Good routines on recording and exporting data from the CME?

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Laurentius
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Good routines on recording and exporting data from the CME?

Postby Laurentius » 10 Apr 2011

Hi,

I am new to actually do recording and exporting data with QuoteManager and are wondering if someone could please give some advice or guidance on the topic? I know about the "Fields to Collect", "Connect Symbol" and "Export/Import Data" features.

Lets say I would like to record and collect tick data from the CME in weekly intervals for importing and merging at a later point. What exact time settings would be appropriate for this when I wish to import and merge all the data seamlessly at a later point?

To have both bid, ask and volume information with tick data would it be correct to select both "Bid", "Ask" and "Trade" in "Fields to Collect"? The reason for asking is that I am a little uncertain about the "Trade".

Since there is limitations on how much tick history data with each data feed provider, I am wondering if it is possible to import and merge recorded data with the history data from the provider on the live charts? If possible, how is this done?

Thank you,
Laurentius

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Stan Bokov
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Re: Good routines on recording and exporting data from the C

Postby Stan Bokov » 11 Apr 2011

Laurentius wrote:Hi,

I am new to actually do recording and exporting data with QuoteManager and are wondering if someone could please give some advice or guidance on the topic? I know about the "Fields to Collect", "Connect Symbol" and "Export/Import Data" features.

Lets say I would like to record and collect tick data from the CME in weekly intervals for importing and merging at a later point. What exact time settings would be appropriate for this when I wish to import and merge all the data seamlessly at a later point?

To have both bid, ask and volume information with tick data would it be correct to select both "Bid", "Ask" and "Trade" in "Fields to Collect"? The reason for asking is that I am a little uncertain about the "Trade".

Since there is limitations on how much tick history data with each data feed provider, I am wondering if it is possible to import and merge recorded data with the history data from the provider on the live charts? If possible, how is this done?

Thank you,
Laurentius


Hi,

YOU CAN continuously collect data you want.

You can "record and collect tick data" for symbols that you have in your QuoteManager. Usually data is only requested when you make a chart, but if you wish to collect data for symbols from providers that don't give historical, there is the "Collect R-T data without plotting the in the QuoteManager. You can right-click on a symbol, edit Fields to Collect to set how you want, and then right-click on the symbol again and choose Connect Instrument.

You will need to do this for all the symbols you want to collect. "importing and merging at a later point" does not apply in this context - all data is saved to the appropriate symbol. However, if you want to do the entire CME for instance, that will means a lot of traffic and computer resource usage. It might not make sense to do it this way.


YOU CAN download data from someone that has history (for instance, BarChart.com or IQFeed), into a different symbol. You can then merge the symbol from that provider with the one you are using for real-time. All real-time will be taken from your provider, while all history will be received from another. This approach requires you to maintain an active subscription to a historical data provider.
Note: If all you need is daily data, you can use a free historical data feed we call FreeQuotes. MSN, Google and Yahoo EOD services are collected under the name FreeQuotes. As far as I am aware, there is no free accurate intraday data sources.

YOU CAN download data from some source that I am not aware of, and as long as you can get ASCII files (.csv) with the data, you can import them into your symbols when you wish. It is up to you what data you want, how much you trust it, and for which symbols - we can't help here.

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Re: Good routines on recording and exporting data from the C

Postby Laurentius » 11 Apr 2011

Thank you very much for your thorough answer Stan.

When exporting data one can for example choose either Bid or Ask. If exporting twice where I first choose Bid for the first export and then Ask, where I get two files, can I then import both back so I can have both Bid and Ask info available as the original source for the instrument on the charts? I mean, would the second import with Ask data overwrite the first import with Bid data?

Thank you.

Laurentius

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Stan Bokov
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Re: Good routines on recording and exporting data from the C

Postby Stan Bokov » 12 Apr 2011

You can export and import separate Ask and Bid no problem. Your Ask file will not overwrite your Bid file, that would not make sense.

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Re: Good routines on recording and exporting data from the C

Postby Laurentius » 12 Apr 2011

Thank you Stan.

My last question for now I think. To merge recorded data with live data on a chart, do I only have to choose "Import Data" and then it will automatically add/merge this to the live instrument?

Thank you.

Laurentius

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Re: Good routines on recording and exporting data from the C

Postby Stan Bokov » 15 Apr 2011

Importing data will add the data that you have in the file to the database for the symbol. Then, when you request a chart for that symbol, the historical you imported will be displayed on the chart if you want it to, plus your real-time will update as well.

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Re: Good routines on recording and exporting data from the C

Postby Laurentius » 15 Apr 2011

Again thank you for your support Stan.

I think I got it pretty clear now : )

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Re: Good routines on recording and exporting data from the C

Postby Stan Bokov » 18 Apr 2011

Glad I could help.


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