What's New In Version 13

Investor/RT 13.1: Introducing VolumeScope (RTX), ChartTradingDOM (RTX) & CQG connectivity

Linn Software is a leading innovator of market data profiling and volume analysis charting tools for professional traders, creating indicators and real-time market data displays to help traders to identify profit making opportunities and to make more timely trading decisions. Some of our most advanced work in this area was developing the Footprint™ feature, previously available on a charting platform developed by Linn Software, powered by Investor/RT but marketed and distributed by MarketDelta. VolumeScope®, an RTX extension for Investor/RT, takes Footprint to the next level, bringing advanced market data displays of bid and ask traded volume dynamics to Investor/RT subscribers

Other major new features in the 13.1 release includes the ChartTradingDom (RTX) and the new support of CQG market data and trade execution features

A new RTX SDK is also now available to all developers in Investor/RT 13. RTX now enables externally developed chart extensions to instantiate user interface elements inside the chart: buttons, list selectors, text entry boxes, popup menus, etc. RTX extensions may now be programmed to extend the drawing area to the right of the chart price scale as seen in the implementation of the ChartTradingDOM

Investor/RT 13.2 main new features:  Consolidated Tape & Safety Enhancements

Together with the volume at price trade size filtering tools introduced in the 12.7 version, the new consolidated tape version brings a wide range of new analysis capabilities when it comes to breakdown the market according to the player average trade size

Various security improvements were made in version 13.2 that among other things, ensure that requests originating from Investor/RT are made using transport layer security for all remote communication via the https protocol.

CQG Continuum more

CQG Continuum, a division of CQG, offers trade execution and data distribution for order execution and market data platforms, applications, and proprietary systems. Continuum leverages CQG, Inc.’s collocated Hosted Exchange Gateways as well as its access to over a hundred sources for global market data and to over forty exchanges for trade routing. Continuum is based in Chicago, Illinois with support worldwide.

CQG Continuum connectivity is newly supported by Investor/RT 13. At the present time, clients with trading account cleared through AMP Global Clearing and Dorman Trading can request Investor/RT enabled credentials for CQG login. CQG Market Access subscription is required to use CQG Continuum.

Consolidated Tape video more

Version 13.2.1 of Investor/RT (released on January 18, 2018) introduces an important new data handling option titled Consolidated Tape for all users of the DTN IQFeed or DTN.MA data services. The Consolidated Tape option not only provides users the ability to see the tape in a clean, compact, and organized fashion, but also has a variety of very important efficiency and performance advantages.

In a nutshell, Consolidated Tape takes large trades that have been broken apart and reconstructs them as they flow into Investor/RT. Using a specific example, a trader may want to buy 88 contracts of ES yet there is no single buyer willing to sell that many contracts at that price. The bid is instead filled by 45 different sellers with small sizes varying from 1 to 3 lots. This transaction flows from the data service and into Investor/RT as 45 small trades. Many traders however are more interested in the fact that there was a single player on one side of this transaction. Consolidated Tape puts these 45 trades back together the instant they flow into Investor/RT and passes them along to charts as a single large trade. These broken trades all burst in at the same instant with the same bid, ask, and trade price (with varying sizes). The presence of the Tick ID provided by DTN on each trades allows this reconstruction for users of DTN IQFeed and DTN.iq. This gives traders a more accurate picture of what big and small traders are doing throughout the many Investor/RT features that take advantage of volume size filtering (VolumeScope, Volume Breakdown, Profile Indicator, Price and Bar Statistics, and much more).

Consolidated Tape also provides another tremendous advantage in performance. Over the course of any given second, 3 consolidated trades may hit each chart instead of 10 times ore raw trades. Most charts using Consolidated Tape will now load in approximate 1/3 the time. Three times as much data may be stored on the database in the same amount of space. Consolidated Tape takes action on live data as well as backfill. When Consolidated Tape is turned on, backfill data will also be reconstructed. FOR IQ feed subcribers, the Consolidated Tape option is available in Preferences -> General. For DTNMA subscribers, the configuration variable "ConsolidatedTapeDTNMA" must be set to true

VolumeScope (RTX) video more

VolumeScope is a component of the VolumeScope package. Linn Software is pleased to introduce VolumeScope™, a powerful new extension to Investor/RT featuring detailed analysis and display of market order flow. VolumeScope™ puts each bar in the chart under the microscope, revealing and displaying volume at price data with great flexibility. The VolumeScope indicator consists of three primary components: Background, Text and Candle. For each component, VolumeScope provides a variety of data and presentation options for customizing the display. Volume is separated into Ask-Traded Volume (Buying) and Bid-Traded Volume (Selling) at each price. The VolumeScope RTX extension builds upon this information with profiling, coloring and scaling options based upon relative volume, delta, imbalance and much more.

