Connecting VeighNa to MultiCharts for Historical Futures Data

Summary

This guide explains how to use MultiCharts as a historical data feed for VeighNa through the vnpy_mcdata module. It distinguishes this data service from a trading gateway, so users can connect the feed while continuing to trade through other interfaces. The stated coverage includes futures and futures options from several Chinese exchanges, with minute, hourly, and daily bars.

The setup involves installing the module, entering the MultiCharts application path in VeighNa’s datafeed settings, keeping the core data service process running, and loading VeighNa’s data manager to retrieve bars. It also describes continuous contract suffixes for main, adjusted main, and index series. The guide provides configuration steps and a list of supported data types, but no independent data quality or performance evaluation. Access requires an account, and the document describes a trial and a paid subscription.

Key ideas

• VeighNa can use MultiCharts through a dedicated historical data feed module.
• The feed is separate from the trading gateway, allowing users to retain another trading connection.
• The stated data coverage includes futures and futures options with minute, hourly, and daily bars.
• The MultiCharts application path must be entered in VeighNa’s datafeed configuration.
• Continuous contract suffixes identify main, adjusted main, and index series.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.