rithmic tick data ?

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shanemcdonald
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rithmic tick data ?

Postby shanemcdonald » 07 Nov 2014

How do traders work around the limited tick data that rithmic provides ?

I only get one day when trying to build tick charts in MC

Is this normal ?


shane

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MAtricks
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Re: rithmic tick data ?

Postby MAtricks » 07 Nov 2014

Rithmic only provides tick data back to the last session.

I have a 3rd party data provider who I use for back-testing data. As I first switched to Rithmic, I imported enough of that data into my Rithmic symbols to ensure that my strategies had enough bars back to run.

shanemcdonald
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Re: rithmic tick data ?

Postby shanemcdonald » 07 Nov 2014

Thanks !

That seems to be the best solution.

Do you have to leave the symbol open in MC to collect tick data for the week ?

If you have MC turned off for a couple of days, then you dont have any tick data collected for those few days, right ? You have to import data again for this ?


thanks for ur help

shane

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Re: rithmic tick data ?

Postby MAtricks » 07 Nov 2014

This is the only con that I see with Rithmic. Sadly, its an annoying one. And one that needs to be dealt with at the beginning of the use of each symbol and roll of symbol. At the roll, I just port the data from the previous symbol to the next. That works out well.

I make sure that my server always has MC running to ensure the collection of Rithmic data.

Once the data is setup, I use Rithmic data from then on.

shanemcdonald
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Re: rithmic tick data ?

Postby shanemcdonald » 07 Nov 2014

Sounds solid.

thanks for that info.

I have been doing something similar with cqg , but was hoping for something easier !


shane

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Re: rithmic tick data ?

Postby MAtricks » 07 Nov 2014

Glad I could offer my experience with it..

CQG should have a lot of historical data. I can pull down bid/ask/trade (bid/ask is NOT good data) for 5+years with CQG.

shanemcdonald
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Re: rithmic tick data ?

Postby shanemcdonald » 07 Nov 2014

I have been doing the trade data.

I was not aware that the bid/ask was not good data ?

thanks for the heads up

shane


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