Symbol Limits for OEC/Gain

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cpayne
Last seen: 1 year 1 month ago
Joined: 03/30/2009 - 00:00
Symbol Limits for OEC/Gain

Currently, five symbols may be monitored tick-by-tick when using OEC/Gain as the market data source for Investor/RT.  This OEC/Gain limitation applies to the number of futures contracts Investor/RT will monitor tick-by-tick. Additional symbols can be charted intraday only five may be designated for monitoring tick by tick. If you track five or fewer symbols, they will all be tracked tick by tick.

To check how many symbols you have defined in Investor/RT, open the Object Manager (Alt-O) and navigate to the Instrument type as seen below.  There, you can quickly see how many symbols are defined, edit their setups or delete uneeded symbols. Check with your broker to request an increase if you need more than five. Symbols beyond the five you designate for intra-day monitoring tick by tick can still be charted and will update real-time as price changes, but the charting data will reflect ongoing price changes, not every trade.

Maintaining more than 5 symbols while only monitoring 5 Intraday...
If you have more than five symbols that you wish to chart intra-day, at most five of your them can be marked for intra-day monitoring. Other symbols can be charted intra-day but should have the Monitor Intra-day checkbox unchecked in the Instrument Setup (Alt+A) window. When connecting to OEC, Investor/RT will request tick by tick monitor for those symbols marked for intra-day monitoring. Other symbols that you elect to chart will be monitored on the price change basis, not tick by tick. 

If you notice that one or more of your charts/symbols are not updating, double check to ensure that only 5 at maximum are marked for intra-day monitoring. Then Stop Data and Start Data again to begin following those five trade by trade. Symbols not marked for intra-day monitoring will update but typically only when there is a change in price. This is adquate for some kind of intra-day charts that do not require analysis of tick data.

It is fine to have more than five symbols defined and to chart all of them in real-time, but only five should be marked for intra-day to denote the symbols most important to you for tick by tick data reception.

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Patty
Last seen: 6 years 5 months ago
Joined: 11/15/2016 - 10:59
follow on ?

Thanks Chad. This no doubt generated more questions than it answered but I realize I am still learning. But if you can answer a couple of questions
Is this a limitation of IRT or OEC?
If I'm trading crude (12 contract months), is that 12 symbols?
-- When I try to use "add continuous symbol" nothing happens. Is this an OEC limitation?
Thank you
Patty

cpayne
Last seen: 1 year 1 month ago
Joined: 03/30/2009 - 00:00
Limitation of OEC, not IRT

This is a limitation imposed by OEC on the number of unique symbols that can be watched tick by tick. OEC permits additional symbols to be track on a price change basis. If you wish to track more than 5 futures contract tick by tick contact your broker to request an increase.

OEC does not offer a continuous contract, but DTN IQFEED/DTNMA does.  You are likely setup with OEC for live data and DTNMA for backfill (as most are). In this case, for the ES, for instance, your symbol would be the frontmonth symbol such as ESZ6, and the DTN alias symbol would be the continuous contract @ES#, as seen below.  You wouldn't need 12 symbols/contracts, just the frontmonth, unless you intend to trade all 12 contracts.  Is that the case?  If so, yes, you would need 12 different symbols for oil, but you again would run into the symbol limitation.  Contact your broker to explore the possibility of extending that symbol limit.