Search found 7 matches

by gerler
05 Dec 2020
Forum: MultiCharts
Topic: eSignal - Warning
Replies: 3
Views: 758

Re: eSignal - Warning

I compared the feed form IB with eSignal side-by-side for futures. I am in Europe and eSignal was often half a second behind. Also their whole pricing policy and restrictions give the impression they are still stuck in the 80s
by gerler
11 Dec 2014
Forum: MultiCharts
Topic: Latency. Please share experiences.
Replies: 77
Views: 26161

Re: Latency. Please share experiences.

I think there is nothing MC can do to speed up things because it is a complex software whereas my java program only had to deal with the trading logic and order execution. I believe powerlanguage is interpreted so that alone slows down the execution. Then there is the separate IB module and quoteman...
by gerler
11 Dec 2014
Forum: MultiCharts
Topic: Latency. Please share experiences.
Replies: 77
Views: 26161

Re: Latency. Please share experiences.

I've placed the order from MC the exact moment when a tick came in that satisfied my conditions. I've achieved this with 2 different methods: 1. by using a 1 tick chart 2. by placing the order via a custom dll Hi Gerler that is pretty amazing time saving - any chance you can share your methodology T...
by gerler
08 Dec 2014
Forum: MultiCharts
Topic: Latency. Please share experiences.
Replies: 77
Views: 26161

Re: Latency. Please share experiences.

I've written a java program that places an order with IB via TWS-API.
I've used the same logic in an MC-indicator and compared the execution times

Multicharts was always approx. 100ms slower to place the same order than my java program. C++ would probably be even faster
by gerler
02 Oct 2014
Forum: MultiCharts
Topic: Interactive Brokers data feed improvement suggestion
Replies: 6
Views: 2033

Re: Interactive Brokers data feed improvement suggestion

Dear Henry, “Generate new tick if total volume changes” is disabled. I'm using MultiCharts64 Version 9.0 Beta 3 (Build 9792) I've also tried Metaserver together with Globalserver. That combo captures almost 25% more ticks from IB than MC's IB module does. I got even more ticks out of TWS with the Ti...
by gerler
21 Sep 2014
Forum: MultiCharts
Topic: Interactive Brokers data feed improvement suggestion
Replies: 6
Views: 2033

Interactive Brokers data feed improvement suggestion

We all know that IB only sends only snapshot updates of market data. Therefore some trade are omitted as can be seen in the attached picture where the live data received by Multicharts shows a low of 1998.50 whereas IB charts shows a low of 1998.25. I've written a small test charting tool and notice...
by gerler
21 Jun 2014
Forum: MultiCharts
Topic: Interactive Brokers lagging tick data
Replies: 1
Views: 1275

Interactive Brokers lagging tick data

Hi everyone, I've noticed that charts in MC are lagging on average 0.5 seconds behind the (snapshot) data shown on ticker rows in TWS. I assume this is because MC requests 1s historical bar charts. Is there an option to receive snapshot ticks directly (and let MC build the chart based on them) inste...

Go to advanced search