The following window will be displayed the first time you start:
You have to select the start mode and click ОК.
Then the window for selecting data sources appears. You can also open this window from the General tab, you need to select Add => Sources.
Select the required sources in the window. You can use filters by region, electronic platform, data type, payability, real-time or not. When the selection is complete, click OK. After that, the sources will be added to the left panel of the main application window.
You can create multiple instances of the same source. For example, several Finam instances that will save the downloaded data to different folders. This can be done, as with the initial addition, from the General tab, select Add => Sources. Unnecessary sources can be deleted using the button .
The next step is to configure the source. The source is configured in the right panel. Detailed setup is described in Configuring sources.
To enable the source to download data after clicking the Start button, it must be enabled. To do this, select the source icon in the left panel and use the button to switch it on or off. You can perform this operation before or after adding instruments for downloading, as described below.
In the central part, the panels of the added sources will open, where the list of instruments is displayed. If the panel is closed, then to open it, double click the source logo in the list on the left side of the program. The data will be downloaded only by the added instruments.
Then you need to add instruments. To do this, click the Add. button. The window shown in the following figure opens.
Initially, the instrument database in S#.Data is empty, there is only an auxiliary instrument ALL@ALL. When this instrument is selected, data will be downloaded for all available instruments for this source. Therefore, if you need to download data for some specific instruments, you need to find them (search for the instrument database, as well as for the available instruments that a specific source provides) and add to the source.
To download the instruments, you have to click the corresponding Download Instrument button.
After the instruments are received, the window will become the following.
In which all the instruments available for adding will be visible.
The selected instruments will be displayed in the Instruments table, which is a table with a tree structure. The main element of this is the instrument, and the additional ones are the market data types that will be obtained for this instrument.
For each instrument, you need to select the market data types you need to download.
If all the necessary instrument parameters are not set, the icon will appear in the left column of the instrument line..
At the bottom of the source window is a panel with buttons for setting up the data and instruments to be received.
The following operations can be performed from this panel:
Set up the amount of information received with the buttons: Trades, Order Books, Candles, Order Log, Level 1, Own Transactions. Lists of available market data types vary for different sources.
Specify the necessary periods for the downloaded candles. The periods of the received candles vary for different sources.
Specify what the market data will be built from. If you do not specify this option, candles available in the source will be received, otherwise the candles will be built from another type of market data. For example, candles can be built from the price of the last trade, the order book spread (usually for the Forex market), volatility or the best price.
Specify the periods of the data to be received. You can specify your period for obtaining data for each data type. For example, for daylight candles, you can specify the download for the last few years, and for trades, specify the download for the last few months. Periods of the received data can be set not only from the panel, but also directly in the table of market data.
Edit using the button, you can see more details in the Editing instruments section.
Delete using the .
When you click the All@All button , all instruments added to the source will be deleted, and instead of them one auxiliary instrument All@All will be added, which will download the market data for all available instruments for the source.
Pay attention. To get information on order books, an order log, level 1, own transactions, you need to connect to the connector in real time.
When all the settings are applied, and the instruments are selected, on the General tab, you can click the Start button. This will launch the active sources, and they will start downloading the data. The work process can be observed in the special Logs tab, which is fixed at the bottom of the program. In addition, logs are stored in files in the local directory.