hydra. StockSharphttps://stocksharp.com/handlers/atom.ashx?category=tag&id=hydra&type=articlesCopyright @ StockSharp Platform LLC 2010 - 20242024-03-29T15:19:18Zhttps://stocksharp.com/images/logo.pnghttps://stocksharp.com/topic/24028/Different candles - one program!2022-09-09T08:05:16Z2022-09-09T08:05:16ZMarathttps://stocksharp.com/users/101940/info@stocksharp.comCandlesticks in stock trading are a constant and necessary attribute.<br />Today there are no traders who do not turn to candlestick charts and do not track market changes based on it.<br />The history of the "candle" display of market behavior is rooted in the past, in Japan of the 18th century, when a sequence of "candles" began to visually depict the price maximum and minimum for a certain period, as well as prices at the beginning and end of this period.<br />It makes no sense to describe the composition of the candle, since any trader knows these basics.<br />Speaking <b><span style="font-size:120%">in the context of analysis, candlesticks are the basis of all fundamentals</span></b>, <b>an experienced trader</b> can only <b> look at the chart to determine the changing situation</b>.<br />Sometimes <b> a trader does not just determine the situation on the market, but is also able to predict changes </b>, since the market tends, under similar conditions, to react equally to "stimuli".<br />As I wrote earlier, <em>the abundance of trading tools only provide an opportunity to make deals, turning trading into an exclusively intuitive and speculative action.</em><br /><b>Serious, not mass trading, requires a systematic approach</b>, that is, you can't just take a terminal and start trading, initially <b>you need to have knowledge </b>.<br />This knowledge is based not only on the practical part - trading, but also includes a deep analysis of the market, its behavior on certain events.<br />Such reflections are clearly demonstrated by candles.<br />For most users, candles are the maximum and minimum for the period, but the variety of candles can surprise.<br /><b><span style="font-size:120%"><span style="color:green">Each type of candle has its own meaning for the trader, and is able to provide him with a full amount of information on the desired asset or group of assets.</span></span></b><br />So, various candlesticks may be needed for analysis, but it is quite problematic to get market data for them.<br /><b>Most programs and resources for downloading market data do not provide </b> such <b>information </b>, and those that can provide <b> do not allow you to get data on several types of candles at once </b>.<br />The second <b> problem is the need to convert data into the desired format for graphical representation of candlesticks and "visual" analysis</b>.<br />Do not forget about the cost of such programs, which are rarely even "shareware".<br />As mentioned earlier, <a href="https://stocksharp.com/store/hydra/" title="https://stocksharp.com/store/hydra/"><b>S#.Data</b></a> solves these problems.<br />It <b> allows </b> not just <b>to build candlesticks of various types</b>, but also <b> to save them</b>, which is not a little important <b> for further use</b>.<br />Almost all sources do not directly broadcast market data on such candles, respectively, the problem for most programs becomes unsolvable, but <b>S#.Data</b> solves it by constructing such unique candles through other downloaded market data. <b>For example from Ticks.</b><br /><br /><a href='https://stocksharp.com/file/135134/ticks_market_data_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/135134/ticks_market_data_png/?size=500x500" alt="ticks_market_data.png" title="ticks_market_data.png" /></a><br /><br />- For example, <b><span style="font-size:120%">Volume Candlesticks</span></b>, which <b><em> display the volume of transactions for the selected period, and provide information about the activity of the instrument.</em></b><br /><br /><a href='https://stocksharp.com/file/135135/volume_market_data_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/135135/volume_market_data_png/?size=500x500" alt="volume_market_data.png" title="volume_market_data.png" /></a><br /><br />And it is just as easy to plot their schedule<br /><br /><a href='https://stocksharp.com/file/135139/volume_candles_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/135139/volume_candles_png/?size=500x500" alt="volume_candles.png" title="volume_candles.png" /></a><br /><br />- The program allows you to get <b><span style="font-size:120%">Renko</span></b> candles. <b><em>The ranko chart clearly defines the main trend</em></b>. Such a chart is useful in order to determine the key support and resistance levels, since it averages the main trend, small price fluctuations are not reflected, this allows you to focus on really significant movements.<br /><br /><a href='https://stocksharp.com/file/135137/renko_market_data_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/135137/renko_market_data_png/?size=500x500" alt="renko_market_data.png" title="renko_market_data.png" /></a><br /><br />Also, after receiving the market data, we build a graph.