Specially designed for Investor/RT users relying on a brokerage feed (Rithmic, CQG or InteractiveBrokers) as primary real time data source, DTN Market Access is a historical data backfill service marketed by Linn Software.
For your information
Approximately 90% of our brokerage feed clients use DTN MA for backfill, a good indication of its value.
How does it work?
The integration with DTNMA is smooth and seamless. You will always use your broker symbols for real time data streaming but, when your license includes the DTN MA add-on, all historical backfill requests are routed to DTN historical servers (and not to the server of your brokerage data feed).
DTNMA historical data service covers all the main US or European future markets that you may typically trade through Rithmic, CQG, Gain or Interactive Brokers (see the list of exchanges below). As for a real time DTN IQ feed subscription, a maximum of 180 days of tick data and 10 years+ of 1 minute bar data are available.
Why would I need it?
Many of the most valuable Investor/RT features do require data sources providing precise historical and real time tick by tick information ; this is the case for Bid/Ask powered indicators (such as the Volume Breakdown powering "Delta" type of analysis), Volume profile or Footprint indicators and for of all non-time related chart periodicities (such as renko or range bars, reversal tick charts, etc).
This tick by tick granularity is typically not available with traditional brokerage feed (such as Interactive Brokers, TDA/TOS) or online-based solutions (TradingView) as they are streaming "snapshots" (every 300 ms or so) of aggregated trade data instead of trade by trade information. See Broker Data vs. Other Feeds for more information on this topic
And while companies such as Rithmic or CQG are streaming the required real time bid/ask information for each trade, their servers are not necessarily optimized for efficient historical data backfill, as their primary purpose is first to ensure a stable connection to the exchange and very fast order routing and execution services. Moreover, their tick data coverage is typically limited to the duration of the front-month contract or even less. Therefore, to fully benefit from the power of Investor/RT market analysis tools, adding the DTN MA service is a must, as it will allow you to connect seamlessly to the DTN historical data servers for any backfill request.
What does it cost?
The cost is 15 $/month (10 $/month for Investor/RT pro subscriber). The feature can be enabled at any time by logging into your account on this website. (This fee is waived for Investor/RT trial users)
Please review the DTNMA "Getting started" guide to ensure that your instrument is configured within Investor/RT with the correct DTN symbol alias.
- North American Futures : CME, CBOT, NYMEX, COMEX, CFE (CBOE), ICE (US & Canada futures), MGE, KCBOT, SmallExchange
- European Futures : EUREX, Euronext (Equity & commodity derivatives) , ICE (Commodity & financial futures), LME
- Other Futures markets : ASX (Sydney), MDEX (Malaysia), SGX (Singapore), BMF (Brazilian Merc. & Futures Exchange), SAFEX/JSE (Johannesburg)
- Equities: LSE, NASDAQ, NYSE, NYSE American, OPRA, OTC Markets, Toronto
- Indexes: Bloomberg, CBOE, CME S&P Cash, Dow Jones, Eurex, Euronext, FTSE, NASDAQ, NYSE, Russell
- Forex: FXCM (45 pairs) , TenFore (1800+ pairs)
You can view a list of the most often traded instruments in our DTN Symbol Guide. A full market coverage list is available on the DTN IQ feed website