Limit time range in Quote windows
Author: abegy
Creation Date: 6/27/2014 9:19 AM
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abegy

#1
In the "Quote Windows" tool, there is not feature to define at what time you want to start to scan quotes and at what time you want to stop.

This is a problem when you work with tick prices.

Indeed, when you are outside trading hours (in Europe), tick prices are "not realistics" and because of that, orders are sending to the market.

it would be interesting to have a feature to define starting time and stopping time on a "quote windwos".
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Eugene

#2
There is no such feature because in general, the idea is to keep the product free of clutter and unnecessary options. However, what you're proposing is easy to accomplish.

Since Quotes is a streaming tool, it honors the Market Manager settings. If your Streaming provider supports the Market Manager, you can configure the MM and streaming quotes will stop outside trading hours. To do that:

1) make sure your streaming provider supports the MM
2) create a new market in the MM
3) in its Properties, set Open and Close times accordingly
4) finally, add your symbol(s) to the Symbols list (don't forget to apply changes).

If the MM isn't supported, then adding support to an intraday data provider should be pretty effortless for its developer: Supporting Market Manager in Custom Data Providers. For providers limited to EOD data, it usually does not make great sense to do so (and for this reason, MS123 won't support the MM in most EOD-only providers like Yahoo).
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