Solution needed to backfill overnight data (Rithmic preferred)
Solution needed to backfill overnight data (Rithmic preferred)
I would prefer to stick with Rithmic, as I use some mbo related indicators. However, being able to backfill to the start of overnight open is absolutely necessary. Is there some sort of way to accomplish this with rithmic, or is dxfeed the only option for full-depth data?
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[email protected]
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- Joined: Mon Jun 28, 2021 5:46 pm
Re: Solution needed to backfill overnight data (Rithmic preferred)
Rithmic can be backfilled with Dxfeed data only, thus, the MBO data won't be available as dxfeed does not provide it.
You can't use the backfilled data with MBO based indicators.
You can't use the backfilled data with MBO based indicators.
Re: Solution needed to backfill overnight data (Rithmic preferred)
That would actually be a totally fine solution. I just need the volume data for the entire overnight session. What's the rpocess of doing that? Is there anything else I need to be aware of while doing it. Say I backfill when i start up at 5am. How does the 1 hour of cloud data and the old dx interact with each other?
[email protected] wrote: ↑Thu Mar 09, 2023 3:19 pmRithmic can be backfilled with Dxfeed data only, thus, the MBO data won't be available as dxfeed does not provide it.
You can't use the backfilled data with MBO based indicators.
Re: Solution needed to backfill overnight data (Rithmic preferred)
If you have a Dxfeed or Omnifeed subscription by default you get up to 24 hours of historical/backfill data.
If you use any other data feed like Rithmic, CQG etc you get 1 Hour of historical/backfill data. If you want to get more historical data then you have three options:
1. Subscribe to the dxFeed CME Historical Market Depth Data for $14/month. This will provide you with up to 24H DxFeed Historical/Backfill data . You can find this subscription under the add subscriptions tab on your account page at bookmap.com.
2. Record your live session and then review it in replay mode. For more information please review this article here:
https://www.bookmap.com/knowledgebase/d ... th-bookmap and this one here https://www.bookmap.com/knowledgebase/d ... nnectivity
3. Keep Bookmap running and the data will be saved locally. In this way, every time you subscribe to an instrument for which you were getting data before, the locally recorded data will be backfilled.
If you want more than 24 hours of historical data for Stocks or Futures please let us know. We can extend it for you to up to 28 days if you wish. Note though that the more the data the heavier your machine becomes so you should accept this risk before choosing that option.
If you use any other data feed like Rithmic, CQG etc you get 1 Hour of historical/backfill data. If you want to get more historical data then you have three options:
1. Subscribe to the dxFeed CME Historical Market Depth Data for $14/month. This will provide you with up to 24H DxFeed Historical/Backfill data . You can find this subscription under the add subscriptions tab on your account page at bookmap.com.
2. Record your live session and then review it in replay mode. For more information please review this article here:
https://www.bookmap.com/knowledgebase/d ... th-bookmap and this one here https://www.bookmap.com/knowledgebase/d ... nnectivity
3. Keep Bookmap running and the data will be saved locally. In this way, every time you subscribe to an instrument for which you were getting data before, the locally recorded data will be backfilled.
If you want more than 24 hours of historical data for Stocks or Futures please let us know. We can extend it for you to up to 28 days if you wish. Note though that the more the data the heavier your machine becomes so you should accept this risk before choosing that option.