<br /><br /><a href='https://stocksharp.com/file/135138/renko_candles_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/135138/renko_candles_png/?size=500x500" alt="renko_candles.png" title="renko_candles.png" /></a><br /><br />- Equally important candles - <b><span style="font-size:120%">Range</span></b> candles. <em><b>The peculiarity of this chart is that new candles are built depending not on the timeframe, but on the range that the price has passed </b></em>. Accordingly, it is more convenient for the user to track price fluctuations.<br /><br /><a href='https://stocksharp.com/file/135144/range_market_data_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/135144/range_market_data_png/?size=500x500" alt="range_market_data.png" title="range_market_data.png" /></a><br /><br />And we also build a schedule.<br /><br /><a href='https://stocksharp.com/file/135136/range_candles_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/135136/range_candles_png/?size=500x500" alt="range_candles.png" title="range_candles.png" /></a><br /><br />- In addition to the candlesticks listed above, which are quite familiar to traders and their charts, <span style="font-size:120%"><b>Hydra </b></span> allows you to get unique, but necessary data in the analysis.<br /><br />So for example <b><span style="font-size:120%">PnF</span></b> candles (<b><em>tic-tac-toe</em></b>)<br /><br /><a href='https://stocksharp.com/file/135142/pnf_market_data_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/135142/pnf_market_data_png/?size=500x500" alt="PnF_market_data.png" title="PnF_market_data.png" /></a><br /><br /><a href='https://stocksharp.com/file/135140/pnf_candles_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/135140/pnf_candles_png/?size=500x500" alt="PnF_candles.png" title="PnF_candles.png" /></a><br /><br />Or candlesticks <b><span style="font-size:120%">Heiken Ashi Candles</span></b>, used to track the market trend.<br /><br /><a href='https://stocksharp.com/file/135143/heikinashi_market_data_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/135143/heikinashi_market_data_png/?size=500x500" alt="HeikinAshi_market_data.png" title="HeikinAshi_market_data.png" /></a><br /><br /><a href='https://stocksharp.com/file/135141/heikinashi_candles_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/135141/heikinashi_candles_png/?size=500x500" alt="HeikinAshi_candles.png" title="HeikinAshi_candles.png" /></a><br /><br /><br />So <b><em><span style="color:green">S#.Data allows you not only to get ready-made market data, but also to build such data, the receipt of which is not possible</span></em></b>. Moreover, it allows you to immediately build charts, combining all the stages for market analysis, reducing the financial and time costs of the trader.<br /><br />That's it. See you in new articles.https://stocksharp.com/topic/14523/Crypto index in crypto trading!2020-09-29T13:33:22Z2020-10-16T21:45:04ZILYAhttps://stocksharp.com/users/127794/info@stocksharp.com<b>Crypto trading</b> is a type of trading and therefore we should admit that as well as in classic trading, <b>crypto trading</b> has its own <b><em><u>index</u></em></b>. [wink]<br /><br />The index reflects the condition of market of crypto currencies, based on average market indicators. <b>As in classic trading, the index in crypto trading formed on data from the most liquid tokens. The amount of taken tokens displayed in the title. If there’s a number 10, then it includes 10 different crypto currencies</b>. The change of every of these tokens <b>has a high effect</b> on the index. [ninja]<br /><br /><a href='https://stocksharp.com/file/116432/crypto-trading-index_jpg/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/116432/crypto-trading-index_jpg/?size=500x500" alt="crypto-trading-index.jpg" title="crypto-trading-index.jpg" /></a><br /><br /><em><u>The growth of the components of the index therefore the index will be rising. If the rate of crypto currencies is decreasing, then the index will be cheaper.</u></em> [wink]<br /><b><em><u>Index is kind of basket of several components</u></em></b>. Crypto trader can choose which components he wants and monitor all of them. [happy]<br />You might need an <b><u>index chart </u></b>to analyse the market. If the index is most common, then the chart will be shown in the appropriate resource. <br />But what if the index of trader portfolio investment is<b><em><u> individual</u></em></b>? For creating such index, the <a href="https://stocksharp.com/products/hydra/" title="https://stocksharp.com/products/hydra/"><b><em><u>Hydra</u></em></b></a> program will be indispensable. <b><em><u><a href="https://stocksharp.com/products/hydra/" title="https://stocksharp.com/products/hydra/">Hydra</a> can collect the volume of each assets, calculate, and build the necessary index, moreover you can use this index in other programs just by saving it in your desirable format.</u></em></b>[love]<br />The gotten index can give you detailed and comprehensive data of the market condition. Furthermore, to work with index will give traders the opportunity to analyse the market perspective and any assets. <b>The trader gets more effective system of crypto trading and therefore to get more benefits and reduce risk.