Create Regular Trading Hours Data (RTH)

Compress Intraday & Daily Data

The Compression Manager allows you to compress your back-adjusted streams that you created with the Roll Manager. The Compression Manager can be used to compress the streams to any desired compression:

1 min and upward | Hourly | Daily and upward

Portara is dual-DST equinox compliant for global exchanges and can accommodate all Local and Exchange time formats according to your needs.

Portara can symbol map to anything you need if you do not wish to use CQG standard symbol set, you can choose your own symbology.

You may set a Session Template on a per symbol basis to cut away unwanted illiquid or non valid times during your trading day. For example set 07:20-14:00 on an All-Sessions Chicago currency will give you the RTH throughout its full history. If you are in the UK and want UTC local time for your data, set it 13:20-20:00 to produce the same result, but now with UTC timestamps.

Learn more about the compression manager.

How to Create Regular Trading Hours Data RTH Data