Difference between revisions of "Collecting and Saving Data to MultiCharts Database"

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There is plenty of ways to recieve data in MultiCharts, however each way treats received data individually. The only common thing is that no data can be received (except for ASCII Import, see) if Offline mode of MultiCharts is selected.
+
There are plenty of ways to receive data in MultiCharts, however each way treats received data differently. The only thing in common is that no data can be received (except for [[Importing_Data#Importing_ASCII_data|ASCII Import]]) if Multichart's [[Preferences#Data_server_mode|Offline Mode]] is selected.
<div style="background-color: #E3FBE5;">'''Note''': Data that was recieved in MultiCharts is stored in cache during MC working session. Once the software ('''tsserver.exe''', see [[MultiCharts Processes]]) is shut down, the data is stored in MultiCharts database. </div>
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<div style="background-color: #E3FBE5;">'''Note''': Data that was received in MultiCharts is stored in [[Data_Cache|cache]] during MC's working session. Once the software ('''tsserver.exe''', see [[MultiCharts Processes]]) is shutdown, data is saved into the MultiCharts database. </div>
  
 
==Saving Historical Data==
 
==Saving Historical Data==
Most of supported data vendors provide historical data that is always stored locally after data is received. All types of data is stored:  
+
Most supported data vendors provide historical data that is always stored locally after data is received. All types of data are stored:  
 
* Ticks, minutes, days (see [[Tick, Minute and Daily Data]]);
 
* Ticks, minutes, days (see [[Tick, Minute and Daily Data]]);
 
* Asks, bids, trades.
 
* Asks, bids, trades.
<div style="background-color: #E3FBE5;">'''Exceptions''': Historical data from the following data sources is not stored locally:<br>* [[ASCII Mapping]]<br>* [[CSI]]<br>* [[GlobalServer]]<br>* [[MetaStock]]<br>* Historical data from [[TradeStation]] can be stored locally if the box is checked in the data source settings.</div>
+
<div style="background-color: #E3FBE5;">'''Exceptions''': Historical data from the following data sources is not stored locally:<br>* [[ASCII Mapping]]<br>* [[CSI]]<br>* Historical data from [[GlobalServer]] can be stored locally if the box is checked in the data source settings.<br>* [[MetaStock]]<br>* Historical data from [[TradeStation]] can be stored locally if the box is checked in the data source settings.</div>
When data is imported from ASCII file, it is always stored in MultiCharts database.
+
When data is imported from an ASCII file, it is always stored in the MultiCharts database.
  
 
==Saving Collected in Real-Time Data==
 
==Saving Collected in Real-Time Data==
  
 
===Saving RT Data Collected in QuoteManager===
 
===Saving RT Data Collected in QuoteManager===
All types of data received from data vendors if "Collect RT Data w/o Plotting" is on in QuoteManager (see [[Online Mode Data Collection]]) is stored in database.
+
All types of data received from data vendors, if "Collect RT Data w/o Plotting" is on in QuoteManager, (see [[Online Mode Data Collection]]) are stored in the database.
  
 
===Saving RT Data Collected in MultiCharts===
 
===Saving RT Data Collected in MultiCharts===
* RT data plotted in DOM window is not saved.
+
* RT data plotted in the DOM window is not saved.
* RT data plotted in Market Scanner window is saved the same way as data plotted in Chart window.
+
* RT data plotted in the Market Scanner window is saved the same way as data plotted in Chart window.
* RT data plotted in Chart window is stored or is not stored, depending on its type:
+
* RT data plotted in the Time & Sales Window is saved the same way as data plotted in Chart window.
 +
* RT data plotted in the Chart window is stored or is not stored, depending on its type:
 
:* Ticks are always stored.
 
:* Ticks are always stored.
:* Minute and daily are recorded or not recorded for each data vendor individually:
+
:* Minute and daily data are recorded or not recorded for each data vendor individually:
:: <div style="background-color: #E3FBE5;">'''Note''': If a data source provides only real-time data (no historical backfill) it is always recorded in MultiCharts database. Only the data vendors, supporting both history and real-time feed are listed in the following table.</div>
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:: <div style="background-color: #E3FBE5;">'''Note''': If a data source provides only real-time data (no historical backfill) it is always recorded in the MultiCharts database. Only the data vendors, supporting both history and real-time feeds, are listed in the following table.</div>
 +
 
 
{| class="wikitable"
 
