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ITCH

hydra settings itch

ITCH

  • Main - main server address.
  • Recovery - recovery server address.
  • Replay - reply server address.
  • Login - login.
  • Password - password.
  • Instruments - path to the file with instruments definition.
  • Active - only active instruments.

Main

  • Start date (candles) - from which date to start downloading data.

  • Start date (ticks) - from which date to start downloading data.

  • Header - the header of the task.

  • Work from - source work start time.
  • Work until - source work stop time.
  • Work interval - interval of source work.
  • Data directory - data directory, where the resulting files will be saved in the S# format.
  • Format - data format: BIN/CSV.
  • Max. errors - the maximum number of errors to achieve that task will be stopped. By default 0 - number of errors is ignored.
  • Dependency - task that must be executed before the start of current task.
  • News - to download news.
  • Logging level - logging level.
  • Level1 fields - supported first level market data fields.

Connection - connection properties (see Connection properties section).

In addition to the source settings in S#.Data, the connector should be configured, as described in the clause ITCH configuration.

Before starting the data acquisition, it is necessary to download and select the necessary instruments, as described in the clause First start.