Whenever you open a new Reconstructed Tape, Summary Tape or Depth & Sales, the Instrument Search Window will appear. The tabs allow you to choose the type of Instrument you would like to search for or if you'd like to select an instrument via the Jigsaw Platform Bridge™
•Connection - Select the connection which will be used to feed data to the tool. Note that this does not have to be the connection you are using to trade
•Account - The account you will trade (Depth & Sales only)
•Symbol - Partial symbol id. Note that we follow the exchanges symbology, regardless of the data provider. For example, the CME "ES" is actually "EP" on CQG but in Jigsaw you always use "ES" even if CQG is providing data. Symbol mapping is performed by the platform
•Session - The session template to use. This is used to get volume profile and also fetch the current high/low for the session
•Tick Multiplier - The tick multiplier is used to change price granularity. For more information click here.
A list of matching instruments will then be shown
Note that the account you select does not have to be from the same provider as the data you are using. So you can use an IQFeed connection for data but select a Rithmic account. If the instrument mapping cannot be found for that account, then the following error will appear:
In this case, we selected a CQG connection and a Rithmic Account. The symbol for ESU16 cannot be found on Rithmic, so we need to download symbols for Rithmic before we can use that account for this instrument.
