data-support

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.

How do I import external historical data from a text or csv file?

The Import Window is accessible via the Data menu. Investor/RT supports importing of daily, weekly, monthly, or intra-day data.When importing historical data you must specify via the Import Format menu, how the data in the input file is arranged. When the desired format is not one of the formats available in the menu, go to File > Preferences > QuotePage > QuotePage Formats to create a format that lists the incoming data fields in order. The newly format name will then be available for selection in the Data > Import window.

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).

All About Futures Rollover in Investor/RT

IMPORTANT

The IQFeed Continuous Contracts begin tracking the upcoming contract two-three days prior to Rollover however, the historical data is not premium adjusted until rollover. The solution is that during this time of the quarter (2-3 days prior to roll) use the non-continuous contract. For example, during this time period, instead of using @ES# as your symbol or DTNMA symbol alias, use @ESMYY. Once the actual roll date has occurred, you can return to using the Continuous contract.

If you are using a DTN IQFeed or eSignal and tracking a continuous contract, rollover is not required. Continuous contracts for DTN IQFeed end with a # such as @ES#. Continuous contracts for eSignal end with #F such as ES #F. However, if you are using a symbol which contains the month (letter) and year (number) such as ESM0, @ESM0, ES M0, or @ESM10, you will need to go through the rollover process.

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".

When exporting RTL objects, can I specify a standard comment so I will not be prompted?

See Setup: Preferences: Import/Export.

Here you can specify whether you wish to be prompted for a comment or not. If you elect NOT be to prompted, you have the further option of specifying "no comment" or a fixed comment of your choosing, e.g. "This RTL object compliments of Charles Dow".

The comment exported with the RTL object is displayed to the recipient when someone imports your scan, signal, or custom indicator.

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.

DTNMA and Broker's Data do not match (off by 10, 100 or 1000, etc).

Some brokers feed real time data at a price level that is different from the back fill data received from DTNMA. For instance, the Euro contract from some broker feeds, is fed in with a display format of XXX.XX but when back filled from DTN MA, its format is X.XXXX. To correct this, we can add a multiplier to the DTN Symbol alias as shown below. Just go to Setup → Instruments:

dtnma_fix.png

Downloading and Retaining Data

Investor/RT's automatic backfill is designed to keep daily and intra-day historical data up to date automatically without user involvement. Generally speaking, if you track fewer than 100 symbols, all historical data management should simply be done for you; there should not be a need to manually perform data downloading operations. Users who track many hundreds or thousands of symbols are exceptional cases where a higher degree of user involvement is required to keep your historical data current.

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