The VolumeScope RTX Extension works hand-in-hand with the PriceVolumePatterns RTX Extension within the chart to display a highly detailed view of the order flow within each bar, highlighting prices within each bar that manifest patterns of interest to the trader. The Price Statistics and Bar Statistics Indicator provide supplemental information about volume at price and volume per bar that complement the VolumeScope display.

The VolumeScope package is a recommend extension to the Volume Analsys Package. This package will also be of interest to Investor/RT users who use the TPO Profile Package. The VolumeScope Package can be added to any subscription that includes either the Volume Analysis or the TPO Profile package. It is included in the RT Professional subscription.

ChartTradingDOM (RTX) video more

ChartTradingDOM is an RTX extension available to all Investor/RT subscribers. To invoke the DOM, right-click in any multi-pane chart and choose Trading... The ChartTradingDOM is a price ladder supporting single click in the Buy or Sell column to place limit/stop orders at specific prices. Buttons are provided for entering a position at the market or at the present bid or asked price. Current position status and PnL are shown beneath the DOM. Click the PnL to cycle though various presentations of PnL (ticks, $, %, etc.). Working orders can be dragged up/down the price ladder and dropped to revise the working order stop or limit price. Work order quantity can be revised by clicking an edit button. Automated order management (auto placement of profit target and stop loss orders) is under development. As you move the mouse over the price ladder or scroll the ladder using the mouse wheel, ChartTradingDOM highlighs the DOM price level in the chart making it easy to place orders a prices of interest depicted in the chart by various indicators. Further, the ChartTradingDOM enables the user to specify up the sixteen color coded price markers that appear in the ladder based on V# or C# variables computed or set in variable ways by the end user. The ChartTradingDOM may be used with the built in trading simulator or any brokerage destination (CQG, Gain/OEC, IB, Rithmic, Transact).

SlopeLines (RTX) more video

SlopeLines is a new tool that takes trendline automation to the limit. It allows the trader to identify and fully automate the drawing of trendlines from any point(s) in the chart where a specific signal of interest has occurred

SlopeLines is an RTX Extension that automates the drawing of trendlines using the power of RTL signals and custom indicators. SlopeLines provides full control over the time (bar) in the chart where trendlines will begin, the starting price of the lines, the slope of the lines, and how far the lines extend into the future or how far back the lines will be drawn over prior trading periods. For each starting point (bar), SlopeLines can optionally draw up to six additional trendlines from the starting point, each line using a multiplier of the original slope. Each additional line can be setup with its own color and line style

Multiple Price Highlighter: Introducing the Keppler Volume Tracker (KVT) video

With the guidance of Dr. John Keppler, the Keppler Volume Tracker (KVT) was implemented inside the Multiple Time Highlighter of Investor/RT. KVT helps identify high volume participation and activity in the market when it occurs by comparing volume at price at each interval of time to a historical average of the same interval of time of past session.

Multiple Price Highlighter: New Results: Above X (2 Prices) & Above X (3 Prices)

Two new result options were added to the Multiple Price Highlighter (MPH) Indicator: Above X (2 Prices) and Above X (3 Prices). These are added to the second listbox from the top. As an example, if MPH is setup to highlight prices with Volume Above X (2 Prices) where X = 2000, then MPH will highlight any 2 consecutive prices where the sum of the volume of those 2 prices is > 2000. The same applies for the 3 Prices option except it adds up the volume of every 3 consecutive prices.

Signal Markers: New Marker Options video

The Signal Markers Indicator now has a variety of new options with respect to the marker display. First, a number of new marker shapes are now available including Fan, Checkmark, Checkerboard, Bug, Star Burst, Falcon, Hammer, and many more. All markers now have an adjustment with options of: Rotate 90, Rotate 180, Rotate 270, Flip Vertical, Flip Horizontal and dynamic adjustments of Spin, Fade, and Pulse. The Spin option continually rotates the shape, the Fade option fades the color of the shape in and out of the background color, and the Pulse option dynamically adjusts the size of the shape. In addition, the rendering of the marker has been improved for a cleaner presentation of the marker without the drawing of a square background behind the marker. Also, a new border options is available to provide the color of a 1 pixel border around the marker/shape. These options provide a great deal of flexibility with respect to the presentation of not only the new marker shapes but also the many that pre-existed.

