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How do you use historical tick data?

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  • How do you use historical tick data?

    Hello. I'm a newbie to QCharts, and I don't quite get how all the historical tick data QCharts supposedly offers can be actually used. It seems like the only way for me to look at the data is to open a Time and Sales window, but then again the T&S window always starts at the current time, which is okay, but when I try to take a look at data from a few days ago by using the "Go To Data/Time" feature, it seems like I have to download all data from the present to the past. For example, if today was 5/8, and I want to look at data from 5/4, I have to download data for 5/7, 5/6, 5/5, too (although that didn't even work in my experience - the data stopped coming after 5/7).

    Is this really the only way to look at historical data? Or am I missing something? I mean I heard that QCharts now offers a database of extended historical data that includes one year worth of tick data, and I cannot imagine how anyone can actually make use of that data if the only way to take a peek at data from weeks or months ago is to download several weeks or even months of tick history.

  • #2
    The historical data is seen by opening up a chart. Intraday refers to a chart that is smaller then a daily chart.

    If you pull up a 30minute chart with QCharts, you will see data for several years back. This is the intraday historical data that most people here just LOVE!!!

    Most stock feeds provide only a few months worth of intraday data. So if you pulled up that same 30minute chart being fed by another data feed, you would only be able to view the price movement back to only a few months.

    The great thing about having several years of intraday data is you can do historical research and see how a particular stock moved on your intraday chart 9years ago.
    ..

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    • #3
      Just to expand on what jmhuff-2 has already said... In order to get the extended data, you have to enable it in your account. Go to Account Maintenance and find Extended Intraday History and select that. Once you have done that, the extended intraday history is available. There is no charge.

      Also, since you are new to the software, you may not know how to scroll a chart in time.
      • The left and right arrow keys on the keyboard to scroll the selected chart back and forth in time by one bar with each press. Turning the mouse wheel scrolls the selected chart also (assuming Windows has the wheel enabled for scrolling).
      • Holding down the Ctrl key and pressing an arrow key scrolls a screenful of bars with each press of the arrow key. Holding Ctrl down and turning the mouse wheel accomplishes the same thing.
      • Holding the Shift key moves all charts the same number of bars with each press of an arrow key (same for the mouse wheel.)
      • Pressing Home resets the selected chart back to the present bar.
      • Shift Home moves all charts back to the present bar.
      • You can combine Ctrl and Shift also. Control-shift-arrow keys moves all charts one screenful of bars.
      • The shift key can also be used when clicking the Chart Toolbar buttons. For example you can change all charts to a line chart by pressing shift while clicking the Line Display button.

      It becomes natural to use the keys and mouse to scroll in time. The main thing is to experiment and see what works for you. Many of us have multiple monitors and are viewing 5-10 charts and several quotesheets at one time so some of these keys are very helpful in navigating the charts.

      Good luck and don't hesitate to ask if you have questions. There are many great folks here with years experience that are happy to share their knowledge of using QCharts.

      All the best,
      Tom

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      • #4
        I believe jayjk is looking for tick data, not OHLC bars. It's a good question... other than T&S table, I wouldn't know how to retrieve or chart historical tick data either.

        OK, try this... in the "expression toolbar" where you enter the symbol and interval, you can select "Tick" under interval. Then select "new bar chart"... then at least you have a tick chart you can scroll back historically as the other guys have described.

        (BTW, I've never used tick charts, but it sure seems to behave a little squirrely in 6.0.3.1550)

        lugz
        Last edited by lugnutz; 05-10-2009, 09:22 AM.

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        • #5
          Yep I agree that the tick charts are not quite useful as implemented in QCharts but if one could create candles or bars from groups of <enter number here> ticks, then they would be great! This evens them out against trade counts versus time (which is what we get now with normal bar/candlestick charts.) On certain instruments that kind of chart is pretty amazing used with our normal technical indicators. As for the tick-by-tick chart as implemented in QC, I have not found it very helpful but perhaps that is just me. Oh well.

          Thanks for the clarification Lugz...

          Tom

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          • #6
            I seem to only be able to get two weeks of historical tick data. From a T&S window. I am trying to export the data to excel, but I do not get any data before the previous ten days.

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