Automatic Backfill
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. In this case, or in other exceptional situations, Investor/RT has convenient data downloading functions available. This article explains how to download historical data and how Investor/RT manages historical data for you. Here are some key concepts you should understand:
How do I open a Download data window?
- Press the Download Data icon
in the Main Toolbar. - Use the Keyboard Shortcut Alt+6 / Command+6 on Mac OS X / Alt+D is another Windows shortcut
Which download method should you use?
Important
The maximum amount of Tick data you can download during Regular Trading Hours is 8 Calendar Days. After the Regular Trading Hours session closes, you can download up to 180 Calendar Days.
- Press the Space Bar to Download tick data for the current and Previous Sessions only for all Open Charts.
- Right click in the Chart and choose Full Download to download data consistent with the settings you have at Setup > Preferences > Historical Data (more information below)
- Right click the icon in the lower right of any multi-pane chart.
What is Full Download?
A Full Download is essentially a request to replace all of the data you have on file with fresh data from the historical data. When you add a brand new symbol to Investor/RT, for example, a full download is done automatically. You can request a full download by right clicking in a chart and selecting Download Data > Full Data... The actual menu item shows the amount of data that will be downloaded (a user preference) as seen below.
Retaining longer term Tick data
Some users require more tick data than others. To accomplish this, you must first setup Investor/RT to retain larger amounts of tick data by going to File > Preferences > Data > Historical Data. The top section of the window labeled Default Historical Data Retention Settings affects all symbols and sets the default amount of data that will be retained each time Investor/RT is closed. The middle section of the window allows you to override the retention settings on a symbol by symbol basis. If you require more tick data to be kept, it is recommended that you increase the Tick Data retention settings for the individual symbols you need as opposed to doing it for all symbols which might increase the size of your database unnecessarily.
Now that you've set Investor/RT up to retain more tick data, the second step is to download the tick data. Press Alt-6 to open a Download Window and enter the number of Calendar days you require. Remember that the maximum amount of Tick data you can download during Regular Trading Hours is 8 Calendar Days. After the Regular Trading Hours session closes, you can download up to 180 Calendar Days.
Historical Data Management
Investor/RT has data retention settings that control how much tick data, one minute interval data, and daily bar data is retained for the symbols you track. These settings have reasonable defaults but you may wish to change them to retain more or less data depending on your requirements. Investor/RT is very flexible in this regard; there is a global setting for tick, one minute, and daily data retention, or you may override particular symbols for which you want a setting different than the default. These settings are adjusted in the Historical Data preferences window ( Setup > Preferences > Historical Data). The global setting is at the top; select any symbol and specify an override if you wish in the middle section of the window. Each trading day, Investor/RT collects or may download tick data for the trades for each symbol that you monitor intra-day. At the end of each trading session, Investor/RT will examine your historical data retention settings and purge any data that is beyond (older than) your stated preferences. For example, if you call for 5 days of tick data and 100 days of one minute data for a symbol, and Investor/RT finds that you now have 6 days of tick data, the oldest day of tick data is purged and replaced with one-minute data. Any one-minute data older than 100 trading days back will also be purged. Investor/RT historical data management is designed to keep the data you need on hand, automatically trimming the size of the database after each trading day in accordance with your settings.