Compress Acutal (Tenor) Data
You can easily compress-off actual data (tenor data) as an alternative to continuous data. In the same way as for continuous data, you can use the compression Manager to suit the formatting requirements of your testing environment and trading team.
You may still chop away unwanted parts of the actual data files by using session times that suit you, or simply run off the data you need without interference.
Remember you can still compress the data should you require actual data that is 1 min bar, 5 minute bar, 60 minute bar, Daily RTH or other. It’s entirely up to you.
Actual data is placed in its own directory such as ‘British Pound All Sessions’ which will have its own folder called BPA and in there each contract such as BPA2017Z.txt and BPA2018H.txt etc.
Learn more about the compression manager.