dxFeed

What you can find and chart depends on your dxFeed subscription.

Settings

Add a dxFeed connection as described in Setting up a connection. Its settings are:

You do not need an API key: AlgoDesk has its own.

When you turn the connection on, AlgoDesk signs in to dxFeed with your user name and password. The live price stream opens when you first open a chart or a Book Trader on it. The Log tab of the Control Center then lists what your login includes: "dxFeed feeds on this login: …".

Instrument types

dxFeed sorts its instruments into seven types. In the Instruments window, choose the type, type part of the symbol and choose Find.

A futures symbol is a slash, the root, then for a single contract the month letter and a two-digit year, then the exchange: XCME for CME, XCBT for CBOT, XNYM for NYMEX, XCEC for COMEX. /ESU26:XCME is the E-mini S&P 500 for September 2026; /MESZ26:XCME is the Micro E-mini for December 2026.

How the search works:

• AlgoDesk finds every symbol of the chosen type that contains what you typed. ES under PRODUCT finds /ES:XCME, but also every other product with "ES" in its symbol.
• A blank search is not sent, because it would download every instrument of the type.
• At most 2,000 results are shown, the first ones by symbol. If you hit the limit, type more of the symbol.

US stocks and ETFs are asked for by their plain symbol. AlgoDesk does not add an exchange code such as &Q (which would mean Nasdaq trades only), so a stock chart shows the trades your dxFeed plan includes from every US venue.

See Finding and adding instruments.

Continuous and single contracts

A single contract (FUTURE) trades for a few months and then expires. Its history covers only its own life.

A continuous future (PRODUCT) strings the contracts together: when one nears expiry, the series moves on to the next. Use it when you want history longer than one contract, for example to backtest over several years. dxFeed decides when the series moves to the next contract.

The contract size of a continuous future is taken from its nearest single contract.

History

dxFeed serves bars of 1 second; 1, 3, 5, 15 and 30 minutes; 1, 2, 4, 6 and 12 hours; and 1 day, 1 week, 1 month and 1 year.

How far back AlgoDesk asks:

What dxFeed actually has varies by market and by symbol. A chart set to load more than that simply starts later.

Daily bars of options follow dxFeed's own convention: the bar's Close is the day's settlement price, not the last trade. On a day with no trades the bar has no Open, High or Low, and AlgoDesk draws it as one flat dash at the settlement, with no volume. On a day that traded, the settlement can fall outside the traded range; the bar is then stretched to reach it, so the close is always inside its own bar. The listing day, which carries a zero and nothing else, is not drawn.

When dxFeed is busy, a history request can take a while. If dxFeed has not started answering after 30 seconds, the chart, the Backtester or the Optimizer shows:

• "dxFeed is responding slowly (high load)"
• "Waiting up to 5 minutes: 4:21 left", counting down.

AlgoDesk waits up to five minutes for dxFeed to start answering before it gives up on that request.

See Historical data.

Market depth

The Book Trader shows dxFeed's order book if your plan includes Level 2 (full order depth) for that market. dxFeed sends no error when it does not. After 10 seconds without a book, the Book Trader says "No market depth received from dxFeed for this instrument. Your plan may not include Level 2 for this market.", with your connection's name in place of dxFeed.

Messages

If the connection fails, one message box titled with the connection's name says why.

The word after "Connection could not be established." is dxFeed's own reason code, so you may see others.

When the line drops

AlgoDesk checks the live line all the time. When it has been silent for 10 seconds, the connection counts as lost and dxFeed's software reconnects by itself, picking up the same instruments. See Connection status and reconnecting.