DTN Market Access
Specially designed for Investor/RT users relying on a brokerage feed (Rithmic, CQG,..) as primary real time data source, DTN Market Access is a historical data backfill service marketed by Linn Software.
Specially designed for Investor/RT users relying on a brokerage feed (Rithmic, CQG,..) as primary real time data source, DTN Market Access is a historical data backfill service marketed by Linn Software.
This webinar covers the following topics:
Specially designed for Investor/RT users relying on a brokerage feed (Rithmic, CQG,..) as primary real time data source, DTN Market Access is a historical data backfill service marketed by Linn Software.
This video demonstrates how to setup DTN Market Access (DTN MA) symbols with multiplier for symbols whose live data has prices on a different scale from the prices of the backfill data.
Some brokers feed real time data at a price level that is different from the back fill data received from DTN MA. 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:
This video demonstrates how to schedule periodic backfills from DTN MA for symbols which are not supported live with the brokerage feeds.
This video demonstrates how to activate auto-adjusted backfill data from DTN on continuous contracts.
This video discusses how the DTN continuous contracts are handled in Investor/RT. It covers how data is automatically gap-adjusted, how to turn adjustment off, and how to follow only the front month contract.