Stitch Data

Hi-

I have 10 years of 1 minute .CSV futures data to the current date. I would like to use this as my historical data, and then from here forward use the Rithmic data that I am collecting.

So one month from now I would still have the .CSV file for data beyond one month back, and then one month of Rithmic data which I have been collecting.

I have watched the tutorial and they don't seem to address stitching together data in this way - can someone point me in the right direction?

thanks in advance!

If I understand your right, you can import the csv data in quotemanager. And from there on the new data is collected and added to the imported data. After awhile you can export all data again to a csv file. I don't know if your data supplier supports historical data, but if they do, quotemanager should fill the eventually gaps between the csv data and your new collected data.

Rithmic does not backfill data, so that is the issue I guess. I am collecting data and would like to backfill locally with that data, and stitch it to a static piece of historical data.

What is the instrument?

Do you have all 10 yrs of data in one file?

Do you need back adjustments?


you can simply import the data into the symbol and your datafeed would continue updating the data from there.

The instrument is ES, all 10 years (actually more like 15 years -it's large, maybe 30MB),don't need back adjustments.

The problem I am having is that Rithmic, which only provides live data, does not backfill. I am collecting the data from Rithmic locally, but don't know how to stitch it to my data file.

thanks

The instrument is ES, all 10 years (actually more like 15 years -it's large, maybe 30MB),don't need back adjustments.

The problem I am having is that Rithmic, which only provides live data, does not backfill. I am collecting the data from Rithmic locally, but don't know how to stitch it to my data file.

thanks

What is the last date on the data?

If the data is current,
You can simply import it into your current symbol.

Got to QuoteManager,
highlight the symbol,
right click, then select Import data > ASCII
All the data can go into the current symbol.

If the last date is the end of previous contract,
then import the data into previous symbol.

When the current contract expires,
you will need to create a Custom Future Contract.
MultiCharts will automatically rollover the contract for you (at your prescribed time)
MultiCharts will automatically back adjust the old data (according to your criteria)
then append the old data to your current contract.

That is exactly what I needed to hear - thanks TJ. I hope it is as easy as you said!

thanks again!

Before you merge any data,
you should do an export of the symbol,
so that in case the import failed,
you have the original data to start over again.

OK I am getting close -

Imported all of my data into the Rithmic (real time) symbol.

My imported data has session times that begin at 6:30 am (I am west coast) and end at 1315.

The Rithmic data is continuously updated while the market trades (Globex session).

What is happening is that the imported data plots fine, then the real time data plots the Globex session. I only want it to plot 6:30-1315.

I have tried to format the chart sessions to use some of the sessions offered, but there are none that fit my needs. ( I tried "US Stocks - Regular trading hours" but that starts at 9:30 local time and is ending at 13:15 local time for some reason).


My question is -

Can I create a new symbol using the Rithmic feed that only updates from 6:30-13:15 ?

OK I am getting close -

Imported all of my data into the Rithmic (real time) symbol.

My imported data has session times that begin at 6:30 am (I am west coast) and end at 1315.

The Rithmic data is continuously updated while the market trades (Globex session).

What is happening is that the imported data plots fine, then the real time data plots the Globex session. I only want it to plot 6:30-1315.

I have tried to format the chart sessions to use some of the sessions offered, but there are none that fit my needs. ( I tried "US Stocks - Regular trading hours" but that starts at 9:30 local time and is ending at 13:15 local time for some reason).


My question is -

Can I create a new symbol using the Rithmic feed that only updates from 6:30-13:15 ?

What is your chart resolution?

You can create a custom session template with your specifications.

QuoteManager > Tools > Session Template > Add