Data Source Explorer

Overview

The Data Source Explorer shows all of the Data Connections that the user has setup.

To start the Data Source Explorer, select from the main menu: Tools > Data Source Explorer.

For each data connection, the user can view the data that has already been loaded, and load additional data. Normally data is loaded as needed, i.e. when a Chart is viewed or Backtesting is performed. But sometimes, especially for testing purposes, it's useful to instruct the data connection to load specific data.

On this page:

Data Connections

The Data Connections panel, on the left side of the window, shows all of the data connections. They're divided into data connections that are currently Connected, and those that are Disconnected.

Each data connection contains five types of market data:

  • Ticks
  • Minutes
  • Days
  • Level 2
  • Fundamentals

Data Tab

The Data tab, on the right, shows the currently selected data. In this example, it shows the Day bars that had been loaded using the data connection "IQFeed [IQFeed]". The meaning of this name is that the data connection's name is "IQFeed", and its type is also called "IQFeed".

If you click on one of the symbols then the toolbar becomes enabled:

Edit - view the full data for this symbol, and optionally edit it. See the section "View Detailed Data" below for more information.

Clear - erase the loaded data for this symbol

Log Tab

The Log tab, on the right, shows log messages generated by the selected data connection. The same messages can also be seen in the Log tab in the Portfolio, if the portfolio is using this data connection.

View Detailed Data

The Data tab shown above displays only the total amount of data that was loaded for each symbol. You can also view the exact data that was loaded, by selecting one of the symbols in the Data tab and clicking the Edit button.

For example, the following screenshot shows detailed Tick data that had been loaded for the symbol AAL on May 31, 2016. Notice that this table shows all 99,097 ticks from that day.

You can even modify this data, if you wish. This can be useful for testing.

Data Connections Toolbar

The Data Connections toolbar allows you to manipulate data connections and their data. Some of these buttons only become enabled when a Disconnected data connection is selected, because it's not possible to erase the data of a Connected data connection.

New - create a new Data connection

Edit - change the settings of a Data connection

Delete - delete a Data connection

Status - show the import status of a Data connection. Useful when a large import operation is in progress.

Import - load data using a Data connection

Export - export data from a Data connection to ASCII files

Clear - erase all of the market data for the selected Data connection and data type (e.g., Days)

Trim - erase some of the market data for the selected Data connection and data type (e.g., Days)


The context menu of the Data connections includes commands to Connect or Disconnect the data connection.

Export Data

The Export Data button (described above) lets you export data to ASCII files. You can export the following types of data:

  • Ticks
  • Minutes bars
  • Day bars

Exports are performed using the ASCII Data Adapter. It has the following settings:

Export To - the directory in which the ASCII files will be created. The data files will be stored in subdirectories with the name Day/Minute/Tick.

File Suffix - which file extension to use for the files

Time Zone - which timezone to use for the timestamps. The default is "Use exchange timezone".

Date Format - the date format for the timestamps

Time Format - the time format for the timestamps

Field Delimiter - which character separates data fields

Decimal Delimiter - which character indicates the decimal point


Here's an example of the output of the ASCII Data Adapter. These are Minute bars:

Date,Time,Open,High,Low,Close,Volume,OpenInterest
2016-05-31,11:27:00,100,100.015,100,100.01,10940,0
2016-05-31,11:28:00,100.01,100.015,99.98,99.98,20391,0
2016-05-31,11:29:00,99.99,99.99,99.955,99.97,36971,0
2016-05-31,11:30:00,99.96,100.03,99.959,100.02,54380,0
2016-05-31,11:31:00,100.026,100.03,100.01,100.01,26166,0
....