about saving market data to local drive

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johnmok
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about saving market data to local drive

Postby johnmok » 28 Oct 2011

hi all, for some futures contracts, the data will disappear after the contract expire.

is there any method, to save the data to local drive, so that we can use it to do analysis in the future?

i find that in the file -> export data, seems can save the data, but i don't know if there are any other method to do that.

am i doing the right thing for backing up market data? thanks!

if i am doing the correct thing, is that i should choose the 1 min data so that i can make it in 5 min or 15 min chart? or i can just use it as 1 min chart, so that i have to export in 1min, 5min and 15min separately to get the three resolution?

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Henry MultiСharts
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Re: about saving market data to local drive

Postby Henry MultiСharts » 28 Oct 2011

Hello Sir.
for some futures contracts, the data will disappear after the contract expire.
Please describe in details what do you mean.
if i am doing the correct thing, is that i should choose the 1 min data so that i can make it in 5 min or 15 min chart? or i can just use it as 1 min chart, so that i have to export in 1min, 5min and 15min separately to get the three resolution?
The basic resolutions are 1 tick, 1 minute and 1 day.
You can export data only in basic resolutions.

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johnmok
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Re: about saving market data to local drive

Postby johnmok » 28 Oct 2011

thanks for your response.

i am using IB, and trading HSI Futures

the hsi futures will renew to a new contract, and IB won't keep the data of the expired contract . they won't be available any more, and i want to do the backtesting for a longer period of time rather than one month only.

therefore, i want to backup each month's contract data(e.g. tick data), and combine them up myself, so that i can have data for a longer period for more reliable backtesting results.

any good suggestions for me? thanks a lot!

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TJ
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Re: about saving market data to local drive

Postby TJ » 28 Oct 2011

thanks for your response.

i am using IB, and trading HSI Futures

the hsi futures will renew to a new contract, and IB won't keep the data of the expired contract . they won't be available any more, and i want to do the backtesting for a longer period of time rather than one month only.

therefore, i want to backup each month's contract data(e.g. tick data), and combine them up myself, so that i can have data for a longer period for more reliable backtesting results.

any good suggestions for me? thanks a lot!
Every time you exit MultiCharts, it saves your chart data into a database in your computer.
This is done automatically for you.
You can retrieve the data any time you like.

Go to QuoteManager,
highlight the symbol,
then go to Edit > Fields to Collect
make sure all the boxes are checked.

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johnmok
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Re: about saving market data to local drive

Postby johnmok » 28 Oct 2011

thanks TJ!

may i ask one more question?

do multicharts have the function to combine the different futures contract to one continuous contract for me? or i have to do that on my own?

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TJ
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Re: about saving market data to local drive

Postby TJ » 28 Oct 2011

thanks TJ!

may i ask one more question?

do multicharts have the function to combine the different futures contract to one continuous contract for me? or i have to do that on my own?
It is called Custom Futures.

You have to create the "contract" and specification.

QuoteManager > Instrument > Add Customer Futures

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Re: about saving market data to local drive

Postby furytrader » 28 Oct 2011

thanks TJ!

may i ask one more question?
Ask all of your questions - this is the place to do it!

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johnmok
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Re: about saving market data to local drive

Postby johnmok » 28 Oct 2011

hey guys, thank you all!

clear explanation, lovvvve MultiCharts!


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