Version 12.3 now offers an alternative connection method for direct connectivity of Investor/RT to OEC market data and order execution. The direct method works in an integrated fashion with OEC enabled trading DOM execution software such as OEC Trader, and S5 Trader.
The Import Window is accessible via the Data menu. Investor/RT supports importing of daily, weekly, monthly, or intra-day data.When importing historical data you must specify via the Import Format menu, how the data in the input file is arranged. When the desired format is not one of the formats available in the menu, go to File > Preferences > QuotePage > QuotePage Formats to create a format that lists the incoming data fields in order. The newly format name will then be available for selection in the Data > Import window.
Fast Market Mode is available for extreme market conditions and is rarely needed by Investor/RT users due to efficiency improvements that have been made over time. In certain circumstances, it is possible for an extreme surge in volume to result in the program getting behind on the processing of ticks. During this situation, Fast Market Mode can be turned on in order to allow Investor/RT to quickly catch up. When Fast Market Mode is on, Investor/RT streamlines the reception of certain non-trade information (bid/ask changes).
"Posting" is the process of recording the current daily prices (seen in the quotepage) into the daily database as the current daily bar. Posting Time is specified in the Session Preferences and is generally setup to occur a minute or two after the session closes. This process is not really needed in the end-of-day case. If you're just downloading your daily data after the session closes, you really have no need to "post".
Three Common Reasons that Long Term Composite Charts are not viewable
Reason Number One
See Setup: Preferences: Import/Export.
Here you can specify whether you wish to be prompted for a comment or not. If you elect NOT be to prompted, you have the further option of specifying "no comment" or a fixed comment of your choosing, e.g. "This RTL object compliments of Charles Dow".
The comment exported with the RTL object is displayed to the recipient when someone imports your scan, signal, or custom indicator.
Interactive Brokers historical backfill services can be unreliable but they do work. The problem with IB backfills is that IB is occasionally non-responsive to a download/backfill request. Additional requests have to be queued, awaiting the backfill in progress to complete. When IB is non responsive, the queue of awaiting requests essentially waits and waits and nothing appears to be happening at all. The DTN MA historical service is fast, accurate, highly responsive.
Smart Compression of Tick Data can be turned on by choosing Setup > Preferences > Historical Data from the main menu and checking the check box titled "Use Smart Compression of Tick Data."
During our testing, Smart Compression reduced the tick data for typical futures contracts (number of ticks) consistently by over 85%. Users can now store approximately 7 times as much tick data in the same amount of space. This compression has a number of very positive impacts on the performance and capability of IRT such as:
While realtime data fed providers such as IQFEED or eSignal send every trade (tick) along with associated bid & ask, some brokers or data providers (such as Interactive Brokers, TDA/TOS or TradingView) send what they call "snapshot" quotes every 300ms (or so) in active markets. The pricing data is a compressed snapshot of all trades that occurred within that 300ms (3/10ths of a second). So if 5 ticks occurred very close together, they might all be sent in as a single snapshot quote, with Investor/RT in turn treating it as a single tick or trade.