Recording Live Tick and One-Minute Bar Data for Trading Workflows

Summary

This guide explains a market-data recorder that subscribes to selected instruments and saves live tick or one-minute bar data to a database. The stored history can then be reviewed in a data-management interface, used in historical backtests, or loaded to initialize live trading strategies.

To configure it, enable the recorder during platform startup or add it to the main engine in a startup script. Connect a trading interface and wait for contract information to load before opening the recorder. Add or remove recording jobs by entering an instrument’s local symbol and choosing tick or bar capture; symbol completion is available for contracts received after connection. The document describes setup and operation but gives no storage schema, data-quality checks, or performance evidence. The workflow depends on a working interface connection and correct instrument identifiers, and the described bar interval is limited to one minute.

Key ideas

• The recorder saves live ticks and one-minute bars to a database.
• Stored market data can support review, historical backtesting, and strategy initialization.
• Connect to a trading interface and load contract information before starting the recorder.
• Recording tasks are added or removed by instrument symbol and data type.

Tags

From a private course collection; the original is not published.