The Record/Replay Escort is able to record market data from a currently ongoing operation and replay later when necessary.
If a broker or data feed offers the possibility of downloading the tick data (usually only for one trading day), then this can also be accomplished by the record manager.
Currently the following brokers enable market data download for 1-2 days: Teletrader, IQFeed, BarChart and DukasCopy.
If you wish to download the data, a connection to the preferred data feed provider must be established.
You can download market data for one instrument or for an entire instrument list.
Columns of the Record/Replay Escort tab show the following information:
The context menu of the Record manager:
- Start Recording: opens the Instrument Escort selection list. After selecting the instrument or instrument list, recording will begin. This requires the data feed to be active.
- Stop Recording: becomes available when the status is displayed as 'Recording' and stops the current recording.
- Download ReplayData: opens the Instrument Escort selection list. After choosing the instrument / instrument list and entering the time frame, the download will start.
- Import from the Url: allows user to enter an URL to download data.
- Remove Recording: deletes the selected entry
- Play: starts the replay
- Stop Replay: stops the replay and returns it to the original point (Status 'Finished').
Import from the URL example
To import data from URL user should have two files with bars and ticks. File extensions should be .sdf.
The link should be ended by file name. For example, we have 20170201_FDAX_1738764711.sdf file so the link should look like https://agenatrader.com/download/prebeta/20170201_FDAX_1738764711.sdf
In order to import data from URL please follow these steps:
- Upload files with bars and ticks to file sharing service (For example 20170201_FDAX_1738764711.sdf and 20170201_FDAX_1738764711_Ticks.sdf files)
- In Replay Escort context menu please select Import from the Url
- In open dialog paste direct download link to one of each files (AgenaTrader will download second one automatically)
- Click OK button
You can change the settings of the replay history in the Tools -> Configuration Escort in tabs: General -> Chart. The replay history defines the time period inside the time frame for which tick data was downloaded, thus it can be replayed tick by tick.