Click the Add, button, then select the Instrument item in the drop-down menu. The window for searching and adding instruments opens.
Initially, the instrument database in the S#.Data is empty, there is only an auxiliary instrument All@All (when this instrument is selected the data on all available for this source instruments will be downloaded). Therefore, if you want to download data for the specific instruments, they should be found (search is carried out in the instrument database, as well as in the available instruments that a specific source provides) and added to the source.
To download the instruments, you must click the corresponding Download Instrument button.
Once the instruments are received, the window will be as shown below.
All the instruments available for adding will be visible in this window.
|For RTS and UkrExchange sources there is a special scheme. These sources add instruments to the S#.Data base themselves as new information about trades is downloaded. Therefore, for these sources it is not necessary to find and to set up instruments beforehand.|
Data sources download market data only on instruments that are added to these sources (with the exception of sources for RTS and UrkBirzha) and have selected at least one type of market data.
To do this, after the instruments adding, for each instrument you should select the market data type required for download. If you do not select any type of market data, then there will be an icon with an exclamation mark in line with the instrument (on the left):
If you do not set all parameters of the instrument, then in the left column of the line with the instrument the icon appears.
When you click on the All@All button all added to the source instruments will be deleted, and instead one auxiliary instrument All@All will be added, with which market data will be downloaded by all instruments available for the source. For example, for LMAX, this will be all the instruments that are in the Instruments table.
The button allows you to remove unnecessary instruments.
To edit the instrument (for example, when the instrument was not filled with all the required data), you have to double click on the instrument or by pressing the button to open a window in which to make the necessary settings:
If necessary, you can edit a group of instruments. To do this, select a group of instruments and press the button.
If the selected group of instruments has the same values, then this field will be filled with that value. If values are different, then this field will be empty. For example, two instruments have selected whose Price Increment value is 1, one instrument has lot size 10 and another has 100. Correspondingly the value of the Price Increment field will be 1, and the Volume Increment field will be empty.