</b> [wink][love]<br /><br /><a href='https://stocksharp.com/file/116433/crypto-market-analyses_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/116433/crypto-market-analyses_png/?size=500x500" alt="crypto-market-analyses.png" title="crypto-market-analyses.png" /></a>https://stocksharp.com/topic/6986/S#.Data (Hydra) - manual and examples of use2016-12-01T23:17:40Z2019-05-01T01:28:53ZMikhail Sukhovhttps://stocksharp.com/users/201/info@stocksharp.com<b><span style="font-size:140%"><div align="center">Intro</div></span></b><br /><br /><a href="http://stocksharp.com/products/hydra/" title="http://stocksharp.com/products/hydra/">Hydra</a> is a program for downloading and storage of market data. This article will explain how to download the history from <b>Google Finance</b>, <b>Gain Capital</b> broker and <b>IQFeed</b> service.<br /><br />To begin we tell a little bit about the program interface. After the first start you will see the main window, which prompts you to select the data sources.<br /> <br /><div align="center"><a href='https://stocksharp.com/file/103939/image001_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/103939/image001_png/?size=500x500" alt="image001.png" title="image001.png" /></a></div><br /><br />Pay attention to the description of each source, if the following is written next to it:<br /><br /><em>Source is designed to get history data …</em> - then it means the ability to download historical data,<br /><br />and if the following is written:<br /><br /><em>Source is designed to get market-data ..</em> - then it means the ability to connect to the real-time data source and one's own history collection. Looking ahead, a similar process is often cheaper than a simple data purchase from a data vendor.<br /><br />Now select the number of sources and try to get the market data. As such, we propose to use: Google (as a source of historical data), OECTrader (as a source of real-time data, which the broker gives you when opening an account), IQFeed (as a source of real-time data with the maximum number of concurrent subscriptions).<br /><br />Click the check-boxes in the selected sources.<br /><br />After you click OK, the program prompts you to enable additional features.<br /><br /><div align="center"><a href='https://stocksharp.com/file/103944/image003_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/103944/image003_png/?size=500x500" alt="image003.png" title="image003.png" /></a></div><br /><br />They are well documented in the program itself, so we will not go into a description of each of them.<br /><br />In order to move forward it will be enough just to click OK without selecting anything in this window. If necessary, you can always restore this setting via the ADD -> Tools button and select the required.<br /><br />After all the previous procedure, we have got added sources in the left pane, all of which must now be set up.<br /> <br /><span style="font-size:140%"><div align="center"><b>Google Finance</b></div></span><br /><br />This is done simply by pressing the pen button, <a href='https://stocksharp.com/file/103973/image005_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/103973/image005_png/?size=500x500" alt="image005.png" title="image005.png" /></a><br /><br />that opens the settings window. <br /><br /><div align="center"><a href='https://stocksharp.com/file/103970/image007_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/103970/image007_png/?size=500x500" alt="image007.png" title="image007.png" /></a></div><br /><br />Quickly go over each of them to get a full understanding. So:<br /><br /><ul><br /><li>Start date – the date from which Hydra will receive market data<br /><li>Time Offset – In this case, 1 means that the today data will not be downloaded. This is necessary in order not to download half a day, when the trading have not yet been completed.<br /><li>Weekend – weekends ignored when checkbox is selected.<br /><li>Time interval – Hydra downloads data in parts. This parameter allows to specify how large data part will be used. With a value of 30, the program will download data packages for 30 days.<br /><li>Header, work from, work until, work interval – settings for the program itself, the time interval during which the program should download data (from and to)<br /><li>Data directory – a directory in which the downloaded data will be stored, you can leave the default, or choose any other. <b>We recommend to create a separate directory for each source, in order to not overwrite the data</b>.<br /><li>Format - the format of the stored data. BIN supported – Hydra’s special format allows to get a unique compression ratio (2 bytes per tick, 7 bytes per order book) or well-known CSV (it is normal volume)<br /><li>Max.errors - the maximum number of errors in the source.<br /><li>Dependency - specifies the added task that must be completed before the current (in this case, it may be either IQFeed, or OEC Trader)<br /><li>Logging level - the level of logging.<br /></ul><br /><br />Let's leave all the default data and choose the securities on which the data will be downloaded. Let's say we choose 5 tickers included in the S&P500 index, for example: MMM, AFL, GOOG, AAPl, T.