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?? on Recording Market Data

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    ?? on Recording Market Data

    I routinely record market data every data and need to understand some details about this function.

    1) Will NT record all instruments in the Default instrument list, regardless of open charts etc? My impression is NO.

    2) Must a chart (or DOM) be open for each and every instrument?
    My impression is yes.

    3) If these charts are in a workspace, can the workspace be closed and data still be recorded? My impression is NO.

    3) I have multiple workspaces. When I have one open and open another one, the charts associated with the first are no longer visible. Is data still being recorded for these instruments on the first now invisible workspace?
    My impression is NO. which is a big problem.

    4) Running a strategy appears to use this recorded data saved on my HDD. Correct?

    5) So if I have not recorded data for that day on my HDD, the strategy appears to simply skip that day as if it did not exist. Correct?

    6) Is there a way to get intrabar data for a market day which I was unable to record real-time or if a connection error occurred and I need to back-fill a hour or so of my recorded data?

    7) Is this recorded data sufficient to replay tick or range charts?

    #2
    I suppose you refer to market replay and not chart data.
    - NT record marker replay data for any instrument subscribed to (chart, market analyzer, realtime strategy etc.)
    - you need to have a L2 stream running (DOM, L2 window) in order to record market replay L2 data
    - replay data is recorded for invisible workspaces
    - there is no way to backfill replay data in case you missed recording
    - market reply is a full marker replay and replay EVERY tick seen in the recorded markets

    Comment


      #3
      Thanks, Dierk!
      So the answer to 3 is actually YES which is great.

      I think that leaves only questions 4 & 5 open...
      4) Running a strategy appears to use this recorded data saved on my HDD. Correct?
      5) So if I have not recorded data for that day on my HDD, the strategy appears to simply skip that day as if it did not exist. Correct?

      Thank you!

      Comment


        #4
        yes and yes

        Data is not recorded for closed workspaces only invisible workspaces

        Comment

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