Reference Lines: Extending Naked Lines video

In past releases, an option has been available in the Reference Line indicator to start the line at a specific bar (date/time). In 13.1, a new option has been added to such reference lines to terminate the line instead of extending the line to the right of chart. Termination options include: Session Ends, Not Naked, X Bars, and X Minutes. The "Not Naked" option extends the line until the line touches a future bar. The "Session Ends" option extends the line to the end of the current session. The X Bars and X Minutes options allow the user to specify the value of X and extends the line that many bars or minutes past the start.

New Bar Statistics features

Bar Statistics new Export data features video

The Bar Statistics Indicator is now fully supported when exporting all chart data. Right-click in a chart and choose "Export: All Data" and if Bar Statistics is present, every row of data in the indicator will be exported to its own column in the resulting csv file that opens in Excel.

Bar Statistics additional rows for custom data

The Bars Statistics now allows up to 12 rows to show custom indicator data values. In previous releases, 6 indicator rows were allowed and now that number has been increased to 12. If Indicator 1 is used, it grabs the first custom indicator that is past the Bar Stats in the element order and displays that indicators values as text in the Bar Stats row. Indicator 2 will grab the 2nd custom indicator, etc. The custom indicators line color is used to color the respective row in Bar Stats, and the Text Label at bottom of the custom indicator preferences is used to label the Bar Stats row on the right.

Bar and Price Statistics: New Text Only, Horizontal Alignment, and Shade Text Options

Several new options were added to both the Bar Statistics and Price Statistics Indicator. A "Text Only" checkbox was added which suppresses the shading of the background and draws only the text with no backfill. When Text Only is turned on, a "Shade Text" checkbox is available which activates shading of the text with the same color that typically would be used to shade the background. Also, a Text Alignment option is now available which allows user to align the text on the Left, Right, or Center of the available column space.

Price Statistics: Outside Volume Filtering

The Volume Filtering option of the Price Statistics indicator has been empowered with an Outside option. The Volume Filtering is delivered via the "Hide Prices When" checkbox, and when checked, if the new Outside option is chosen, then prices with data outside those values will not be drawn. For instance, if Volume Outside 10 and 100 are specified, then any prices with volume less than 10 or more than 100 will not be presented/drawn.

Profile Indicator new features (Auto Merge, Delta profile Color options, custom profile Dynamic feedback & more)

Auto Merge Option

A new "Auto Merge Profiles With Overlapping Value Areas" checkbox has been added to the bottom of the Profile Indicator (PROF) preference window. When this checkbox is checked, any two consecutive profiles with overlapping value areas will be merged into one profile. This option is only relevant to multi-session profile configurations, but now allows profiles of any duration to be auto-merged. In prior releases, an Auto-Merge duration options was available, but this limited auto-merging to daily profiles. This new options opens up the functionality to all profile durations.

Delta Profile Color Options

The Profile Indicator has three drawing options which display the buying and selling colors separately at each price: Buy/Sell Shading, Buy/Sell Shading 2, and Delta Profile. In prior releases, the buy volume was colored in green and the sell volume color in red. In 13.1, the buy and sell colors are now fully customizable using the Hi (Buy) and Lo (Sell) color control just to the right of the Draw As listbox.

User and Chart Variables (V# & C#) as Value Area Percentage input

The Value Area Percent setting within the Profile Indicator preferences may now be specified as a User Variable (V#) which can then be controlled dynamically via a button in the chart.

New Dynamic Feedback When Dragging Custom Profiles

Profiles now update dynamically when dragging custom profiles of the Profile Indicator. When the Profile Indicator is setup with duration: custom, the user may drag and drop the begin and/or end of the rectangle that surrounds the data that will be profiled. In prior releases, the profile and related data (lines, volume at price text, etc) did not update until the mouse was released and the drag was completed. In 13.1, the profile will update dynamically throughout the dragging transition. The prior behavior can be recovered by setting the config variable, ProfileDynamicDragging, to false.

ZigZag Line and ZigZag Oscillator new features

ZigZag Indicator: New Option To Use Open for Fresh Start

A new option has been added for Zig Zags with Fresh Start turned on. This option is delivered via a config variable titled ZigFreshStartUseOpen. When this config is set to true, the first leg of each session will attach its starting point to the open of the first bar (of the session). When this config is turned off (false by default) then the appropriate extreme price (high or low) of the 1st bar will be used, as has been the case in prior releases. This config will default to off/false unless the user expressly turns it to true. This is a global option that will apply to all Fresh Start Zig Zags..

Zig Zag Labels: /10, /100, /1000 Options

Several new labeling options were added to the Zig Zag Indicator to enable users to trim down and/or simplify the results displayed. The new options include /10, /100, /1000 (show k), and /1000 (no k). As an example, if Total Volume is being displayed, the /100 option will divide the volume of each leg by 100 and round off to nearest whole number (12345 would be shown as 123). The /1000 (show k) option would show 12345 as 12k while the /1000 (no k) option would simply show 12. These options are available by checking the checkbox below the Label With listbox. The listbox that this checkbox enables provides these 4 new options.

