I have tried searching on the forums and I have not been able to find anything about this.
I use eSignal data and I have some indicators that depend on Nasdaq volume. Ie: Total Volume($TVOLQ) Up Volume ($UPVOLQ) and Down Volume ($DVOLQ).
I notice that whenever the volume goes above 2,147,483,648 ( which just happens to be 2^31) the data goes "nuts". I have tried playing around with QM settings by using Exchange settings and custom settings by changing the price scale. "As is" seems to work best, but only until the volume goes above the magic 2^31 number again. In TS Globalserver there is a way to use a "multiplier" to correct for this and I use a multiplier of 0.1 to help correct this 32 bit weirdness. Is there something similar in QM? Help Please!!
~Bob Perry
$TVOLQ goes crazy in QM
- Marina Pashkova
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- RobotMan
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Marina,
Yes I have tried various factors. The default and anything less than "As Is" seems to make the situation worse and anything greater seems to have no effect. See the attachments. The file name is the multiplication factor.
What else can I do?
Thanks,
Bob Perry
Yes I have tried various factors. The default and anything less than "As Is" seems to make the situation worse and anything greater seems to have no effect. See the attachments. The file name is the multiplication factor.
What else can I do?
Thanks,
Bob Perry
- Attachments
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- 05 TVOLQ-0.01x.jpg
- (68.01 KiB) Downloaded 744 times
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- 04 TVOLQ-0.50x.jpg
- (88.4 KiB) Downloaded 734 times
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- 03 TVOLQ-0.10x.jpg
- (96.4 KiB) Downloaded 733 times
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- 02 TVOLQ-AsIs.jpg
- (94.64 KiB) Downloaded 743 times
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- 01 TVOLQ-DefaultExch.jpg
- (65.36 KiB) Downloaded 747 times
- RobotMan
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more attachments...
- Attachments
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- 07 TVOLQ-100x.jpg
- (94.39 KiB) Downloaded 729 times
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- 06 TVOLQ-10x.jpg
- (93.77 KiB) Downloaded 739 times
- Marina Pashkova
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- Marina Pashkova
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- Marina Pashkova
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Dear Bob,
The symbols you have cited bahave in MultiCharts in exactly the same way as in eSignal.
You can create identical price scale representation and then compare charts in the two programs. And those will be identical.
In MultiCharts, go to Format Symbol -> Scaling -> Divide Axis Labels -> Manual and choose 1000 to be displayed as k the scale will look as the scale in eSignal.
You will see that the data in both charts look the same.
Best regards.
The symbols you have cited bahave in MultiCharts in exactly the same way as in eSignal.
You can create identical price scale representation and then compare charts in the two programs. And those will be identical.
In MultiCharts, go to Format Symbol -> Scaling -> Divide Axis Labels -> Manual and choose 1000 to be displayed as k the scale will look as the scale in eSignal.
You will see that the data in both charts look the same.
Best regards.
- RobotMan
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Thanks Marina,
However, I don't actually look at the data as shown in the .jpgs above, I just use the calculations to detirmine an indicator that looks at the last 20 days of 5 minute data and tells me if the volume is above or below a statistical regression and then display it as a histogram percentage. So my Price scale never goes beyond, maybe, +/-25% (25.00).
So, changing the chart's price scale doesn't help the eSignal data going into the Quote Manager and being attacked by the 32 bit boogeyman. I stilll have to use the TS Globalserver data for Nasdaq volume because it is the only thing that actually uses a multiplier that works and doesn't cause the data to go nuts when it goes over the magic 2^32 limit.
I think the only thing I can do at this point is go to a 64 bit OS and use a 64 bit QM. (just kidding)
Bob Perry
Los Altos, CA
However, I don't actually look at the data as shown in the .jpgs above, I just use the calculations to detirmine an indicator that looks at the last 20 days of 5 minute data and tells me if the volume is above or below a statistical regression and then display it as a histogram percentage. So my Price scale never goes beyond, maybe, +/-25% (25.00).
So, changing the chart's price scale doesn't help the eSignal data going into the Quote Manager and being attacked by the 32 bit boogeyman. I stilll have to use the TS Globalserver data for Nasdaq volume because it is the only thing that actually uses a multiplier that works and doesn't cause the data to go nuts when it goes over the magic 2^32 limit.
