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Datafeed

Barchart

Brief overview of BarChart

BarChart is a famous provider of historical data in real time. Following the introduction of its new system BarChart on Demand, which is capable of working to the highest standards regardless of the operating system, its informational data base is now considered one of the best. It captures share prices that are received directly from more than 70 exchanges around the world.
You can open a real or demo account at BarChart via our website.

Connecting

Please follow the instructions in the following video to establish the connection correctly
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Essential Information

Cumulative Indices
Only displayed and can be added to the chart if connected to one of the following datafeeds: Taipan, IQFeed or Barchart. They display an oscillator of cumulated data of the specific index.
ATTENTION! To be able to see the Cumulative Indices, you must select "All" or "Index" for your specific datafeed in the Datafeed-Tab in the Account connection set-up.

IQFeed

Brief overview of IQFeed

IQFeed is one of the leaders in the international financial market regarding data delivery in real time. Its main advantage is that it transfers the historical data and quotes tick-by-tick, allowing traders to view all short-term changes on a chart.
You can open a real or demo account at IQFeed via our website.

Connecting

Please follow the instructions in the following video to establish the connection correctly:
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Essential information

Futures trading IQFeed
If you use IQFeed as a data feed provider you can integrate the desired contract into the chart using the Instrument Editor.
  1. 1.
    Select the "Instrument Editor" menu item from the Tools menu.
  2. 2.
    In order to use this functionality, select "Read/Mapping instruments" within the Instrument Editor or the "Instruments: Markets & Mappings“ menu item in the Tools menu.
  3. 3.
    As long as you are using a demo account from IQ the available history will be limited. As soon as you switch to a live-account you will be able to see all available history from IQ.
Important! Minute data is available for years back. However, tick data is only available for 8 days back during market hours and 180 days outside market hours.

Additional options

There are three possible ways to load the futures contract history:
Continuous CC = continuous contract. This allows you to map the Front Month history, and the gaps between the contracts will still be visible. FrontMonth FM = actual contract according to calendar only BackAdjusted BA = This is a continuous contract, however there are no longer any gaps between different contracts.
For IQFeed "Continuous" or "Back adjusted" contracts it is not possible to have more than ONE instrument with the same type/mapping.
For example: the simultaneous mapping of FDAXSept13 & FDAXDec13 is not possible. If you have 2 instruments with the same mapping you will receive an error message in the Protocol tab notifying you which values are being referred to. The reason for this is that the IQFeed always attaches the historical data to the Front Month contract, which is automatically shifted to the following Front Month contract one day before the rollover.
After changing the contract, reconnection is required.

Cumulative Indices

Only displayed and can be added to the chart if connected to one of the following datafeeds: Taipan, IQFeed or Barchart. They display an oscillator of cumulated data of the specific index.
ATTENTION! To be able to see the Cumulative Indices, you must select "All" or "Index" for your specific datafeed in the Datafeed-Tab in the Account connection set-up.

TaiPan

Brief overview of TaiPan

A well-maintained database is absolutely essential as a reliable basis for investment decisions. The Lenz+Partner AG is part of the vwd group, one of the largest providers of capital market information in Europe, and has 25 years of experience in the development of stock exchange software and corresponding data services.
You can open a real or demo account at Lenz + Partner via our website.

Connecting

Please follow the instructions in the following video to establish the connection correctly:

Important: reconnect, restart, reload

We recommend to reconnect and restart the Taipan realtime client on a daily basis, as, when being connected continuously and round-the-clock, a full and smooth data supply cannot be guaranteed on the part of Taipan realtime platform. A daily reconnect, restart and reload as well as - on occasion - clearing the "History"-folder will help.
Therefore please open GlobalConfiguration -> directories -> data directory -> History and delete the file containing Taipan-history. Close AgenaTrader and restart it - all Taipan-history will be loaded up-to-date.
Note: There are four checkboxes in Taipan connection settings:
FrontMonth = actual contract according to the calendar only Continuous Contract = continuous contract
AutoStart Tai-Pan Realtime: allow to start Tai-Pan Realtime when user establishes connection through AgenaTrader Close Tai-Pan Realtime on Disconnect: automatically close Tai-Pan Realtime after disconnection in AgenaTrader

Additional Options

AgenaTrader allows you to set a futures rollover alert. More information about futures contracts can be found in the section Futures.

Definition for contracts:

Continuous CC = continuous contract FrontMonth FM = actual contract according to calendar only
As described in Taipan connection guide, you can choose in account settings, if you want "CC" or "FM". Whatever is chosen there, will be regarded as the default setting afterward. No matter what contract you have in Connection settings, AgenaTrader will use settings from Instrument Editor for the selected instrument.
Cumulative Indices
Only displayed and can be added to the chart if connected to one of the following datafeeds: Taipan, IQFeed or Barchart. They display an oscillator of cumulated data of the specific index.
ATTENTION! To be able to see the Cumulative Indices, you must select "All" or "Index" for your specific datafeed in the Datafeed-Tab in the Account connection set-up.

TaiPan.Net

With the new TeiPan.Net connection there is no need to install the desktop client of datafeed. It will connect to Taipan API directly.
To create a new connection please follow the instructions:
  1. 1.
    Enter a connection name.
  2. 2.
    Choose TaiPan.Net as a provider.
  3. 3.
    Click "Next" button.
  4. 4.
    Enter your user id and password
  5. 5.
    Select the contract for futures (Continuous or Front Month contract).
  6. 6.
    Click "Finish" button.
  7. 7.
    Select the instrument lists you need.
  8. 8.
    Click "Import instruments lists" button.
With TaiPan.Net you can receive Dax30 Options data. With regular Taipan connection, there is no such ability.

