><b><font color="green">V</font></b></p>
|<div class="yes_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|<p align="center"><b><font color="red">X</font></b></p>
|<div class="no_stroke"></div>
|-
|<p align="center">'''TradeStation'''</p>
|<p align="center"><b><font color="green">V</font></b></p>
|<p align="center"><b><font color="red">X</font></b></p>
|<p align="center"><b><font color="red">X</font></b></p>
|<p align="center"><b><font color="red">X</font></b></p>
|}
|}


<b><font color="green">V</font><font color="red">*!</font></b> - The GAIN Capital (ex. Open E Cry) data source provides real-time minute data that is stored in a database. It is important to know that if charts only with minute data from GAIN Capital are plotted in MultiCharts, tick data is not stored locally.


<div style="background-color: #E3FBE5;">'''Note''': Take into account that the '''Download Missing Historical Data''' checkbox affects the way MultiCharts treats received real-time data for Chart and Market Scanner windows. </div>
<div class="footnote">The GAIN Capital (ex. Open E Cry) data source provides real-time minute data that is stored in a database. It is important to know that if charts only with minute data from GAIN Capital are plotted in MultiCharts, tick data is not stored locally.</div>
 
<div class="note-no-title">
<div class="note-title">Note 1</div>
Take into account that the '''Download Missing Historical Data''' checkbox affects the way MultiCharts treats received real-time data for Chart and Market Scanner windows. </div>


<div style="background-color: #E3FBE5;">'''Note 2''': If a data vendor does not provide historical Ask/Bid data, than Ask/Bid data received in real-time is recorded in the MultiCharts database. </div>
<div class="note-no-title">
<div style="background-color: #E3FBE5;">'''Note 3''': There is an option to '''save real-time minute bars to the database''' in the [[Preferences]]. </div>
<div class="note-title">Note 2</div>If a data vendor does not provide historical Ask/Bid data, than Ask/Bid data received in real-time is recorded in the MultiCharts database. </div>
<div class="note-no-title">
<div class="note-title">Note 3</div>There is an option to save real-time minute bars to the database in the [[Preferences]]. </div>


[[Category:Managing Data]]
[[Category:Managing Data]]

Latest revision as of 13:28, 27 June 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.

Data that was received in MultiCharts is stored in cache during MC's working session. Once the software (tsserver.exe, see MultiCharts Processes) is shutdown, data is saved into the MultiCharts database.

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:

Historical data from the following data sources is not stored locally:
* 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


The GAIN Capital (ex. Open E Cry) data source provides real-time minute data that is stored in a database. It is important to know that if charts only with minute data from GAIN Capital are plotted in MultiCharts, tick data is not stored locally.
Note 1
Take into account that the Download Missing Historical Data checkbox affects the way MultiCharts treats received real-time data for Chart and Market Scanner windows.
Note 2
If a data vendor does not provide historical Ask/Bid data, than Ask/Bid data received in real-time is recorded in the MultiCharts database.
Note 3
There is an option to save real-time minute bars to the database in the Preferences.