data-connection-support

Data appears to be delayed

If your data appears to be delayed by 10-20 Minutes, it may be that your Real Time Data provider (either your Broker or Subscription Data source) has not enabled the exchange on your account for that particular symbol. To confirm this, you can open a QuotePage by going to File > Open > Quotepage and choosing the .AllSymbols QuotePage. After it is opened, right click on any column heading and choose Add Column. Then choose the column called Delay from the list. Now view that column for that symbol to see if there is a delay listed.

Using Investor/RT with OEC Broker Data

Version 12.3 now offers an alternative connection method for direct connectivity of Investor/RT to OEC market data and order execution. The direct method works in an integrated fashion with OEC enabled trading DOM execution software such as OEC Trader, and S5 Trader.

What is Fast Market Mode?

Fast Market Mode is available for extreme market conditions and is rarely needed by Investor/RT users due to efficiency improvements that have been made over time. In certain circumstances, it is possible for an extreme surge in volume to result in the program getting behind on the processing of ticks. During this situation, Fast Market Mode can be turned on in order to allow Investor/RT to quickly catch up. When Fast Market Mode is on, Investor/RT streamlines the reception of certain non-trade information (bid/ask changes).

What is Posting (Post History)? Do end-of-day (EOD) users need to post?

"Posting" is the process of recording the current daily prices (seen in the quotepage) into the daily database as the current daily bar. Posting Time is specified in the Session Preferences and is generally setup to occur a minute or two after the session closes. This process is not really needed in the end-of-day case. If you're just downloading your daily data after the session closes, you really have no need to "post".

About Interactive Brokers Historical Data

Interactive Brokers historical backfill services can be unreliable but they do work. The problem with IB backfills is that IB is occasionally non-responsive to a download/backfill request. Additional requests have to be queued, awaiting the backfill in progress to complete. When IB is non responsive, the queue of awaiting requests essentially waits and waits and nothing appears to be happening at all. The DTN MA historical service is fast, accurate, highly responsive.

Smart Tick Compression

Smart Compression of Tick Data can be turned on by choosing Setup > Preferences > Historical Data from the main menu and checking the check box titled "Use Smart Compression of Tick Data."

During our testing, Smart Compression reduced the tick data for typical futures contracts (number of ticks) consistently by over 85%. Users can now store approximately 7 times as much tick data in the same amount of space. This compression has a number of very positive impacts on the performance and capability of IRT such as: