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Trading Technologies / Patrick Rooney (Product Manager) - Ask Me Anything (AMA)
Thanks for clarifying @mpxtreme. At this time, we have no plans to implement Trade Sounds in TT.
We are building a very elaborate, server based, Alerts Manager and you should be able to replicate your desired functionality there. At this time, I don't have an ETA for Alerts Manager.
If you have any questions about the products or services provided, please send me a Private Message or use the futures.io " Ask Me Anything" thread
I would like to know how I can bring up a chart of a continuous futures contract. If I choose the December contract for ES and then the daily interval the chart goes only back to the beginning of this year. For the FDAX I get only data back to May this year. Please see the attachment.
You mentioned earlier that it is possible to get until 10 years of data for some products:
It depends on the product. We go back 10 years for some and will go back 10 for all eventually. Here's an example of a chart with more history and as you can see I'm showing 5 years for chart data for Dec16 Eurodollar fut …
It depends on the product. We go back 10 years for some and will go back 10 for all eventually. Here's an example of a chart with more history and as you can see I'm showing 5 years for chart data for Dec16 Eurodollar fut …
Will it be possible to change the chart interval of the continuous futures contract too and the time going back (for example to create a 60 Min. Chart going back 120 days)? Thank you!
I have designed, backtested, debugged and now routinely deploy an algorithm which I use on NT7 profitably.
However, in certain scenarios with fast moving price action, I occasionally run into problems with hung orders and naked orders, with the order placement at times occurring on the wrong side of the current price. Is TT better equipped to deal with these scenarios?
"I have designed, backtested, debugged and now routinely deploy an algorithm which I use on NT7 profitably.
However, in certain scenarios with fast moving price action, I occasionally run into problems with hung orders and naked orders, with the order placement at times occurring on the wrong side of the current price. Is TT better equipped to deal with these scenarios?"
Thank you for the question Silent Warrior. Speed is likely your problem. When deploying automated hedging strategies it is imperative to get your hedge order to market quickly. "Hedge Latency" is a term commonly used to describe this issue and hedge latency may be considered the internal time your front end took to respond to a fill and submit the hedge order. The TT platform has been recording times, in production for customer transactions, for hedge latency below 100 and even below 50 microseconds. This is extremely fast and one of the reasons we refer to TT as the fastest commercially available futures execution platform.
If you are running our spreading application, Autospreader, and your hedge order does not get filled, TT has tools to help you manage that scenario. You may read about "Hedge Manager" in the following link.
How many years of historical data provides tt to do backtesst the following time frame:
-tick bid-ask trade,?
- 1 minute?
I connect TT by Multicharts. When i Close a chart for example futures, ES, DAX, and afther i reopen there is no backfell of the hole data, why?
How is possible that by 3rd platform is not supported backfell?
WHen i use MC i do not have historical data by TT to do backtesting, why?
Hello @bomberone. This post got by me and I apologize for the delay in responding.
You are using our 7x infrastructure and depending upon your FCM, we have no control of your historical data there. Some FCMs database FMDS, others do not.
With the TT platform, we control the data and we're working on uploading 10 years of historical data. For some exchanges, that will be tick data and for others it will be longer time frames.
If you have any questions about the products or services provided, please send me a Private Message or use the futures.io " Ask Me Anything" thread