<br /><br />For this purpose, all these tools you need to add:<br /><br /><div align="center"> <a href='https://stocksharp.com/file/103949/image009_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/103949/image009_png/?size=500x500" alt="image009.png" title="image009.png" /></a></div><br /><br />Since Google source does not support the automatic addition of the tools you should to add them to the database manually<br /><br /><div align="center"> <a href='https://stocksharp.com/file/103948/image011_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/103948/image011_png/?size=500x500" alt="image011.png" title="image011.png" /></a></div><br /><br />Then repeat the procedure for each security and move them to the Selected section<br /><br /><div align="center"> <a href='https://stocksharp.com/file/103945/image013_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/103945/image013_png/?size=500x500" alt="image013.png" title="image013.png" /></a></div><br /><br />Then simply connect the source <a href='https://stocksharp.com/file/103974/image015_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/103974/image015_png/?size=500x500" alt="image015.png" title="image015.png" /></a> and press Start.<br /><br />After the end of the downloading you have to get the following results<br /><br /><div align="center"> <a href='https://stocksharp.com/file/103950/image017_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/103950/image017_png/?size=500x500" alt="image017.png" title="image017.png" /></a></div><br /><br /><b><div align="center"><span style="font-size:140%">OpenECry (Gain Futures) </span></div></b><br /><br />The market data source for the Gain Capital clients, which a broker gives you for free when opening an account. The source key settings in many ways similar to the settings that we have made in Google with the only difference that now you should enter your account username/password to access the data stream and select the correct address from which the data will come. Preset 3 possibilities: the test server (to which we connect and which is intended for developers), the simulator (server for demo accounts), the real server (the server that has the connection to the real market and real accounts). If you have an opened account, then your choice is the real server.<br /><br /><div align="center"> <a href='https://stocksharp.com/file/103972/image019_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/103972/image019_png/?size=500x500" alt="image019.png" title="image019.png" /></a></div><br /><br />The CandleFromDate parameter is needed to specify the starting date from which you want to download the history in the form of candles.<br /><br />Once it has been done, we add instruments by which we want to get data, because OEC supports automatic downloading and searching of instruments. We do it through the Download Securities button, and then adding them through the instrument code. Our selection ESZ6 (mini S&P) and NQZ6 (mini Nasdaq).<br /><br /><div align="center"> <a href='https://stocksharp.com/file/103951/image022_gif/' class='lightview' style='max-width: 600px;' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/103951/image022_gif/" alt="image022.gif" title="image022.gif" /></a></div><br /><br />After adding you should get the same as shown in the picture.<br /><br />Now turn your attention to the bottom part of the window. At the beginning of this article, we talked about the fact that Hydra supports downloading and storing a plurality of market data types, settings about what data to download can be done using the appropriate panel:<br /><br /><div align="center"> <a href='https://stocksharp.com/file/103953/image023_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/103953/image023_png/?size=500x500" alt="image023.png" title="image023.png" /></a></div><br /><br />On Ticks - means that ticks will be downloaded <br />On Market Depth - means that order books will be downloaded<br />Candles has additional setting, by clicking the button you can select the candles types which will be downloaded, that's how it looks:<br /><br /><div align="center"><a href='https://stocksharp.com/file/103955/image025_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/103955/image025_png/?size=500x500" alt="image025.png" title="image025.png" /></a></div><br /><br />On Level 1 - means that the best bid/ask will be downloaded, as well as some fields of the ticker basic statistics.<br /><br />Now just click the Start button, and Hydra will start to receive data and store them locally. In this case, both historical and real-time market data will be received.<br /><br />Thus, you can collect and store the market data yourself, and then use them for testing your own strategies.<br /><br /><b><div align="center"><span style="font-size:140%">IQFeed</span></div></b><br /><br />IQFeed provides as OpenECry, intraday data. But, in contrast to the OEC, IQFeed supports a very wide range of parallel subscriptions, as well as a much greater depth of history, both for candles and tick data.