Question about historical data...  [SOLVED]

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datamonkey
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Question about historical data...

Postby datamonkey » 11 Jun 2015

When I trade from my charts each day I realise the data from Rithmic is saved in my C:\\...\MultiCharts .NET64\Databases\ directory.

However when the contract rolls over for the next 3 month contract period, does the new data simply get added to the old contract data in the database file or does the new contract overwrite the old data? Also is the data saved to one of the 'GDB' files in the database directory?

Reason I am asking is I would like to add my old data from past contracts to my charts but not sure if it's possible or how it works.

Thanks

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Henry MultiСharts
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Re: Question about historical data...  [SOLVED]

Postby Henry MultiСharts » 11 Jun 2015

Hello datamonkey,

The data for each instrument is stored individually and does not overlap. Building a continuous futures data series in MultiCharts is called Custom Futures.
Please refer to this guide to learn how to configure it:
https://www.multicharts.com/trading-sof ... om_Futures
Rollover of custom futures dataseries cannot be done in realtime. You need to close/open the chart to rollover.

In order to place orders from a custom futures chart in MultiCharts/Portfolio Trader – that is required to manually add Symbol Mapping entry: Custom Futures to current front month contract/the one you need to trade. Here is how to do that:
https://www.multicharts.com/trading-sof ... ol_Mapping
You will need to manually remap the custom futures/continuous contract to the front month contract when futures rollover.
MultiCharts will not cancel and replace the orders with the new contract month.
You need to do that manually or contact your broker for assistance.

datamonkey
Posts:95
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Re: Question about historical data...

Postby datamonkey » 11 Jun 2015

Hello datamonkey,

The data for each instrument is stored individually and does not overlap. Building a continuous futures data series in MultiCharts is called Custom Futures.
Please refer to this guide to learn how to configure it:
https://www.multicharts.com/trading-sof ... om_Futures
Rollover of custom futures dataseries cannot be done in realtime. You need to close/open the chart to rollover.

In order to place orders from a custom futures chart in MultiCharts/Portfolio Trader – that is required to manually add Symbol Mapping entry: Custom Futures to current front month contract/the one you need to trade. Here is how to do that:
https://www.multicharts.com/trading-sof ... ol_Mapping
You will need to manually remap the custom futures/continuous contract to the front month contract when futures rollover.
MultiCharts will not cancel and replace the orders with the new contract month.
You need to do that manually or contact your broker for assistance.
Thanks for the explanation Henry.

Will look into it on the links provided. Thanks! :)


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