I tried to plot a chart volume with MACD indicator applied on volume rather than price using IB data feed.
I found that the data collect in live doesn't match with the data after I reload after market close.
Problem with IB data
- TJ
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Re: Problem with IB data
When you reload a chart,I tried to plot a chart volume with MACD indicator applied on volume rather than price using IB data feed.
I found that the data collect in live doesn't match with the data after I reload after market close.
the quotes are fetched from IB's historic database. The time stamp might be different from the streaming server.
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Re: Problem with IB data
Same problem found with esignal data.
And same problem also found when I refresh the screen during market open. The chart will look totally different when I refresh it.
is it impossible to collect correct data of volume in real time that is the same as the data when the market close?
is it a bug for multicharts or it is a common problem encountered by other platform too?
And same problem also found when I refresh the screen during market open. The chart will look totally different when I refresh it.
is it impossible to collect correct data of volume in real time that is the same as the data when the market close?
is it a bug for multicharts or it is a common problem encountered by other platform too?
- TJ
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Re: Problem with IB data
MultiCharts only displays what is received from your data provider.Same problem found with esignal data.
And same problem also found when I refresh the screen during market open. The chart will look totally different when I refresh it.
is it impossible to collect correct data of volume in real time that is the same as the data when the market close?
is it a bug for multicharts or it is a common problem encountered by other platform too?
MultiCharts does not do any data modifications.
If you do a web search, you will find many discussions on this subject.
- Henry MultiСharts
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Re: Problem with IB data
Hello dingmanhoe123,is it impossible to collect correct data of volume in real time that is the same as the data when the market close?
Here is how to do that:Online_Mode_Data_Collection
Re: Problem with IB data
Henry,
What will happen when "Collecting RT data" is ON, but with reloading of the chart (say, 1min chart) for that symbol? What will happen with reloading of both a "tick-based" chart and a 1min chart?
What values will be stored in the database for 1min, after such reload? For ticks?
What will happen when "Collecting RT data" is ON, but with reloading of the chart (say, 1min chart) for that symbol? What will happen with reloading of both a "tick-based" chart and a 1min chart?
What values will be stored in the database for 1min, after such reload? For ticks?
- Henry MultiСharts
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Re: Problem with IB data
Hello Zheka,Henry,
What will happen when "Collecting RT data" is ON, but with reloading of the chart (say, 1min chart) for that symbol? What will happen with reloading of both a "tick-based" chart and a 1min chart?
What values will be stored in the database for 1min, after such reload? For ticks?
Which data provider do you use?