<br /><br />The source settings similar to OpenEcry:<br /><br /><div align="center"><a href='https://stocksharp.com/file/103957/image027_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/103957/image027_png/?size=500x500" alt="image027.png" title="image027.png" /></a></div><br /><br />The CandleFromDate parameter is needed to specify the starting date from which you want to download the history in the form of candles.<br /><br />The TicksFromDate parameter is needed to specify the starting date from which you want to download the history in the form of ticks.<br /><br />All other steps are similar to those described above.<br /><br /><b><div align="center"><span style="font-size:140%">Data viewing</span></div></b><br /><br />Now, after all the manipulations, you need to understand, and how to work with these data, and what the program can do else. Recall that data is stored in the directory where you downloaded them, but how to see what is a result.<br /><br />For this we refer to the OEC Trader source from which a lot of data has been downloaded, select it and click the right mouse button.<br /><br /><div align="center"><a href='https://stocksharp.com/file/103959/image029_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/103959/image029_png/?size=500x500" alt="image029.png" title="image029.png" /></a></div><br /> <br />Thereafter, we can choose in the menu the way to work with the instrument. Let's choose Market Depths and then in the window that opens, click the magnifying glass.<br />As a result, we will get a similar picture<br /><br /><div align="center"><a href='https://stocksharp.com/file/103960/image031_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/103960/image031_png/?size=500x500" alt="image031.png" title="image031.png" /></a></div><br /><br />Next, similarly we select Level 1, and then Candles 1 min, but in the window with candles we do not choose the magnifying glass, and Chart button. The results are shown in the figures below<br /> <br /><div align="center"><a href='https://stocksharp.com/file/103966/image033_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/103966/image033_png/?size=500x500" alt="image033.png" title="image033.png" /></a></div><br /><br /><div align="center"><a href='https://stocksharp.com/file/103969/image036_gif/' class='lightview' style='max-width: 600px;' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/103969/image036_gif/" alt="image036.gif" title="image036.gif" /></a></div><br /><br />That's the way you can view the data and work with them directly from the program.<br /><br />We hope our product will help you in trading and development of profitable trading systems.<br />https://stocksharp.com/topic/6987/Downloading the US market data via Hydra2016-12-01T23:45:37Z2019-05-01T01:27:03ZMikhail Sukhovhttps://stocksharp.com/users/201/info@stocksharp.comIn our today's article, we will talk about where to go for free or for a relatively small amount of money to download historical data on the US market, as well as about a universal way to download, store, analyze and use in your own algorithms all types of market data.<br /><br />First, let's concern the main sources of market data on US securities with a brief description of them. In general, there are three types of sources:<br /><br />1. Sources of historical data, such as exchanges, which provide trading history on their own sites (of course, we do not consider direct connections, which are of type 2).<br />2. Sources of market data, such as broker terminals, through which it is possible to download also some history, but the main interest is what is happening right now.<br />3. Multifunctional sources that combine the type 1 and type 2, and usually presented by specialized services.<br /><br />The first type of sources includes sites such as <a target="_blank" rel="nofollow" href="https://stocksharp.com/away/?u=AQAAAAAAAACG1tIdcLLf4WCKlIxJbjy04rMqAOqG4tEl5nFhU3S5UQ" title="https://www.google.com/finance">Google</a> and <a target="_blank" rel="nofollow" href="https://stocksharp.com/away/?u=AQAAAAAAAACQ8wvoITv8w46-c31ObKjoc9y7qX7dAAUJg7CkwdSKrw" title="https://finance.yahoo.com/">Yahoo Finance</a>:<br /><br /><div align="center"><a href='https://stocksharp.com/file/103975/image002_gif/' class='lightview' style='max-width: 600px;' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/103975/image002_gif/" alt="image002.gif" title="image002.gif" /></a></div><br /> <br />The apparent advantage of these services is their full free, but on the other hand, it is impossible to download intraday market data, as well as impossible to get anything other than candles. By this we mean the data such as Level1, Order Log, Market Depth, etc.<br />This practically eliminates the possibility of using the data for testing strategies involving the intraday trading. On the other hand, if your strategy assumes a medium-term trade, for example, based on the Turtle approach, or you practice portfolio investments without too frequent portfolio shake-up, then use of data from these sources to be very reasonable and appropriate.