Please Explain something more about 'the' database

Questions about MultiCharts and user contributed studies.
denizen2
Posts: 125
Joined: 17 Jul 2005

Please Explain something more about 'the' database

Postby denizen2 » 09 Sep 2007

The recemt post about changing the data-vendor from IB to eSignal brings up a question for me too. Does EACH data-vendor's data, for any given symbol, get its own unique and separate physical storage locations in 'the' database, REGARDLESS of whether TWO datavendors are used for the SAME symbol? If all of the (logical and physical) data is organized to be UNIQUE for any given data-vendor AND symbol combination, THEN how is it possible to use one data-vendor (e.g., IB) for the real-time tick quotes, but then use another data-vendor (e.g., IQFeed, or eSignal) for this HISTORY data?

Maybe I have got it all wrong? Maybe what I describe is not even possible, i.e., to use one data-vendor for real-time-quotes, and then another for history? There would seem to be some kind of problem with this just from the fact that each data-vendor probably has a different format to express the same symbols, right?

So I could use a little more explaination of what is possible and how things work in the area of the database handling of so many different vendors. It is great to have this capability, but I imagine it can be a big headache for the developers, and maybe even the users, without a lot more discussion of how it works. 8) Thanks for all of your good works!

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Marina Pashkova
Posts: 2758
Joined: 27 Jul 2007

Re: Please Explain something more about 'the' database

Postby Marina Pashkova » 10 Sep 2007

The recemt post about changing the data-vendor from IB to eSignal brings up a question for me too. Does EACH data-vendor's data, for any given symbol, get its own unique and separate physical storage locations in 'the' database, REGARDLESS of whether TWO datavendors are used for the SAME symbol? If all of the (logical and physical) data is organized to be UNIQUE for any given data-vendor AND symbol combination, THEN how is it possible to use one data-vendor (e.g., IB) for the real-time tick quotes, but then use another data-vendor (e.g., IQFeed, or eSignal) for this HISTORY data?


The 'thread' for storing data for each symbol is unique and is a combination of the following: datasource, category, symbol name, and exchange. Recodrs for each combination are stored in parallel to all the other records.

This feature allows merging data sources: you can get history for the symbol from one data source and real-time quotes from another.

If you need further explanations please let us know.

BTW, there is an on-line tutorial on how to merge data from different providers for history and real time into a chart - just to give you an idea of how to set the whole thing. http://www.tssupport.com/products/multi ... erging.htm


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