Merge historical data plus new real-time data  [SOLVED]

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tradetree
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Merge historical data plus new real-time data

Postby tradetree » 26 Nov 2013

I have some data to be imported into Multicharts. When I import data into Multicharts (MC), I have to give it an instrument name. But then I want to merge new real-time data with this old data to form the overall continuous contract. For example, I want to use 6 years of TF continuous contract data up to Sep. 2013. Then I want to use the current Dec. TF contract from there. How can I do that?

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Henry MultiСharts
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Re: Merge historical data plus new real-time data

Postby Henry MultiСharts » 26 Nov 2013

Hello tradetree,

You can add the current instrument for your data provider, import historical data into it. When the contract rolls over to the next month - just rename your instrument to match the front month contract.

If you want to have a customizable custom futures instrument in MultiCharts - you need to add individual futures contracts, then import data into each contract.

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Re: Merge historical data plus new real-time data

Postby tradetree » 12 Dec 2013

I am confused about the custom futures contract. I have created one, but my thinking was that I was creating a pail and then I'd tell it the list of source to fill the pail with. But there is no mechanism to do this. So I understand the non-custom contract path (where there is an existing brokers contract that I backfill), but not the custom contract path. Lets be specific. My broker has a TF FMH0014 I also have a csv file of data for years prior. I know how to use ASCII mapping to bring this data into a symbol. Now I want to use that data plus the broker TF FMH0014 as a custom futures contract. How do you do that?

Note that I know how to "create" a new custom futures, but I don't know how to add data or tell it what data to use. It appears to generate some symbol code like "!TF_108C0^HMUZ" and I can guess that it expects to see previous contracts like TF FMZ0013, but those are what I don't have. Or rather, I don't have anything prior to TF FMZ0013. So should I load my ASCII data into the TF FMZ0013 and it will be seen in the custom futures?

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Henry MultiСharts
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Re: Merge historical data plus new real-time data  [SOLVED]

Postby Henry MultiСharts » 13 Dec 2013

Custom Futures is a symbol combined from the individual futures contracts. The data series of Custom Futures is created by rolling over the data of the individual contracts added to the QuoteManager. Individual futures contracts should be added to the database prior to creating a Custom Futures symbol. Creating a Custom Futures will not add the necessary individual futures contracts.

There is no automated way to create a custom futures series from two files only: N years of historical data + front month contract. You need to have the data in each expired historical contract.

Instead of splitting the data and importing it separately into each individual expired historical contract - you can import the complete data you have into each historical contract. Custom Futures will just load the piece of data it needs based on your settings when the chart is plotted.

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Re: Merge historical data plus new real-time data

Postby tradetree » 13 Dec 2013

Just for final clarity, what I did was to load my file data into the previous (expired) contract. So the custom futures worked by showing data from the current, front month, then the previous contract which also had all my data. It worked going back many years. Thanks.

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Re: Merge historical data plus new real-time data

Postby houss75 » 09 Mar 2014

hello tradetree,

Can you please describe me how you load the historical data into the current contract?

Thanks

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Re: Merge historical data plus new real-time data

Postby JoshM » 09 Mar 2014

Can you please describe me how you load the historical data into the current contract?
See Merging Data Sources into a Single Chart for a small guide, with in this case the historical data loaded in the History part and the current/recent data in the RealTime part of the merging data sources screen.

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Re: Merge historical data plus new real-time data

Postby Henry MultiСharts » 13 Mar 2014

hello tradetree,
Can you please describe me how you load the historical data into the current contract?
Thanks
Please see Importing Data


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