Bloomberg

Brief overview of Bloomberg

A consolidated feed from 35 million instruments provides sophisticated normalized data, streamlining analysis and decisions from front office to operations.
Load / Costs / Limitations / Supported instrument types etc. TBD

Preparing Bloomberg SAPI

A Bloomberg Server API (SAPI) instance is required. It can be installed with the help of Bloomberg support, but the following should be prepared beforehand:
  1. 1.
    Install AgenaTrader 2.11.0.6 or newer and run it with a valid licence
  2. 2.
    Register as a Bloomberg customer and install the Bloomberg Terminal
  3. 3.
    Prepare a server:
    • It can either be a local PC with:
      • Microsoft Windows (preferably Microsoft Windows Server 2012 or newer)
      • Solaris or Linux server distributive
    • Or a remote server (VPS/VDS)
If you have prepared the above, get in touch with Bloomberg support and ask them to help activate your SAPI instance.

Before connecting

Before we proceed any further, make sure that the previously activated SAPI (service and process) is running properly.
  1. 1.
    Press the Windows + R keys on your keyboard to open the Run window.
  2. 2.
    Type services.msc and hit Enter on your keyboard or click/tap the OK button
  3. 3.
    The Services app window is now open
  4. 4.
    Locate the "Bloomberg ServerApi service and double-click on it
  5. 5.
    Make sure that the service status says "Running"
Bloomberg ServerApi service Properties
Now let's make sure that the Windows Firewall won't be preventing you from connecting. If you use a 3rd party firewall, please get in touch with the corresponding support, should any issues arise.
  1. 1.
    Press the Windows + R keys on your keyboard to open the Run window.
  2. 2.
    Type wf.msc and hit Enter on your keyboard or click/tap the OK button
  3. 3.
    On the left, click on "Inbound Rules"
  4. 4.
    Mark Bloomberg Server API by left-clicking on it
  5. 5.
    On the right, click on "New Rule..."
  6. 6.
    In the “New Inbound Rule Wizard” select "Port":
    Adding a firewall rule to Bloomberg SAPI
  7. 7.
    Click on Next
  8. 8.
    Select TCP from the list and enter the following specific port: 8294
    Entering the SAPI port
  9. 9.
    Click on next and leave "Allow the connection" checked:
    Allow the connection
  10. 10.
    Click on next and leave all of the checkboxes checked:
    Select to what profiles the rule is supposed to be applied to
  11. 11.
    The last step is to name and describe the added rule. This is how we described it: Name: Bloomberg Server API Description: Allow incoming connections to Bloomberg SAPI at the 8294 port
    Name and describe the rule

Connecting

  1. 1.
    Contact our support, so that we can enable the Bloomberg connector for your licence
  2. 2.
    After you have received a confirmation, restart your AgenaTrader
  3. 3.
    In AgenaTrader, click on Main -> Connections -> Add New Account
  4. 4.
    In the Account Connection Setup window click on Add
    Add the connection
  5. 5.
    Select Bloomberg as your provider and name the connection
    Name your connection
  6. 6.
    After clicking on Next, the following window will appear:
    Connection details
    “Bloomberg SAPI” Hostname or IP address: Insert your SAPI server hostname or IP address ”Bloomberg SAPI” Port: Insert your SAPI server port
    Bloomberg Terminal install location (optional): Use only if AgenaTrader can’t locate the installation path of your Bloomberg Terminal.
    Bloomberg BLPAPI log level: Select what type of logs to collect:
    1. 1.
      Off (default): no BLPAPI logs
    2. 2.
      Error: BLPAPI errors
    3. 3.
      Warning: BLPAPI warnings
    4. 4.
      Info: BLPAPI info request
    5. 5.
      Verbose: All BLPAPI requests
      What BLPAPI Logs to collect
    Response Logging: If activated, AgenaTrader will log API responses.
    Request Logging: If activated, AgenaTrader will log API requests. Both the main BLPAPI and the Request/Response files will be stored in your AgenaTrader Data Directory -> Logs folder. Auto start “Bloomberg Terminal“ on connect: If activated, Agenatrader will start Bloomberg Temnial automatically during the connection process. Login Name (optional, not used for BLPAPI): Please enter your Bloomberg terminal login. Required only if "Auto start “Bloomberg Terminal“ on connect" has been enabled. Password (optional, not used for BLPAPI): Please enter your Bloomberg terminal password. Required only if "Auto start “Bloomberg Terminal“ on connect" has been enabled. Auto close “Bloomberg Terminal“ on disconnect: If activated, Agenatrader will close the Bloomberg Temnial automatically during the disconnection process
  7. 7.
    Click on the Finish button to complete the connection setup process.

Importing Bloomberg Watchlists

TBD
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AgenaFeed

Brief overview of AgenaFeed

AgenaFeed is a financial data provider that offers real-time and historical market data feeds to traders, investors, and financial professionals. AgenaFeed specializes in providing high-quality, low-latency market data across various asset classes, including equities, options, futures, indices, and more.
AgenaFeed is exclusively used for our TradersYard TraderChallenges.
  1. 1.
    Open AgenaTrader
  2. 2.
    Click on Main > Connections > Add New Account
  3. 3.
    Click on Add
  4. 4.
    Set your Connection name and choose "AgenaFeed" from the dropdown, then click on next:
  5. 5.
    If you have not done so already, now log in with your TradersYard account and click Finish.
  6. 6.
    When prompted, import the symbol mappings.
  7. 7.
    Once the import of mappings has concluded, switch to the broker-specific workspace when prompted. Your workspace should look like this:
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Last modified 5d ago