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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).