Collecting and Saving Data to MultiCharts Database: Difference between revisions
No edit summary |
|||
Line 1: | Line 1: | ||
There is plenty of ways to recieve data in MultiCharts, however each way treats received data individually. The only common thing is that no data can be received (except for ASCII Import, see) if Offline mode of MultiCharts is selected. | There is plenty of ways to recieve data in MultiCharts, however each way treats received data individually. The only common thing is that no data can be received (except for ASCII Import, see) if Offline mode of MultiCharts is selected. | ||
<div style="background-color: #E3FBE5;">'''Note''': Data that was recieved in MultiCharts is stored in cache during MC working session. Once the software ('''tsserver.exe''', see [[MultiCharts Processes]]) is shut down, the data is | <div style="background-color: #E3FBE5;">'''Note''': Data that was recieved in MultiCharts is stored in cache during MC working session. Once the software ('''tsserver.exe''', see [[MultiCharts Processes]]) is shut down, the data is saved into MultiCharts database. </div> | ||
==Saving Historical Data== | ==Saving Historical Data== |
Revision as of 11:53, 11 April 2013
There is plenty of ways to recieve data in MultiCharts, however each way treats received data individually. The only common thing is that no data can be received (except for ASCII Import, see) if Offline mode of MultiCharts is selected.
Saving Historical Data
Most of 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 ASCII file, it is always stored in MultiCharts database.
Saving Collected in Real-Time Data
Saving RT 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) is stored in database.
Saving RT Data Collected in MultiCharts
- RT data plotted in DOM window is not saved.
- RT data plotted in Market Scanner window is saved the same way as data plotted in Chart window.
- RT data plotted in Chart window is stored or is not stored, depending on its type:
- Ticks are always stored.
- Minute and daily are recorded or not recorded for each data vendor individually:
- Note: If a data source provides only real-time data (no historical backfill) it is always recorded in MultiCharts database. Only the data vendors, supporting both history and real-time feed are listed in the following table.
Data Vendor |
RT minutes |
RT minutes |
RT daily |
RT daily |
Barchart |
V |
X |
X |
X |
Bloomberg |
V |
X |
X |
X |
CGQ |
V |
X |
X |
X |
eSignal |
V |
X |
X |
X |
Interactive Brokers |
V |
X |
X |
X |
IQFeed |
V |
X |
X |
X |
LMAX |
V |
X |
X |
X |
MB Trading |
V |
X |
X |
X |
Open E Cry |
V |
V*! |
X |
X |
PFG BEST |
V |
X |
X |
X |
Quik |
V |
X |
X |
X |
Thomson Reuters |
V |
X |
X |
X |
TradeStation |
V |
X |
X |
X |
Zen-Fire |
V |
X |
X |
X |
V*! - Open E Cry data source provides real-time minute data that is stored in database. It is important to know that if charts only with minute data from Open E Cry are plotted in MultiCharts, tick data is not stored locally.