Historical Tick Data

[Geonss]

Hi to all!
I want to test some strategies on tick data, so I need to have historical tick data.
I use Mutlicharts and Rithmic as data feed vendor.
In Multicharts data feeds webpage, says that with R/API+ I can have historical tick by tick data, since the beginning of a contract, for continuous contracts. But when I want to plot eg. ES from the begging (1997), the result is limited only to some months back. Why this happen? And more important, how can I fix this? Can someone share a step-by-step guide to get historical data with MC via my Rithmic connectivity and to store these data on my hard disk? Thanks in advance!

[Mod-JakeM]

Hello @Geonss,

Thanks for your question and welcome to the community forum!

@Geonss

with R/API+ I can have historical tick by tick data, since the beginning of a contract, for continuous contracts.

As you alluded to in the section above, you need to be connected to R API+ in order to connect and receive historical data fro the beginning of a contract.

In order to troubleshoot this process, you will first need to check that you have R API+ enabled in your connections. You can check if R API+ is enabled by doing the following steps:

1. Open a New QuoteManager Window

2. Navigate to Tools > Data Sources

3. Scroll down to Rithmic 01, highlight it, and then click on Settings…

4. Once you are within Rithmic 01 settings, you will need to change the Trading Interface field to RAPI+.

After you configure these settings and change your Trading Interface to RAPI+, you should notice that you will start to get access to Rithmic front of the month contracts within your QuoteManager window. To my knowledge, you can use these front of month contracts to access the historical data you are looking for. Once you have the contract opened in a chart, I believe you can jump to whatever time period you like by using the jump to time/calendar tool at the bottom of your chat as shown below:

Please start with the following settings mentioned above if you have not already done so and we will troubleshoot the issue from there!

Thanks for the question and let us know if this works for you!
Jake
Optimus Futures Support