<br /><br />The sources of market data as already described above, are, primarily, broker terminals or other connections to the broker, which every practitioner trader has. For example: Fusion/Blackwood, Rithmic, Gain Capital, OEC Trader, Sterling, etc.<br /><br /><div align="center"><a href='https://stocksharp.com/file/103977/image003_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/103977/image003_png/?size=500x500" alt="image003.png" title="image003.png" /></a></div><br /> <br />Benefits from the use of this source can be seen almost immediately. First, it is free (of course excluding those fees that you pay to the broker). Second, it is large amount of data that can be obtained: some types of candles, ticks, Level1, DOM etc. On the downside, there are the lack of deep history and the need to collect the necessary data using cunning way, when it is nothing to do without specialized software.<br />With this approach your capabilities for testing are greatly enhanced. There is a possibility to create not only intraday strategies, but also high-frequency algorithms based on historical regularities found.<br /><br />Multifunctional sources are mostly specialized services that provide a real-time market data as well as any requested history, for example <a target="_blank" rel="nofollow" href="https://stocksharp.com/away/?u=AQAAAAAAAACl5oZDD22LAvhmeHzqbO9Nz8C5abh7lIuUGWmQ68J5AXlBwn3fQYPmp949Sc4-swo" title="http://www.iqfeed.net/stocksharp/">IQFeed</a>.<br /><br /><div align="center"><a href='https://stocksharp.com/file/103976/image006_gif/' class='lightview' style='max-width: 600px;' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/103976/image006_gif/" alt="image006.gif" title="image006.gif" /></a></div><br /> <br />The main advantage of this source is its versatility and fullness of the data, i.e. at any time it is possible to get any desired data by the user’s request such as ticks, candles, order books etc. The downside of this approach is the payment for this service, the price of which starts from $50 per month for the basic version. If there is a desire to get a few more, it is necessary to connect the additional functions which, as you already understood, will cost money too. But like the previous option, you will need a special program to collect and store the data. Since, at the end of your subscription, you will lose all data. Plus, though the depth of history is more than at the previous method, but it is still limited. Especially for tick data.<br /><br />Now we can proceed to the most interesting, but how do we get the history optimally and do not spend a lot of money. In our opinion, the common approach is as follows:<br />- to download the daily candles from a free source, and to test your strategy preliminary on these data;<br />- to download intraday data through your broker, and to test the strategy in more detail;<br />- the purchase of a subscription to a paid service, and downloading the data array of interest.<br /><br />In order to realize suchlike a specialized software will be necessary to download the required data from the required service for you first, and then it will continue to collect the data from your broker in a common format. Thus, the unity of data will not be lost and this data can be easily used for further analysis.<br /><br />For such tasks we have created the <a href="http://stocksharp.com/products/hydra/" title="http://stocksharp.com/products/hydra/">S#.Data (Hydra)</a> program (<a href="http://stocksharp.com/articles/6986/SData-(Hydra)---instruction-manual-and-examples-of-use/" title="http://stocksharp.com/articles/6986/SData-(Hydra)---instruction-manual-and-examples-of-use/">to read the instruction manual and have a look at examples of use here</a>). This is a free program available for download. Hydra provides a variety of functions, but its main task is to download and store the data.<br /><br /><div align="center"><a href='https://stocksharp.com/file/103979/hydrawhite_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/103979/hydrawhite_png/?size=500x500" alt="hydra_new.png" title="hydra_new.png" /></a></div><br /><br />Hydra supports downloading not only candles of any timeframe, but also ticks, order log, level 1, order books on a variety of instruments. The program can not only download but also store the data incoming from the broker, for example from <a target="_blank" rel="nofollow" href="https://stocksharp.com/away/?u=AQAAAAAAAAAoT1gVnEPvRG4Uu0mXQgLBdqCN5TRQxRZFQW50g0mYq79tp1AFxjBd05TxV8XyYoM" title="https://futuresonline.com/trading/oec-trader">OEC Trader</a>, Sterling, etc.<br /><br />Hydra stores data in the CSV or BIN formats (super compact storage format – 7 bytes per 1 order book image or 2 bytes per tick). The data are located locally, like files, and they can be accessed from any programming language, that eventually allows the user to store and use a vast array of market data on a home computer, a server or in the cloud (AWS supported).<br /><br />Summing up the article, we hope that the techniques outlined in it will allow you to get the market data for adequate means and become a bit closer to the professional participants.<br />They have long been doing just that.<br /><br />Good luck on the market!