Collecting and Saving Data to MultiCharts Database
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 Collected in Real-Time Data
Saving RT 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 RT 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:
- 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.
Data Vendor |
RT minutes |
RT minutes |
RT daily |
RT daily |
Barchart |
V |
X |
X |
X |
Bloomberg |
V |
X |
X |
X |
CQG |
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 |
GAIN Capital |
V |
V*! |
X |
X |
Rithmic |
V |
X |
X |
X |
Quik |
V |
X |
X |
X |
TradeStation |
V |
X |
X |
X |
V*! - 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.