I wonder if I'm doing something wrong here. I'm using MC with IB, and have around half a dozen workspaces on which I track maybe 40-50 tickers. Various time frames. Whenever I close MC and re-open (or if MC crashes), it takes a very long time to reload the historical data I'd already had loaded/running the last time MC was open.
I know that the IB API rate-limits access to historical data. But is there some kind of cache I should turn on manually so that it doesn't *have* to load everything anew from the API, but can just use what was loaded the last time MC ran? "Flush cached data to database" doesn't seem to do much.
Caching IB historical data
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TJ
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Re: Caching IB historical data
When you exit MultiCharts at the end of the day,
MultiCharts would save the data to your computer's harddisk.
This process might take a minute or two.
Make sure you do not shut down the computer immediately.
Open your TaskManager, make sure all the MultiCharts processes are completed (ie no longer on the list) before you shut down your computer.
MultiCharts would save the data to your computer's harddisk.
This process might take a minute or two.
Make sure you do not shut down the computer immediately.
Open your TaskManager, make sure all the MultiCharts processes are completed (ie no longer on the list) before you shut down your computer.
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EuroNoob
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Re: Caching IB historical data
I had the same issue PLUS all sorts of other things didn't work when I started and was using IB for data. I spent a long time with the excellent MC support who couldn't fix most of it. I eventually found a page on IB that's hard to find that basically admits that they are not a data provider, even though in many places, they claim to offer and provide historic data.
I moved to DTN/ IQFeed (Symbol mapping to your broker of course) and EVERYTHING suddenly started working perfectly. They are a pure data provider and I've found them to be excellent.
I moved to DTN/ IQFeed (Symbol mapping to your broker of course) and EVERYTHING suddenly started working perfectly. They are a pure data provider and I've found them to be excellent.
Re: Caching IB historical data
Thanks for the info. Can you tell me roughly how much you pay at DTN, and do you still have to maintain/pay for SOME IB data to execute orders through them?I had the same issue PLUS all sorts of other things didn't work when I started and was using IB for data. I spent a long time with the excellent MC support who couldn't fix most of it. I eventually found a page on IB that's hard to find that basically admits that they are not a data provider, even though in many places, they claim to offer and provide historic data.
I moved to DTN/ IQFeed (Symbol mapping to your broker of course) and EVERYTHING suddenly started working perfectly. They are a pure data provider and I've found them to be excellent.
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EuroNoob
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Re: Caching IB historical data
Hi!
Sure... happy to help.
I pay $124 a month. It's about $90 for the service, then you pay per exchange on top of that... so I pay $25 for CME futures and $7 for NASDAQ equities. ICE futures is the most expensive; not using that yet, it's $116. The exchanges set the fees, so you won't find a price difference anywhere else. The DTN fee of $90 is basically what you're paying... I've found it to be very worth it... it just 'works' ! Very very fast to pull data into MC. You also get a suite of fairly simple DTN applications that are mostly only useful to check the connections...
It's a lot more than IB charges, but they as I said, I concluded IB are ripping you off when they charge you for data, because it's so patchy and unreliable.
A contact of mine who is a very successful algo trader told me about DTN . I figure if you can't make more than their fees in your trading, then you need to find a different hobby! I haven't added ICE yet as I am still learning the ropes but will likely do so shortly.
If you DM me, I can send you the email address of the guy I deal with there... if you take up the service, I get a free month or something. I did this when I joined for my friend, but you don't have to; I'm certainly not recommending them because of their recommendation bonus.
Their support approach is also great; I deal with a sales guy there who also is my direct line to support; he answers every email within minutes. To be fair to IB, their support is also excellent, but much more traditional 'support desk'.
Cheers, J
Sure... happy to help.
I pay $124 a month. It's about $90 for the service, then you pay per exchange on top of that... so I pay $25 for CME futures and $7 for NASDAQ equities. ICE futures is the most expensive; not using that yet, it's $116. The exchanges set the fees, so you won't find a price difference anywhere else. The DTN fee of $90 is basically what you're paying... I've found it to be very worth it... it just 'works' ! Very very fast to pull data into MC. You also get a suite of fairly simple DTN applications that are mostly only useful to check the connections...
It's a lot more than IB charges, but they as I said, I concluded IB are ripping you off when they charge you for data, because it's so patchy and unreliable.
A contact of mine who is a very successful algo trader told me about DTN . I figure if you can't make more than their fees in your trading, then you need to find a different hobby! I haven't added ICE yet as I am still learning the ropes but will likely do so shortly.
If you DM me, I can send you the email address of the guy I deal with there... if you take up the service, I get a free month or something. I did this when I joined for my friend, but you don't have to; I'm certainly not recommending them because of their recommendation bonus.
Their support approach is also great; I deal with a sales guy there who also is my direct line to support; he answers every email within minutes. To be fair to IB, their support is also excellent, but much more traditional 'support desk'.
Cheers, J
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EuroNoob
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Re: Caching IB historical data
... one thing I have noticed though is a lot of the Symbol data from DTN (maybe not their fault) is faulty. So always check session times and even tick size. I've heard this is common to TS data too.
Re: Caching IB historical data
Thanks for the info. My main gripe currently is with slow loading of historical data from IB, so for actual trading (I trade on 3-min timeframes, mostly), I don't quite need data quality on the level/cost of IQfeed. But if something changes, I'll DM you for the referral.Hi!
Sure... happy to help.
I pay $124 a month. It's about $90 for the service, then you pay per exchange on top of that... so I pay $25 for CME futures and $7 for NASDAQ equities. ICE futures is the most expensive; not using that yet, it's $116. The exchanges set the fees, so you won't find a price difference anywhere else. The DTN fee of $90 is basically what you're paying... I've found it to be very worth it... it just 'works' ! Very very fast to pull data into MC. You also get a suite of fairly simple DTN applications that are mostly only useful to check the connections...
It's a lot more than IB charges, but they as I said, I concluded IB are ripping you off when they charge you for data, because it's so patchy and unreliable.
A contact of mine who is a very successful algo trader told me about DTN . I figure if you can't make more than their fees in your trading, then you need to find a different hobby! I haven't added ICE yet as I am still learning the ropes but will likely do so shortly.
If you DM me, I can send you the email address of the guy I deal with there... if you take up the service, I get a free month or something. I did this when I joined for my friend, but you don't have to; I'm certainly not recommending them because of their recommendation bonus.
Their support approach is also great; I deal with a sales guy there who also is my direct line to support; he answers every email within minutes. To be fair to IB, their support is also excellent, but much more traditional 'support desk'.
Cheers, J
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EuroNoob
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Re: Caching IB historical data
Yep, understood, no worries! I can't do without IQFeed as I rely on being able to pull in lots of historic data to backtest/ walkforward/ optimise and generally test stuff. All the best! J