Support Board
Date/Time: Tue, 26 Nov 2024 13:29:30 +0000
Post From: Insufficient historical intraday data loading into TPO charts
| [2023-12-01 02:38:35] |
| EverEdge - Posts: 15 |
|
Hello, I'm trying to load a year or longer of historical intraday data into TPO charts. I have done this successfully many times. In fact, the issue cropped up upon transferring the chartbook to a new system. I'm running 2564, 2 complete installations on the same machine, each with subinstances, if that matters. Trade service / data is set to Teton. I cannot seem to go back more than 30-45 days on TPO charts. I can select "400" for "days to load for intraday chart data type" under "data limiting", but it consistently loads about a month and change only. I've checked all the obvious things: - Bar period is set to intraday. Bar period value - have changed this everything from 1 min to 30 min - in my experience, on a TPO chart, this shouldn't matter anyway, but it doesn't make a difference. - Under Global Settings >> Data/Trade Service Settings >> Common Settings, made sure Maximum Historical Intraday Days To Download is set properly. - Re-downloaded all the data with Edit >> Delete All Data And Download, after disconnect/reconnect. Significantly, this behavior only seems to occur with non-futures symbols, e.g. it happens with SPY and QQQ but not with ES and NQ. The latter can load data going back years using the same global settings in the same instance. This leads me to suspect the data itself. 1. Is there some restriction that I'm not aware of where I cannot load equities data going back farther while connected to Teton? 2. I'm also subscribed to NASDAQ Total View and US Equities Consolidated Tape, but since to my knowledge, you cannot have 2 data feeds for the same SC installation and the current instance needs to trade futures, I'm using Teton connecting to an FCM. I did try SPY-NQTV as symbol instead of SPY. That does not go back any farther either. Also, is it really loading the NQTV feed when you call the SPY-NQTV symbol, although you're connected to Teton and not "SC Data - All services"? 3. I could run a version of this chartbook on a second machine but (correct me if I'm wrong) I'd have to pay the exchange fees all over again, even if I select "SC Data all Services" to access NQTV or US Equities Consolidated Tape rather than Teton. When I start SC on a second machine simultaneously, even if I connect to "SC Data - All Services", the data does not stream. It does connect (it connects to Teton as well), but the data does not update. I'm assuming that is because of the exchange restriction. 4. On a related note, can you 'synchronize' a chartbook between 2 machines by having software that detects changed files in the SC hierarchy and copies them across the network _if_ the software is smart enough to not mess with pointers on open files, maybe uses volume shadow copy in Windows, etc., since there will be a lot of data files open and being accessed/written to while an instance is running? In other words, are there any unique IDs or sessions or anything else associated with any unique SC instance or a chartbook and/or the data files themselves, or can they all be copied and synced in near real-time like ordinary files across computers, thereby maintaining a "standby" or "warm spare" version of SC so that if the first computer went down, you could connect and trade through the second (not withstanding what would happen to open orders and server-side brackets)? Thank you! |