Getting Started with RTD DB
RTD DB enables the collection of real-time market data from trading platforms and stores it directly in your database.
Many platforms, such as thinkorswim desktop, expose RTD or DDE servers that allow data updates in Microsoft Excel using formulas like:
=RTD("tos.rtd",,"LAST","AAPL")
=RTD("tos.rtd",,"OPEN","AAPL")
=RTD("tos.rtd",,"HIGH","AAPL")
=RTD("tos.rtd",,"LOW","AAPL")
=RTD("tos.rtd",,"VOLUME","AAPL")
RTD DB serves as a drop-in replacement for Excel; instead of displaying data in cells, it writes the data to your database.
Define what to save using familiar RTD-style formulas mapped to your database schema:
| table_schema | table_name | column_name | rtd_formula |
|---|---|---|---|
| rtd | tos_historical_prices | symbol | |
| rtd | tos_historical_prices | last | =RTD("tos.rtd",,"LAST",[symbol]) |
| rtd | tos_historical_prices | open | =RTD("tos.rtd",,"OPEN",[symbol]) |
| rtd | tos_historical_prices | high | =RTD("tos.rtd",,"HIGH",[symbol]) |
| rtd | tos_historical_prices | low | =RTD("tos.rtd",,"LOW",[symbol]) |
| rtd | tos_historical_prices | volume | =RTD("tos.rtd",,"Volume",[symbol]) |
RTD DB includes preconfigured support for thinkorswim desktop. You can also configure formulas for any RTD or DDE source.
Supported databases:
- Microsoft SQL Server
- MySQL
- PostgreSQL
What You Can Do with RTD DB
Typical use cases include:
- Building history tables for stocks, options, futures, and currencies
- Collecting complete option chains for actively traded stocks
- Storing custom datasets for backtesting or analytics
For example, load option data daily to build your own historical database, which is often costly or limited by third-party services.
If you encounter a ticker limit in your trading platform (e.g., ~200 tickers in thinkorswim desktop), RTD DB can cycle requests to collect significantly more data automatically.
Next Steps
Start with these core topics:
- Using RTD DB – Configure and run your first data capture
- Concept – Overview of architecture and data flow