{| class="wikitable"
 
|<p align="center">'''Data Vendor'''</p>
 
|<p align="center">'''Data Vendor'''</p>
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|-
 
|-
 
|<p align="center">'''Barchart'''</p>
 
|<p align="center">'''Barchart'''</p>
|  
+
|<p align="center"><b><font color="green">V</font></b></p>
|  
+
|<p align="center"><b><font color="red">X</font></b></p>
|  
+
|<p align="center"><b><font color="red">X</font></b></p>
|
+
|<p align="center"><b><font color="red">X</font></b></p>
 +
|-
 +
|<p align="center">'''Bloomberg'''</p>
 +
|<p align="center"><b><font color="green">V</font></b></p>
 +
|<p align="center"><b><font color="red">X</font></b></p>
 +
|<p align="center"><b><font color="red">X</font></b></p>
 +
|<p align="center"><b><font color="red">X</font></b></p>
 
|-
 
|-
|<p align="center">'''CGQ'''</p>
+
|<p align="center">'''CQG'''</p>
|  
+
|<p align="center"><b><font color="green">V</font></b></p>
|  
+
|<p align="center"><b><font color="red">X</font></b></p>
|  
+
|<p align="center"><b><font color="red">X</font></b></p>
|
+
|<p align="center"><b><font color="red">X</font></b></p>
 
|-
 
|-
 
|<p align="center">'''eSignal'''</p>
 
|<p align="center">'''eSignal'''</p>
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|<p align="center"><b><font color="red">X</font></b></p>
 
|<p align="center"><b><font color="red">X</font></b></p>
 
|<p align="center"><b><font color="red">X</font></b></p>
 
|<p align="center"><b><font color="red">X</font></b></p>
|
+
|<p align="center"><b><font color="red">X</font></b></p>
 
|-
 
|-
 
|<p align="center">'''Interactive Brokers'''</p>
 
|<p align="center">'''Interactive Brokers'''</p>
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|<p align="center"><b><font color="red">X</font></b></p>
 
|<p align="center"><b><font color="red">X</font></b></p>
 
|<p align="center"><b><font color="red">X</font></b></p>
 
|<p align="center"><b><font color="red">X</font></b></p>
|
+
|<p align="center"><b><font color="red">X</font></b></p>
 
|-
 
|-
 
|<p align="center">'''IQFeed'''</p>
 
|<p align="center">'''IQFeed'''</p>
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|<p align="center"><b><font color="red">X</font></b></p>
 
|<p align="center"><b><font color="red">X</font></b></p>
 
|<p align="center"><b><font color="red">X</font></b></p>
 
|<p align="center"><b><font color="red">X</font></b></p>
|
+
|<p align="center"><b><font color="red">X</font></b></p>
 
|-
 
|-
 
|<p align="center">'''LMAX'''</p>
 
|<p align="center">'''LMAX'''</p>
 
|<p align="center"><b><font color="green">V</font></b></p>
 
|<p align="center"><b><font color="green">V</font></b></p>
 
|<p align="center"><b><font color="red">X</font></b></p>
 
|<p align="center"><b><font color="red">X</font></b></p>
|
+
|<p align="center"><b><font color="red">X</font></b></p>
|
+
|<p align="center"><b><font color="red">X</font></b></p>
 
|-
 
|-
 
|<p align="center">'''MB Trading'''</p>
 
|<p align="center">'''MB Trading'''</p>
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|<p align="center"><b><font color="red">X</font></b></p>
 
|<p align="center"><b><font color="red">X</font></b></p>
 
|<p align="center"><b><font color="red">X</font></b></p>
 
|<p align="center"><b><font color="red">X</font></b></p>
|
+
|<p align="center"><b><font color="red">X</font></b></p>
 
|-
 
|-
|<p align="center">'''Open E Cry'''</p>
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|<p align="center">'''GAIN Capital <br> (ex. Open E Cry)'''</p>
 
|<p align="center"><b><font color="green">V</font></b></p>
 
|<p align="center"><b><font color="green">V</font></b></p>
 
|<p align="center"><b><font color="green">V</font><font color="red">*!</font></b></p>
 
|<p align="center"><b><font color="green">V</font><font color="red">*!</font></b></p>
 
|<p align="center"><b><font color="red">X</font></b></p>
 
|<p align="center"><b><font color="red">X</font></b></p>
|
+
|<p align="center"><b><font color="red">X</font></b></p>
 
|-
 
|-
|<p align="center">'''PFG BEST'''</p>
+
|<p align="center">'''Rithmic'''</p>
 
|<p align="center"><b><font color="green">V</font></b></p>
 
|<p align="center"><b><font color="green">V</font></b></p>
 
|<p align="center"><b><font color="red">X</font></b></p>
 
|<p align="center"><b><font color="red">X</font></b></p>
 +
|<p align="center"><b><font color="red">X</font></b></p>
 
|<p align="center"><b><font color="red">X</font></b></p>
 
|<p align="center"><b><font color="red">X</font></b></p>
|
 
 
|-
 
|-
 
|<p align="center">'''Quik'''</p>
 
|<p align="center">'''Quik'''</p>
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|<p align="center"><b><font color="red">X</font></b></p>
 
