This module allows building charts based on data from previous trading days. The module enables the QUIK server to store exchange trade data including all trades of the current trading session. The archived data is thereby available for QUIK workstation users.
Method of Operation
The module delivery package comprises data storage, archiving and editing software. Archiving software starts on timetable and stores data for the current trading day in the form of OHLCV intervals. The archived data are saved as discrete intervals of 1 minute or more. Those intervals are used for producing longer intervals for 5 or 15 minutes, an hour, a day, etc. A maximum number of intervals for each time frame, is selected in the settings but may not exceed 3000.
No setting is required for the QUIK workstation. Once the terminal connects to the server with the Archives Module installed, the data for previous days are downloaded automatically whenever a new chart is created. The downloaded data are stored in the archive folder on the client computer in the form of binary files. If the user requests information relating to the same period, the required data are delivered from the folder without downloading from the server.
Hardware and Software Requirements
The module is installed on the same computer with the QUIK server.
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