data-support

Brokers Data vs. other Feeds

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. 

DTNMA and Broker's Data do not match (off by 10, 100 or 1000, etc).

Some brokers feed real time data at a price level that is different from the back fill data received from DTNMA. For instance, the Euro contract from some broker feeds, is fed in with a display format of XXX.XX but when back filled from DTN MA, its format is X.XXXX. To correct this, we can add a multiplier to the DTN Symbol alias as shown below. Just go to Setup → Instruments:

dtnma_fix.png

View or Export the volume at price data of the Profile Indicator

To view as text, select the Profile Indicator by clicking on the containing rectangle (of the right-most profile). If you don't see the volume at price data when selected, you'll need to zoom in vertically using the shift-scroll wheel. When zoomed to a level where there is space for the text, the text should appear.

To export the volume at price data, right click on the containing rectangle of the profile and choose "Export Data".

Backfill Automation

Investor/RT has long featured automated backfill at startup, designed to backfill historical data since the date/time that the data feed was last stopped.  Starting with version 11.2, backfill is now automatic and has been enhanced to fill in any historical data per symbol for all trading that has occurred since the last trade recorded in the local database. In prior releases, Setup: Preferences: Backfill allowed user control on whether to auto backill or not and whether to auto backfill all intra-day symbols or just those open in charts.

Pages