Historical Data

General

This panel contains general settings for historical data.

Google Ext Data – Pull extended data from Google/Yahoo for Interactive Brokers (Stocks, Indices, Forex)

IB Tick Data – Use historical tick data from Interactive Brokers (otherwise use minute data)

Back Fill Enabled – Use MotiveWave's historical backfill server for data (quicker loading).

Save Live Ticks – Save live incoming tick data to be used in charts. Data will be replaced with historical tick data when MotiveWave is restarted. This option will reduce data loading during use.

Continuous Contracts

Symbol – Select the contract you would like to modify.

Roll Method – Set the roll method to be used for the contract above.

• None – If this is chosen then continuous contracts are disabled by default and only the historical data for the selected futures contract is displayed

• Volume – The option will choose the roll date based on the daily volume for each futures contract. The roll date is chosen when the daily volume for the preceding contract exceeds that of the current contract.

• Date – Various other date methods will be listed.

Back Adjust Method – Set the back adjust method to be used for the contract above.

• Unadjusted – This option will leave the historical data unchanged. Gaps will appear where the data rolls over to the next contract.

• Difference Adjusted – Adjusts the data for the preceding contract using the difference between the daily opening prices on the roll date. Note: this difference is not cumulative for each contract.

• Cumulative Difference Adjusted – Adjusts the data for the preceding contract using the difference between the daily opening prices on the roll date. Note: this difference is cumulative for each contract. For example, the third futures contract will be adjusted using the difference of roll date 1 + difference of roll date 2.

• Ratio Adjusted – Adjusts the preceding contract using the ratio calculated from the daily opening prices on the roll date (ie OPEN(i)/OPEN(i-1)). Older contracts will be adjusted by multiplying the ratio by the adjustment ratio from the next roll over date

Reset – Reset the settings above back to default.

Intraday Bar Build Method

Method – Reset interval for building bars, Can be set to Daily or Weekly.

Time Zone – Set your desired time zone for the start time below.

Start Time – Start time for building bars e.g. 09:00 will build 1-hour bars from 09:00-10:00 and so on, whereas a start time of 09:30 would build 1-hour bars from 09:30-10:30 and so on.

Tick Charts

The entry fields below specify the default intervals for non-linear bar types. These interval values are used to combine ticks into price bars. These values can be set individually for each chart from the context menu (right-click the chart background) or via the Chart Settings. Optionally, minute bars (1-min bars) can be used in place of historical tick data with the tradeoff of bar accuracy.

Tick Interval – Set the default tick chart interval.

Range – Set the default range chart interval.

Renko – Set the default renko chart interval.

Show Tails – Show the true high/low of the renko bar.

Hybrid Renko – Set the default hybrid renko chart interval.

Reverse – Set the default hybrid renko reverse interval.

Show Tails – Show the true high/low of the hybrid renko bar.

Normalize – Set the open of the bar to the interval setting above/below the previous bar.

Point & Figure – Set the default P&F chart interval.

Reverse – Set the default P&F reverse interval.

Display – Display the P&F chart as Xs and Os or bars.

Reversal – Set the default reversal chart interval.

Minimum – Set the minimum range for the bar (high – low) before the reversal amount is applied.

Constant Volume – Set the default constant volume chart interval.

Allow Range Gaps – Allow gap up/down of non-linear bars. This will not fill in the gap with bars.

Use Historical Minute Bars – Use minute-bar data instead of tick data. This will reduce accuracy of non-linear bars.

Restart Tick Bars Daily – Reset the last bar at the end of the trading session.

Use Points for Interval – Instead of using ticks for each interval, use full points instead.

Data Export

Data Export Groups allow you to setup groups of instruments and bar sizes to be exported manually or on an automated schedule.