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Is it possible to have different data sources sent to a chart ? What I want to do is, load a chart with Tradestation's historical data but the live data coming from IBKR data.
Thanks
Can you help answer these questions from other members on NexusFi?
In MultiCharts you can easily do this. I do it with live CQG data and historical TradeStation data.
First, Use the File > Preferences... menu sequence in MultiCharts ; Click on the Misc tab. Then, under Charting check the box that says "Show the data sources merging option"; click OK at the bottom of the
Preferences window.
Now when you set up a chart you will go to the "Format Instrument" window. Under the Instrument tab check the option to "Merge Data Sources into a Single Chart"
On the upper right first you should have History in the dropdown list. For Data Source to the left of that you can choose TradeStation. Where it says Instrument below TradeStation you can type
in a TradeStation symbol that you have previously added to your quote manager (e.g. @ES). Fill in the Settings tab for your data (Chart type/Resolution/Sessions/Dates/ Time Zone /etc.) Now go back to the Instrument tab and change the dropdown History option to read "Real Time". Change your Data Source dropdown option to your preferred real time provider. Then you have to change the instrument to
be the symbol that the preferred real-time provider uses for that instrument (or a nearly equivalent instrument). You can usually get the correct symbol within the quote manager by using the menu sequence
Instrument > Add Symbol > From Data Source > and choosing your preferred data provider
Remember to use the Broker Profiles to make sure you trade the real time symbol at your broker.
In Multicharts use the menu sequence File > Broker Profiles > Symbol Mapping. Then map your historical symbol (eg. TradeStation's @ES symbol showing on your chart to your real time broker's tradeable symbol that you want traded. Be sure that you change the real time instrument's month/year code within Symbol Mapping as well as the real-time chart symbol when TradeStation rolls @ES to the next contract month (or you will be trading the old symbol , and your chart data will be incorrect for the symbol that you are trading.)
Hi Abaci,
Yes, it is possible to have different data sources for a chart in some trading platforms, including TradeStation. This functionality is often referred to as "mixed data feeds" or "multi-data source support."
In TradeStation, you can use the Data Feed and Order Routing Configuration tool to configure multiple data sources for your charts. Here's a general outline of the process:
Open the Data Feed and Order Routing Configuration tool in TradeStation.
Add and configure the data feeds you want to use. In your case, you would add both the TradeStation historical data feed and the IBKR live data feed.
Assign the desired data feeds to the respective symbols. You can specify the data feed to be used for each symbol by selecting it in the Data Source column.
Save the configuration changes. Hope this explanation helps you.
In TradeStation, the Data Feed and Order Configuration tool is typically located in the "View" menu. You can find it under "View" > "Data Feed and Order Configuration." This tool allows you to manage data feeds and configure order-related settings.
I'm sorry Pickles but I don't think you are speaking correctly about Tradestations capabilities. You cannot import external data feeds or custom data feeds in general in Tradestation. You cannot provide symbol mapping like you can in other software. I've been using Tradestation since 2012 and switched to Multicharts a few years back. Multicharts is leagues above Tradestation as far as capability and speed. I use Tradestation for data and execute some longer term trades there, but Multicharts can actually handle day trading futures unlike Tradestation.
To the OP, you can have multiple data feeds and import custom feeds in Multicharts but I think you are talking about splicing historical data and having live data from a different feed all as data1. I don't think this is possible in Multicharts either. Hopefully others can provide a solution. If nothing else, excel might work for your backtesting.