Zig Zag Oscillator: "Trend" New Result

A new result titled "Trend" was added to the Zig Zag Oscillator (ZZO) Indicator. This result conveys how many consecutive legs of higher highs and lows, or lower lows and highs, have occurred. For instance, if an up leg has a higher high than previous up leg, a value of 1 is applied. If the subsequent down leg has a higher low than previous down leg, value goes to 2, and value continues to increment until a lower high or low is encountered at which point the value becomes -1, and continues to decrement until a higher high or low is encountered

Miscellaneous Indicator Enhancements: Volume Price Statistics & Position Indicator

• Volume Price Statistics Indicator: Added VAH and VAL Options The Volume Price Statistics Indicator (VPS) has two new results options of Value Area High and Value Area Low. These options allow users to easily access the VAH and VAL of each bar.
• Position Indicator Result: Percent Into Session A new result option has been added to the Position Indicator (POS) titled "Percent Into Session". This result has values between 0 and 100 that represent the percent into the session from a time perspective. Then ending date/time of each bar is used to compute this percentage.

Mixed Periodicity Data: Allow Filtering When Not Mixing Periodicity

The Mixed Periodicity Data (MPD). Indicator now allows volume filtering even when the mix periodicity option is not checked. In prior releases, the "Mix Period" option had to be turned on before any volume filtering was allowed. In 13.1 and beyond the volume filtering is enabled regardless of whether mix period is in use. In effect, this enables MPD with a "Mix Filtering" option independant of the other mixing options.

New POC volume derived periodicities (aka “POC Breakout”) video

This periodicity requires a bar to reach a user-specified minimum POC Volume, and then continues to form until price breaks out of the range that was achieved while building to the POC Volume to that level. This periodicity combines a volume component with a range component.

1 day* periodicity new feature (daily data built from tick data)

When switching between 1day* and Daily periodicities, often the view period is automatically adjusted to reflect the higher or lower timeframe and uses the settings in Setup: Preferences: Charts: Multi-Pane: Period to do so. In 13.1, when the user switches between Daily periodicity and Time Per Bar: 1 Day (1d*) periodicity, the view period is retained. This action can be facilitated by simply hitting the * key on the keyboard (to switch from Daily to 1d* or 1d* to Daily). Daily data is always full session data and does not provide the volume at price information that is required by many indicators like Volume Candles, Profile Indicator, MPH, PVP, Bar Stats, Price Stats, and much more. Time Per Bar: 1 Day not only honor the session of the chart, but also loads the volume at price data for these indicators.

Window Manager Improvement

The Window Manager may now be invoked by pressing the Ctrl+Tab on the keyboard. Keep holding down the Ctrl key and press Tab repeatedly to cycle through all of the window names listed in the Window Manager. Release the Ctrl key and the currently selected window in the list will come to the front. This is a very convenient way to instantly see a list of open charts and quotepages, tab to the one you want to view and release the Ctrl key to bring the selected window to the front. .

Playback: Improved Efficiency

Playback is now much more efficient and therefore much smoother. The processing of each tick is now handled in a much more efficient manner. Those making frequent use of playback should notice a substantial improvement in this area.

Remove Instrument Bar Data Temporarily From Chart

The ability to remove any series of bars temporarily from a chart has been added. This action requires the use of the Edit/Delete Bar/Tick Data chart drawing tool while holding down the shift-key. The toolbar button for this tool is the 8th button from the bottom in the right column on the chart toolbar and has the appearance of a green bar next to a red - circle. Click on this button, and then with the shift-key depressed, drag a rectangle around any group of bars. That group of bars will be removed from the chart. Drag from the center of the 1st bar to remove to the middle of the middle of last bar to remove. To remove a single bar, zoom in and drag the rectangle fully within the single bar. This deleted data will impact all indicators (they will no longer consider that data) but the deletion is temporary, and will come back whenever the chart is closed or reopened, the periodicity, symbol, or session is changed, or by a Ctrl-click on the refresh button at the bottom right of chart.

Improved Bar Drawing Style

When instrument data is drawn with the style of "Bar", several improvements have been made to this style. The bars shape is now presented in a cleaner fashion, and the 1 pixel lines that are drawn within each thick bar are now option. A config variable titled ThickBarsDrawLines will default to false, and when turned on, it will revert to drawing the 1 pixel thin lines within each bar when the width of the bar is 23 pixels or greater.