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Downloading and Retaining Data

Investor/RT's automatic backfill is designed to keep daily and intra-day historical data up to date automatically without user involvement. Generally speaking, if you track fewer than 100 symbols, all historical data management should simply be done for you; there should not be a need to manually perform data downloading operations. Users who track many hundreds or thousands of symbols are exceptional cases where a higher degree of user involvement is required to keep your historical data current.

Restore Points

Database Restore Points

In Investor/RT Version 11 and after, users can create single or Periodically scheduled Restore Points that can be accessed at a later time in case of an unexpected loss of data or, if a user wants to move the database to another machine . When creating a Restore Point, users can include or exclude Historical data.

Tune Up

Follow these steps periodically to keep Investor/RT running as healthy, lean, fast, and efficient as possible.  Users are recommended to perform a tune-up every 3-4 weeks if not more frequently:

Database File Limits

These tools have been developed for legacy versions of Investor/RT (13 or older) which were 32-bit applications. Investor/RT14 and higher use a 64-bit database, removing past size limitations of earlier 32 bit versions

Diagnosing Historical Database Usage

Smart Tick Compression

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:

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. 

Installing Investor/RT on Macintosh

Linn Software no longer distributes the previous 32-bit versions of Investor/RT that ran natively on Mac OS (up to Mojave 10.14).
Prospective users with Apple hardware, running the latest MacOS with M1/M2 chips, should instead install the latest 64-bit version (Investor/RT 15) under Windows11 virtualisation using the latest version of Parallels Desktop software. This environment provides the same level of performance as a native Windows machine.

Adjusting for Daylight Saving Time

IMPORTANT

If you have run Investor/RT without closing it through the weekend when Daylight Saving Time (DST) changes took place in the US, it is recommended that you exit Investor/RT and start up again.

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