Chart Data Availability & Supported Chart Periods

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The table below shows the different feeds and their supported chart periods. Please note that if an Interval/Type/Indicator combination is not supported, this limitation comes from the data feed provider.  

 

Type : Interval : Indicator

CQG

Rithmic

GAIN

Tradovate

IQFeed

IB

Bar : Sec

Y

Y

Y

Y

Y

N

Bar : Sec : VP Indicator

Y

Y

Y

Y

Y

N

FP : Sec

N

N

N

N

N

N

 

 

 

 

 

 

 

Bar : Min

Y

Y

Y

Y

Y

Y

Bar : Min : VP Indicator

Y

Y

Y

Y

Y

Y

MP : Min

Y

Y

Y

Y

Y

Y

FP & FP Reversal : Min

Y

Y

Y

Y

Y

N

 

 

 

 

 

 

 

Bar : Hours

Y

Y

Y

Y

Y

Y

Bar: Hours : VP Indicator

Y

Y

Y

Y

Y

Y

MP : Hours

N

N

N

N

N

N

FP : Hours

N

N

N

N

N

N

 

 

 

 

 

 

 

Bar : Day

Y

Y

Y

Y

Y

Y (up to 2 weeks)

Bar : Day : VP Indicator

Y

Y

Y

Y

Y

Y (up to 2 weeks)

MP : Day

N

N

N

N

N

N

FP : Day

N

N

N

N

N

N

 

 

 

 

 

 

 

Bar : Tick

N

Y

Y

Y

Y

N

Bar : Tick : VP Indicator

N

Y

Y

Y

Y

N

Bar : Range

N

N

N

N

N

N

Bar : Volume

N

N

N

N

N

N

Bar : Renko

N

N

N

N

N

N

Bar : P&F

N

N

N

N

N

N

FP Reversal : Tick

Y (Unknown)

Y (Current day)

Y (up to 10 days)

N

Y (up to 180 days)

N

 

Jigsaw daytradr allows you to connect to broker feeds (CQG, GAIN, Rithmic, IB TWS), data feeds (IQFeed) and other platforms (NinjaTrader 8, MT5).

 

Charts are supported for broker feeds and data feeds only. We do not support charts via the bridge to NT8 and MT5. The rational for our decision was that:

 

•These platforms are already charting platforms. The reason we are implementing charts is to help reduce the cost of having an additional charting platform. We don't see the upside in

•We don't want to over-burden the bridge connection with additional data for charts.

•There is significant investment/time required to support charts over the bridge & we have funded all charting functionality ourselves and given it to users for free. As such, we will later poll the users to find if a 1 off cost will be acceptable to implement charting for MT5 and NT8.

 

For the APIs we connect to, each has a different amount of historical data available and different capabilities when it comes to backfilling trade information for Cumulative Delta and FootPrint charts. The notes below should help you understand how much historical data is available for your broker feed.

 

CQG

•Does not support seconds or tick based intervals. Level 1 subscription will be used for seconds/tick based data.

•3 years history limit for multi day bars (day, week, month, quarter etc)

•3 months history limit for intraday bars

 

GAIN

•Intervals can be used on multiple charts, but the maximum number of intervals is set by the brokerage. If you get this error message: "Maximum Bars subscriptions (x) reached. Please call your brokerage to add more", you have to call your broker to increase the supported intervals for your data feed.

•Native support for seconds, ticks, minute, hour and range.

•365 years history limit for multi day bars (day, week, month, quarter etc)

•90 days history limit for intraday bars

•10 days history for tick based bars

•3 days of historical tick backfill

 

 

IB TWS

•Native support for seconds, ticks, minute, hour and range.

•No historical backfill for L1/FootPrint data

•Daily Bars are limited up to 2 weeks

 

IQFeed

•Native support for seconds, ticks, minute, hour and range.

•365 years history limit for multi day bars (day, week, month, quarter etc)

•90 days history limit for intraday bars

•10 days history for tick based bars

•3 days of historical tick backfill

 

Rithmic

•Native support for seconds, ticks, minute, hour and range.

•365 years history limit for multi day bars (day, week, month, quarter etc)

•90 days history limit for intraday bars

•10 days history for tick based bars

•3 days of historical tick backfill

•1 day history for L1/FootPrint data

 

Tradovate

•Native support for seconds, ticks, minute, hour and range.

•365 years history limit for multi day bars (day, week, month, quarter etc)

•90 days history limit for intraday bars

•10 days history for tick based bars

•3 days of historical tick backfill