Hey all,
Been playing around with MC SE now for a bit and I'm very happy with it, and I want to take the next steps and invest some time learning to program strategies for MC (C# mostly.)
Need help on one thing though. Say I'm using eSignal as a data vendor, and, say I want to pull T&S/tick level stock data from eSignal's service for offline use later. How do I do this?
That is to say, I've already linked eSignal to MC:SE, so it works nice and spiffy, but how do I make sure QuoteManager pulls a given date range from eSignal and stores it locally?
And, how can I store one given symbol's tick level data in a format that can be saved outside of QuoteManager and then imported back into QuoteManager once I re-enter that symbol again? (Just jockeying around the 2 symbol limit.)
Thanks in advance!
Saving eSignal Data to QuoteManager in MC SE
- Henry MultiСharts
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Re: Saving eSignal Data to QuoteManager in MC SE
Hello Jack,
Once the data is downloaded from the data feed server - it is stored in the cache. When you close MultiCharts, QuoteManager and Portfolio Backtester-the data is saved to the local database. You do not need to manually save any data, it is done automatically. More details regarding this process can be found in the corresponding Wiki article: Collecting and Saving Data to MultiCharts Database
There are multiple ways to export data from the local database:Exporting Data.
You can also export the data from the chart into an ASCII file directly (File->Export data).
Once the data is downloaded from the data feed server - it is stored in the cache. When you close MultiCharts, QuoteManager and Portfolio Backtester-the data is saved to the local database. You do not need to manually save any data, it is done automatically. More details regarding this process can be found in the corresponding Wiki article: Collecting and Saving Data to MultiCharts Database
There are multiple ways to export data from the local database:Exporting Data.
You can also export the data from the chart into an ASCII file directly (File->Export data).
Re: Saving eSignal Data to QuoteManager in MC SE
Ok, so say I want a specific date range of cached price, and the T&S data from that range (which I'm assuming is a given since the chart is painted from T&S data,) all I have to do is open a chart that covers this range and it will be cached locally?
Later on, say when I'm offline, I can then test a 'signal' (strategy) against this date range?
Is there a limit to how much data can be stored? T&S data for a year or two on a single symbol?
Thanks a bunch for your help, this is shaping up to be a great tool.
Later on, say when I'm offline, I can then test a 'signal' (strategy) against this date range?
Is there a limit to how much data can be stored? T&S data for a year or two on a single symbol?
Thanks a bunch for your help, this is shaping up to be a great tool.
- Henry MultiСharts
- Posts: 9165
- Joined: 25 Aug 2011
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Re: Saving eSignal Data to QuoteManager in MC SE
T&S starts plotting data from the moment you have opened the T&S window and selected an instrument. There is no way to ask it to load data from a specific historical date/time.Ok, so say I want a specific date range of cached price, and the T&S data from that range (which I'm assuming is a given since the chart is painted from T&S data,) all I have to do is open a chart that covers this range and it will be cached locally?
If you want to load a certain data range-you need to plot a chart or use Portfolio Backtester for that.
There is no limitation for the amount of data you can store/database size.Is there a limit to how much data can be stored? T&S data for a year or two on a single symbol?
Re: Saving eSignal Data to QuoteManager in MC SE
To clarify, what I meant by referencing T&S is how the chart is painted.T&S starts plotting data from the moment you have opened the T&S window and selected an instrument. There is no way to ask it to load data from a specific historical date/time.Ok, so say I want a specific date range of cached price, and the T&S data from that range (which I'm assuming is a given since the chart is painted from T&S data,) all I have to do is open a chart that covers this range and it will be cached locally?
If you want to load a certain data range-you need to plot a chart or use Portfolio Backtester for that.There is no limitation for the amount of data you can store/database size.Is there a limit to how much data can be stored? T&S data for a year or two on a single symbol?
I'm assuming that by opening a date range in a chart, it's pulling T&S to paint said chart (and thus, storing said T&S data in the QuoteManager's cache,) not just that chart's bar/period OHLC data.
Since I'm aiming to backtest on this data offline, it would need to be the actual T&S history cached, not just simulated ticks generated from a candle's price range.
I suppose I was just making sure that my understanding is what's taking place in reality... so is this correct?
And thanks again for your help! I think MC:SE is going to really expand the user and partner base of MultiCharts..
- Henry MultiСharts
- Posts: 9165
- Joined: 25 Aug 2011
- Has thanked: 1264 times
- Been thanked: 2957 times
Re: Saving eSignal Data to QuoteManager in MC SE
T&S and chart are two separate and different data flows. Chart plots whatever you ask it to plot (symbol, resolution, quote field, data range). T&S plots T&S data. There is no other way to get T&S data apart from keeping T&S window open.To clarify, what I meant by referencing T&S is how the chart is painted.
I'm assuming that by opening a date range in a chart, it's pulling T&S to paint said chart (and thus, storing said T&S data in the QuoteManager's cache,) not just that chart's bar/period OHLC data.
Re: Saving eSignal Data to QuoteManager in MC SE
Maybe this is a silly question, but where can I find the T&S window? Is that a standard feature now or an add-on?T&S and chart are two separate and different data flows. Chart plots whatever you ask it to plot (symbol, resolution, quote field, data range). T&S plots T&S data. There is no other way to get T&S data apart from keeping T&S window open.To clarify, what I meant by referencing T&S is how the chart is painted.
I'm assuming that by opening a date range in a chart, it's pulling T&S to paint said chart (and thus, storing said T&S data in the QuoteManager's cache,) not just that chart's bar/period OHLC data.
- Henry MultiСharts
- Posts: 9165
- Joined: 25 Aug 2011
- Has thanked: 1264 times
- Been thanked: 2957 times
Re: Saving eSignal Data to QuoteManager in MC SE
T&S window is a built-in feature available in MultiCharts since version 8.7 beta 1.
We are going to release MultiCharts .NET 8.7 beta 1 in about a month.
We are going to release MultiCharts .NET 8.7 beta 1 in about a month.