Historical Real-Time (HRT) Downloader now in Data Manager

The downloading and maintenance of historical real-time data has moved from Expert Design Studio to Data Manager.  This change necessitated a number of modifications to the Data Manager application. These modifications are listed below. 

In addition, the way that TradingExpert Pro stores HRT data has been changed.  Previously, all HRT data was stored in one large file. With version 8.1, HRT data is stored in individual ticker data files in a special HRT data folder.  While not visible to the user, this change greatly improves the handling and storage of HRT data.

Viewing/changing the location of your HRT data files

To view the location of your HRT data files:

1.  Open Data Manager and select Preferences from the Manager menu.

2.  From the Data Manager Properties window, select the Data Paths tab at the top.

3.  The text box labeled Historical RT Data Path shows the current path to your HRT data. Initially, HRT data is stored in the path C:\WINTES32\HRTDATA.

4.  Click OK to close the Data Manager Properties window or go to step 1 below to change the path.

To Change the location of your HRT data files:

1.  Select Historical RT Data path and click the Browse Paths... button to display the Browse Path dialog box. Use this function to find the new path where you want to store your HRT data.

2.  Click OK to return to the Data Manager Properties window.

If you have an HRT database that you have created with a prior version of TradingExpert Pro (using the HRT Downloader in EDS), this data must be converted to the new data storage format.

Converting your existing HRT data:

Immediately after the install of version 8.1 finishes, the Data Manager function Rebuild Master Ticker List should automatically start. This function will convert your HRT data to the new format. While this function is running, a window titled Building Master Ticker List displays the rebuilding progress. When the rebuilding is complete, the window will close.

If the function does not start automatically, open Data Manager and from the Utilities menu select Rebuild Master Ticker List. 

Building a historical real-time data file in Data Manager

For each ticker that you want to retrieve HRT data for, do the following:

1.  Double click on the ticker in the Master Ticker List to display the Edit Ticker dialog box for the selected ticker.

2.  Check the box labeled Download Historical RT Data.

3.  Below, in the RT Data Ranges section, a date will appear in the box labeled First.  The date shown is the earliest date for which HRT data is available. Accept this date to retrieve a total of 30 days of data or enter a new date to retrieve fewer days of data.

4.  Click OK.

Dates will now appear for this ticker in the HRT First and the HRT Last columns of the Master Ticker List.  (If these columns are not displayed, you can insert them by right clicking on a column heading and then selecting Insert Column from the menu.) The HRT First date is the date entered in step 3 above.  The date shown for HRT Last is meaningless, as no data has been retrieved at this point.

Creating RT Historical data files for an AIQ list of tickers

The RT Master List

When you click the list box arrow on the toolbar to display the drop-down list showing your available lists, you will see a new list named RT Master.  The purpose of this special list is to display a list of all the tickers in your ticker database that are specified for HRT data downloading.  If you display the RT Master list, you will see that any ticker that is designated for HRT data downloading has automatically been added to this list.

The RT Master list is intended for information purposes only. Tickers are entered and removed automatically and you should not be added or removed manually.

You will find the RT Master list quite useful for retrieving and maintaining your HRT data.  For example, when you want to update all your HRT data, you need only to select the RT Master list as the User list for the update Source.

Downloading HRT data

The next time you update your AIQ data with the Data Retrieval application, historical real-time data will be downloaded and stored in one-minute increments for all tickers with the Historical RT data option box selected.  For tickers with no previous HRT data, data will be retrieved from the HRT First date through the current date.

While real-time data is being retrieved, a special window appears to show you the progress of the data download.

When the HRT data download is completed, the first and last dates for those tickers with HRT data will now be shown in the HRT First and HRT Last columns on the Master Ticker List.

Viewing and editing HRT data in Data Manager

Once HRT data has been downloaded for a ticker, it can be displayed and viewed through the Edit Ticker function.

1.  Double click on the ticker in the Master List to display the Edit Ticker dialog box for the selected ticker.

2.  Click the Data button at the bottom of the box to open the Data window for this ticker.  This window displays tabulations of the stored historical data (OHLC and Volume) for the ticker.

3.  To view real-time data, click the Historical Real Time tab at the top of the Data window.  HRT data is stored by day in minute increments. 

4.  To change the date of the displayed data, first select a new date by clicking the arrows on the date box at the top left of the screen.  Next, to change to the new date, click the button with the three dots (…) located next to the date box.  

5.  To change the time increment for the displayed data, use the time buttons (60, 30, 15, 5, and RT) that appear at the top of the screen.

6.  To edit data, click on a data item and type in the revised data.

7.  To run the Check Data function on this ticker’s HRT data, choose Check Data. See your User Reference Manual for instructions on how to use this function.

8.  Click OK to close the window.

Maintaining historical real-time data

The following Data Manager functions have been modified to facilitate the maintenance of HRT data as well as end-of-day data.

Delete Ticker(s)

When the Delete Ticker(s) function (Ticker menu) is used to delete a ticker from the Master Ticker List (and/or other lists), both end of day and HRT data are removed. To delete only one type of data, you must use the Advanced Ticker Delete function  which can be accessed from the Delete Ticker(s) window by choosing the Advanced command button.

Advanced Ticker Delete

This function, which is accessed both from the Utilities menu and from a button on the Delete Tickers dialog box, is used to search your database for tickers that meet your criteria for removal. To accommodate HRT data, the initial window of this function has been revised to allow you to choose the data type, End of Day, Historical Real Time, or both.

Change Start Dates

The Change Start Dates function (Utilities menu) is used to reduce the size of your HRT data files.  To eliminate HRT data prior to a particular date, check the Historical Real Time box in the New Start Date section and enter a new start date in the box below.

Check Ticker Data

The Check Ticker Data function (Utilities menu) may be used to inspect your HRT data files for errors and probable errors.  To check HRT data files, select the Historical Real Time option at the bottom of the window.