data-support

While eSignal, IQFEED, and other realtime feeds send every trade (tick) along with associated bid & ask, Some Brokers send what they call "snapshot" quotes every 300ms in active markets. The pricing data is a compressed snapshot of all trades that occurred within that 300ms (3/10ths of a second). So if 5 ticks occurred very close together, they might all be sent in as a single snapshot quote, with Investor/RT in turn treating it as a single tick or trade. This certainly effects something like a tickbar charts that rely on the number of trades to form its bars.

MS Windows Spreadsheet Linking using DDE

To view as text, select the Profile Indicator by clicking on the containing rectangle (of the right-most profile). If you don't see the volume at price data when selected, you'll need to zoom in vertically using the shift-scroll wheel. When zoomed to a level where there is space for the text, the text should appear.

To export the volume at price data, right click on the containing rectangle of the profile and choose "Export Data".

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:

Investor/RT has long featured automated backfill at startup, designed to backfill historical data since the date/time that the data feed was last stopped.  Starting with version 11.2, backfill is now automatic and has been enhanced to fill in any historical data per symbol for all trading that has occurred since the last trade recorded in the local database. In prior releases, Setup: Preferences: Backfill allowed user control on whether to auto backill or not and whether to auto backfill all intra-day symbols or just those open in charts.