|<p align="center"><b><font color="red">X</font></b></p>
 
|<p align="center"><b><font color="red">X</font></b></p>
 
|<p align="center"><b><font color="red">X</font></b></p>
|
+
|<p align="center"><b><font color="red">X</font></b></p>
 
|-
 
|-
 
|<p align="center">'''TradeStation'''</p>
 
|<p align="center">'''TradeStation'''</p>
|
 
|
 
|
 
|
 
|-
 
|<p align="center">'''Zen-Fire'''</p>
 
 
|<p align="center"><b><font color="green">V</font></b></p>
 
|<p align="center"><b><font color="green">V</font></b></p>
 
|<p align="center"><b><font color="red">X</font></b></p>
 
|<p align="center"><b><font color="red">X</font></b></p>
|<p align="center"><b><font color="red">X</font></b></p>  
+
|<p align="center"><b><font color="red">X</font></b></p>
|
+
|<p align="center"><b><font color="red">X</font></b></p>
 
|}
 
|}
 +
 +
<b><font color="green">V</font><font color="red">*!</font></b> - The GAIN Capital (ex. Open E Cry) data source provides real-time minute data that is stored in a database. It is important to know that if charts only with minute data from GAIN Capital are plotted in MultiCharts, tick data is not stored locally.
 +
 +
<div style="background-color: #E3FBE5;">'''Note''': Take into account that the '''Download Missing Historical Data''' checkbox affects the way MultiCharts treats received real-time data for Chart and Market Scanner windows. </div>
 +
 +
<div style="background-color: #E3FBE5;">'''Note 2''': If a data vendor does not provide historical Ask/Bid data, than Ask/Bid data received in real-time is recorded in the MultiCharts database. </div>
 +
<div style="background-color: #E3FBE5;">'''Note 3''': There is an option to '''save real-time minute bars to the database''' in the [[Preferences]]. </div>
 +
 +
[[Category:Help]]

Latest revision as of 18:18, 7 November 2022

There are plenty of ways to receive data in MultiCharts, however each way treats received data differently. The only thing in common is that no data can be received (except for ASCII Import) if Multichart's Offline Mode is selected.

Note: Data that was received in MultiCharts is stored in cache during MC's working session. Once the software (tsserver.exe, see MultiCharts Processes) is shutdown, data is saved into the MultiCharts database.

Saving Historical Data

Most supported data vendors provide historical data that is always stored locally after data is received. All types of data are stored:

Exceptions: Historical data from the following data sources is not stored locally:
* ASCII Mapping
* CSI
* Historical data from GlobalServer can be stored locally if the box is checked in the data source settings.
* MetaStock
* Historical data from TradeStation can be stored locally if the box is checked in the data source settings.

When data is imported from an ASCII file, it is always stored in the MultiCharts database.

Saving Collected in Real-Time Data

Saving RT Data Collected in QuoteManager

All types of data received from data vendors, if "Collect RT Data w/o Plotting" is on in QuoteManager, (see Online Mode Data Collection) are stored in the database.

Saving RT Data Collected in MultiCharts

  • RT data plotted in the DOM window is not saved.
  • RT data plotted in the Market Scanner window is saved the same way as data plotted in Chart window.
  • RT data plotted in the Time & Sales Window is saved the same way as data plotted in Chart window.
  • RT data plotted in the Chart window is stored or is not stored, depending on its type:
  • Ticks are always stored.
  • Minute and daily data are recorded or not recorded for each data vendor individually:
Note: If a data source provides only real-time data (no historical backfill) it is always recorded in the MultiCharts database. Only the data vendors, supporting both history and real-time feeds, are listed in the following table.

Data Vendor

RT minutes
DL missing historical data is not checked

RT minutes
DL missing historical data is checked

RT daily
DL missing historical data is not checked

RT daily
DL missing historical data is checked

Barchart

V

X

X

X

Bloomberg

V

X

X

X

CQG

V

X

X

X

eSignal

V

X

X

X

Interactive Brokers

V

X

X

X

IQFeed

V

X

X

X

LMAX

V

X

X

X

MB Trading

V

X

X

X

GAIN Capital
(ex. Open E Cry)

V

V*!

X

X

Rithmic

V

X

X

X

Quik

V

X

X

X

TradeStation

V

X

X

X

V*! - The GAIN Capital (ex. Open E Cry) data source provides real-time minute data that is stored in a database. It is important to know that if charts only with minute data from GAIN Capital are plotted in MultiCharts, tick data is not stored locally.

Note: Take into account that the Download Missing Historical Data checkbox affects the way MultiCharts treats received real-time data for Chart and Market Scanner windows.
Note 2: If a data vendor does not provide historical Ask/Bid data, than Ask/Bid data received in real-time is recorded in the MultiCharts database.
Note 3: There is an option to save real-time minute bars to the database in the Preferences.