I think the only thing I can do at this point is go to a 64 bit OS and use a 64 bit QM. (just kidding)
Bob Perry
Los Altos, CA
- Marina Pashkova
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Dear Bob,
My earlier advise dealt with the visual representation only.
Regarding the values: the values in MultiCharts are perfectly valid. The mere fact that there are no problems when TS is used as the source proves that it's not MC's 32x problem. Also, when the data is received from eSignal it has exactly the same values in MultiCharts as in eSiganl's original program. Which is another proof that MultiCharts does not miscalculate/misrepresent the data.
Best regards.
My earlier advise dealt with the visual representation only.
Regarding the values: the values in MultiCharts are perfectly valid. The mere fact that there are no problems when TS is used as the source proves that it's not MC's 32x problem. Also, when the data is received from eSignal it has exactly the same values in MultiCharts as in eSiganl's original program. Which is another proof that MultiCharts does not miscalculate/misrepresent the data.
Best regards.
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Hi Marina,
"Which is another proof that MultiCharts does not miscalculate/misrepresent the data."
I think it is Quote Manager having the problem, not MC. I believe *ALL* 32 bit software have problems with numbers bigger than 2^32. My guess is, Quote Manager "trys" storing the the raw data-in and then uses the multiplier to move the decimel point so that MC *sees* a smaller display. It is the Quote Manager that is unable to store numbers larger than 2^32 without problems. TS's Globalserver admits there is a problem and deals with it by manipulating the INCOMING data stream prior to storing it. (I believe. Ok, I'm guessing. I am not computer or software guru.)
let me direct you to a URL on your web site:
www.tssupport.com/support/base/?action=article&id=647
This is the crux of the matter, which allows GS to handle numbers > 2^32.
Note the attached .jpgs
TS-KB647.jpg - Knowledge Base article #647 at above URL.
GS-Settings.jpg - shows Price Scale: "As Is"
QM-Settings.jpg - shows Price Scale: "As Is"
yet, TS (*and* MC using GS data) is able to display data correctly. You are right, "MultiCharts does not miscalculate/misrepresent the data."
Now check out:
GS-EditData.jpg - After applying the KB article 647 "Using the Price Multiplier in the Version 2000i GlobalServer"
This one little thing solves the problem. How it does it, I don't know. But I am now have to use the GS for any data with number larger than 2^32 because QM is unable to.
Now, another thought.
What if I had never heard of TS and am new to trading and am looking for a good charting platform because I have ideas about Nasdaq total volume that I would like to analyze. I get eSignal real-time Data because I hear it is good and many charting packages support it. I fire up the charting and download $TVOLQ and say "Oh Shoot, this doesn't look good". Then I demo MultiCharts and download $TVOLQ into a 5 minute chart and again, I say, "Oh Shoot, this doesn't look good". I try to find help on the TSSupport forum and I am told, "not our problem". Now I am off to look at another charting software, maybe AB (just kidding! - I am hooked on MultiCharts. I love you guys). But I continue my search until I find a charting software that allows real data from a real index to be displayed in a realistic and reasonable manner.
Thanks for your patience, I have not spent any time on the eSignalCentral site, but I will follow up by doing so, to see if eSignal Data Manager has a fix.
Bob Perry
Los Altos, CA
"Which is another proof that MultiCharts does not miscalculate/misrepresent the data."
I think it is Quote Manager having the problem, not MC. I believe *ALL* 32 bit software have problems with numbers bigger than 2^32. My guess is, Quote Manager "trys" storing the the raw data-in and then uses the multiplier to move the decimel point so that MC *sees* a smaller display. It is the Quote Manager that is unable to store numbers larger than 2^32 without problems. TS's Globalserver admits there is a problem and deals with it by manipulating the INCOMING data stream prior to storing it. (I believe. Ok, I'm guessing. I am not computer or software guru.)
let me direct you to a URL on your web site:
www.tssupport.com/support/base/?action=article&id=647
This is the crux of the matter, which allows GS to handle numbers > 2^32.
