No historical data feeds

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larssan
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No historical data feeds

Postby larssan » 22 Jun 2011

Hi,

I plan to use Patsystems and according to your info about them they don't provide any historical data.

My question is how that actually works.

If I start MC with Patsystems in the morning will the chart be all blank and RT data will start ticking when the software opens ?
If I have a couple of hours of RT data on the chart and restarts MC during the day will the chart be empty again?

I trade from the chart so I want to understand if I need two charts to trade, one for historical data and one to put in orders on.

Regards, Lars

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Stan Bokov
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Re: No historical data feeds

Postby Stan Bokov » 22 Jun 2011

larssan wrote:If I start MC with Patsystems in the morning will the chart be all blank and RT data will start ticking when the software opens ?


If you have no data in your local data base, then the chart will be blank.


If I have a couple of hours of RT data on the chart and restarts MC during the day will the chart be empty again?


You will have a hole for the time it took you to restart, but you will have data for the other times. Since data is saved to the local data base, what you collected previously will remain to be displayed on your computer.

I trade from the chart so I want to understand if I need two charts to trade, one for historical data and one to put in orders on.

Why would you need two charts? From two different providers?

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larssan
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Re: No historical data feeds

Postby larssan » 22 Jun 2011

larssan wrote:
If I start MC with Patsystems in the morning will the chart be all blank and RT data will start ticking when the software opens ?


If you have no data in your local data base, then the chart will be blank.


Quote:
If I have a couple of hours of RT data on the chart and restarts MC during the day will the chart be empty again?


You will have a hole for the time it took you to restart, but you will have data for the other times. Since data is saved to the local data base, what you collected previously will remain to be displayed on your computer.

Got it, thanks!

Quote:
I trade from the chart so I want to understand if I need two charts to trade, one for historical data and one to put in orders on.

Why would you need two charts? From two different providers?


I need a couple of days of historical data for my setup and I can use eSignal for that but since I can't put in orders on the "eSignal" chart (to my understanding) I need another chart with PATS.

As you describe above it's not possible to use PATS for history as there will be missing data every time I shut down MC.

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Re: No historical data feeds

Postby Stan Bokov » 22 Jun 2011

No, you don't need two charts - that's why we have Symbol Mapping in the Broker Profiles. You simply make a chart of eSignal, and indicate the Pats symbol details in the Mapping - your order for the eSignal chart will be routed to Pats.

Alternatively, if you want to trade based on real-time from Pats, simply Merge two data feeds in one chart. Use eSignal for historical, and Pats for real-time. Every time you create or reload a chart, real-time from that moment on will be taken from Pats, and history from eSignal.

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Re: No historical data feeds

Postby larssan » 22 Jun 2011

No, you don't need two charts - that's why we have Symbol Mapping in the Broker Profiles. You simply make a chart of eSignal, and indicate the Pats symbol details in the Mapping - your order for the eSignal chart will be routed to Pats.

I've tried this with OEC and I can't get it to work. There are no orders generated.
- Data provider is eSignal and symbol on the chart is ES U1.
- Broker is OEC and symbol is ESU1.
In "Manage Broker Profiles" => "Edit..." => "Symbol Mapping" i see the following:
Chart Ticker Exchange
ES U1 ESU1 CME

Alternatively, if you want to trade based on real-time from Pats, simply Merge two data feeds in one chart. Use eSignal for historical, and Pats for real-time. Every time you create or reload a chart, real-time from that moment on will be taken from Pats, and history from eSignal.

This sounds perfect!
I'll test this tomorrow.
So when I put on a manual trade I'll see the order on the chart ?

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Re: No historical data feeds

Postby larssan » 22 Jun 2011

Quote:
Alternatively, if you want to trade based on real-time from Pats, simply Merge two data feeds in one chart. Use eSignal for historical, and Pats for real-time. Every time you create or reload a chart, real-time from that moment on will be taken from Pats, and history from eSignal.

This sounds perfect!
I'll test this tomorrow.
So when I put on a manual trade I'll see the order on the chart ?


I've tried to merge but I have the same problem here.
eSignal for History and OEC for RT but no orders are sent out.
If I change to only OEC, all OK.

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Re: No historical data feeds

Postby Stan Bokov » 22 Jun 2011

You probably don't see the order on the chart when you merge, but when you check your Order and Position Tracker, the order is there. If you use OEC only, you will see the order on the chart.

We are developing the symbol mapping feature necessary to address the first case, where you don't see the order on the chart yet. You should see it in Beta 5, which is scheduled for release tomorrow.

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Re: No historical data feeds

Postby larssan » 23 Jun 2011

You probably don't see the order on the chart when you merge, but when you check your Order and Position Tracker, the order is there. If you use OEC only, you will see the order on the chart.

They won't show up in the Order and Position Tracker.
Probably my Mapping settings are wrong.

We are developing the symbol mapping feature necessary to address the first case, where you don't see the order on the chart yet. You should see it in Beta 5, which is scheduled for release tomorrow.

Great news, that eliminates the need for two charts.

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Re: No historical data feeds

Postby Stan Bokov » 23 Jun 2011

Check the logs tab in the OPT. If your mapping is off it should say something like 'No security definition has been found" for the order you tried to send.
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Re: No historical data feeds

Postby larssan » 23 Jun 2011

Check the logs tab in the OPT. If your mapping is off it should say something like 'No security definition has been found" for the order you tried to send.

Correct, I got a warning when trying to send the order.
I corrected the mapping and now it works.

Thanks!
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Re: No historical data feeds

Postby Stan Bokov » 24 Jun 2011

Thanks for the update.

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Re: No historical data feeds

Postby khalaad » 25 Jun 2011

Stan, larssan:

Thank you both for a nice tutorial on no-backfill data.

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Re: No historical data feeds

Postby Stan Bokov » 27 Jun 2011

There should be a whole bunch of nice tutorials coming soon, in video form and with narration.
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