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Building tick and minute database

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    Building tick and minute database

    Hello, there are some questions about storing data in NT database.

    I would like to trade some specific stocks, Forex and Futures (ER2). I use eSignal and OpenTick datafeeds and I want to save every tick (and minute) and build historical database in NT.
    What is the best way to do it?
    I read help files and many suggestions in this forum and it looks like there are some possibilities - MA, open Chart, Reload, etc.
    I want to do following - after starting NT - automatically refresh all my symbols for tick and minute data. There is limitation with eSignal (there is only 10 days tick history), so I need to automatically refresh all my symbols for this maximum period everytime I start NT.

    I also do not know what happens when:

    1) there is some crash with for example internet connectivity? Some symbols were refreshed before this crash and some of them not. All symbols will be automatically reloaded? How to do it? No missing data?

    2) I import my archived data into NT? Example: I store tick data from eSignal from 01/01/2008. I will import my historical ASCII file with tick data from 12/01/2007 to 01/31/2008. What happens? Which data will be used by NT? Initially saved from eSignal, or imported from ASCII?

    3) I use two datafeeds (eSignal and Opentick) for the same symbol (for example ER2)? These datafeeds are a little different (eSignal has for example more ticks). So when I connect to eSignal and next time to Opentick, then these data will be mixed, or will be stored into NT database with description from which datafeed were obtained?

    Thank you very much for your help...

    #2
    - NT will update chart data as you connect
    - NT will update order status as you connect
    - imported data will overwrite any existing data in the DB for the days imported
    - downloaded data will overwrite any existing data in the DB for the days downloaded
    - data from one feed will overwrite data from the feed for the days downloaded

    Comment


      #3
      OK, thank you.

      As I connect, NT will update data based on opened chart - so NT take last tick from chart and download all newer ticks? Or NT reload all chart timerange? I want to avoid some missing ticks, for example with connectivity problems...

      But how should I automatically store tick and minute data without opening many charts for many symbols)? As I understand from help files, I have to open chart or add symbol to Market Analyzer (MA). But I do not want to open many charts. When there is symbol added in MA, then - after connecting to datafeed - symbols are reloaded? And also tick and minute bars are reloaded? Is it possible to specify somewhere how many days to the past should be downloaded tick and minute data?

      Is it possible to set somewhere in NT: "After connecting to datafeed reload all my symbols from MA for the last ten days and save all tick and minute data into database"?

      Time of coming ticks - it is time from datafeed provider (edited by my local time), or it is time when particular tick arrived into NT? Is it possible to choose it somewhere?

      Thank you for your help...

      Comment


        #4
        I suggest attending one or more of our free webinars for understand the concepts of NT (please see link in my signature). Most if not all of your issues below are covered in these webinars.

        - NT re-downloads all data for the particular day as you connect
        - lookback period is configurable at Tools->Options->Data

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