Note the attached .jpgs
TS-KB647.jpg - Knowledge Base article #647 at above URL.
GS-Settings.jpg - shows Price Scale: "As Is"
QM-Settings.jpg - shows Price Scale: "As Is"
yet, TS (*and* MC using GS data) is able to display data correctly. You are right, "MultiCharts does not miscalculate/misrepresent the data."
Now check out:
GS-EditData.jpg - After applying the KB article 647 "Using the Price Multiplier in the Version 2000i GlobalServer"
This one little thing solves the problem. How it does it, I don't know. But I am now have to use the GS for any data with number larger than 2^32 because QM is unable to.
Now, another thought.
What if I had never heard of TS and am new to trading and am looking for a good charting platform because I have ideas about Nasdaq total volume that I would like to analyze. I get eSignal real-time Data because I hear it is good and many charting packages support it. I fire up the charting and download $TVOLQ and say "Oh Shoot, this doesn't look good". Then I demo MultiCharts and download $TVOLQ into a 5 minute chart and again, I say, "Oh Shoot, this doesn't look good". I try to find help on the TSSupport forum and I am told, "not our problem". Now I am off to look at another charting software, maybe AB (just kidding! - I am hooked on MultiCharts. I love you guys). But I continue my search until I find a charting software that allows real data from a real index to be displayed in a realistic and reasonable manner.
Thanks for your patience, I have not spent any time on the eSignalCentral site, but I will follow up by doing so, to see if eSignal Data Manager has a fix.
Bob Perry
Los Altos, CA
- Attachments
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- GS - Edit Data.jpg
- (40.38 KiB) Downloaded 727 times
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- QM - Settings.jpg
- (27.91 KiB) Downloaded 731 times
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- GS - Settings.jpg
- (27.77 KiB) Downloaded 725 times
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- TS-KB647.jpg
- (148.55 KiB) Downloaded 731 times
Last edited by RobotMan on 25 Nov 2007, edited 2 times in total.
- RobotMan
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eSignal has no fix and no timeline. (See attachment)
"a month or so" is not a timeline.
"a month or so" is not a timeline.
- Attachments
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- eSignal-$TVOLQ.jpg
- (79.69 KiB) Downloaded 732 times
- RobotMan
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Hi Marina,
I am bumping this topic again as eSignal has finally addressed this issue internally and when I pull up the eSignal charting, I do get a good representation of the volume.
However, in MC, I am still having problems. Are there any settings am not aware of in QM that can bridge this inconsistency?
Thanks!
Bob Perry
Los Altos, CA
I am bumping this topic again as eSignal has finally addressed this issue internally and when I pull up the eSignal charting, I do get a good representation of the volume.
However, in MC, I am still having problems. Are there any settings am not aware of in QM that can bridge this inconsistency?
Thanks!
Bob Perry
Los Altos, CA
- Attachments
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- MultiChartsVolume.jpg
- Multicharts $TVOLQ and $TVOL data
- (67.88 KiB) Downloaded 735 times
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- eSignalVolume.jpg
- eSignal $TVOLQ and $TVOL data
- (63.55 KiB) Downloaded 732 times
- RobotMan
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SOLVED!
I have been dicking around with this all day after a suggestion from Alexis Montenegro at the eSignal Forum. After numerous tries, I must have clicked the right tab or button, or cleared the right cache, or something, because after I restarted --- BAM! It Works! It finally Works....
See attached.
I guess we can close this thread?
Hope it still works tomorrow...
Thanks!
Bob Perry
Los Altos, CA
See attached.
I guess we can close this thread?
Hope it still works tomorrow...
Thanks!
Bob Perry
Los Altos, CA
- Attachments
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- MC TVOLQ-10K.png
- Price Scale = 10000
- (35.56 KiB) Downloaded 740 times
- Marina Pashkova
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Hi Marina,
Yes, $TVOLQ looks correct now.
Thanks!
Bob Perry
Los Altos, CA
Yes, $TVOLQ looks correct now.
Thanks!
Bob Perry
Los Altos, CA
- Attachments
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- $TVOLQ.jpg
- Volume breaks the 2.15 B barrier
- (78.12 KiB) Downloaded 735 times