Download Instruments

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Download Instruments

daytradr comes without any instruments configured. After setting up a connection, it is necessary to download the instruments you would like to work with for that provider.



For Futures, the system will automatically map instruments between providers. So if you would like to use IQFeed data but trade Rithmic, then the instrument mapping is done for you.

For Exchange Traded Spreads, there is no mapping, so you will have to use the broker data for the spread that you are trading.


To download instruments, simply connect to one of your providers, select the provider and click on "Download Instruments"




The following window will appear:




Clicking "Download" on this window will start a download of all tradable symbols for that provider. The options for the download are as follows:


Latest Expiry Date - The providers have instruments defined way out into the future and for most traders, they are just concerned with the front few months. If you check "Latest Expiry Date", you can limit the amount of instruments returned which will make instrument searches faster. The default is to load 4 months worth of instruments.

Exchanges List - This is a list of available exchanges. Note that each provider differs in how they group exchanges, especially those owned by the CME. Check the exchanges whose instruments you want to work with.

Mode - Tells the system what to do with the instruments.

oUpdate - Will update any instruments currently in the database and add any that aren't already there. This is the default mode.

oReload - Will delete all instruments for that provider before loading them again

oRefresh - Will delete all instruments in the system before loading the instruments for the current provider

Futures - Check if you want to download outright futures instruments

Spreads - Check if you want to download exchange traded spreads

Create Log Files - Check if you want to create a log of which instruments were added and which were rejected. The log files can be found in (My) Documents\Jigsaw Trading\Logs

Include Expired Contracts - Check if you want expired contracts to be downloaded. This is for those using Market Replay only.


Click "Download" to commence the download.


Click "Close" to exit or cancel the current download in progress.


See the Clean Expired Instruments section for details on how to delete old instrument data.