This is one of the least understood yet most important aspects of Investor/RT. Each symbol that you add to Investor/RT has monitoring properties and data retention properties that control how Investor/RT collects and retains historical data on the symbol. You may choose to collect every tick (trade) that comes in on your symbol and maintain them all for later analysis, or you may just choose to view the prices as the ticks come in, and then discard the data. In addition, if you are collecting and maintaining every tick, you may want to compress any ticks that are older than 3 days into 5 minute bars, in order to help keep the size of your database under control.
So how is all this physically done within Investor/RT. If you are interested in collecting and maintaining every tick, then you would want to turn on "Intraday" monitoring for that symbol. One way to turn on the Intraday monitoring option is to right click on your ticker symbol in a QuotePage, and choose "Setup" from the popup menu to view the Instrument Setup window. In the lower left corner, there are four checkboxes in the monitoring section for "Intraday", "Daily", "Weekly", and "Monthly". If you choose to monitor you symbol Intraday, you are going to collect every tick that comes in over your data feed, and save it for later analysis. This is necessary if you want to view 1 minute charts, Raw Tick Charts, Volume Profile Charts, etc...anything that would require processing of each tick. On the other hand, this method of monitoring is going to require more hard drive space over time in order to store all these ticks. And the more often the symbol is traded (more ticks), the more hard drive space it will require. We will discuss below how to help control this hard drive usage when tracking symbols Intraday.
You can set the default monitoring, or data retention options by choosing "Setup Prefs: Instrument Preferences". This will dictate how each new symbol you add to Investor/RT from that point forward will be monitored. Of course you can always change these monitoring options once you've added the symbol. If you want to change the data retention settings for all symbols in an entire quotepage, you could click the options you want to set in that quotepage, and then click the "Apply to QuotePage" and choose the quotepage you would like to apply to. If you would like to change all symbols, then choose the ".All Symbols" quotepage. If, at any time, you would like to view all the symbols which are marked for Intraday retention, then simply open your ".Intraday" quotepage.
Now that you have setup the symbols you want for Intraday data collection, you need to specify how you want Investor/RT to handle all your historical (older) tick data as time goes on. Collecting every tick can really start to fill up your hard drive, so Investor/RT has Historical Retention Preferences to help manage old data and control the size of your database. From Setup Prefs, choose "Historical Data". Here you will tell Investor/RT how much Daily, Intraday, Weekly, and Monthly data you would like to maintain. This will be based on the data you feel you need to run your system. The defaults here may suit you fine...but it just depends on what you need.