Missing Daily Candle for July 9, 2012 EUR.USD - IB data

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hilbert
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Missing Daily Candle for July 9, 2012 EUR.USD - IB data

Postby hilbert » 10 Jul 2012

IB feed is missing July 9, 2012 daily candle for EUR.USD. Intra-day data is available in MC. Moreover, this daily candle is being shown in TWS charts from IB. So, something is breaking down between IB and MC.

Surprisingly, for AUD.USD, everything works as expected and daily candle is being displayed.

What is the reason for this weird behavior? Also, what is the fix. Thanks.
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Re: Missing Daily Candle for July 9, 2012 EUR.USD - IB data

Postby sptrader » 10 Jul 2012

Just for kicks, try loading 200 "days back" for eur/usd like you did with AUD.USD..see if "days back" corrects the problem..

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Re: Missing Daily Candle for July 9, 2012 EUR.USD - IB data

Postby hilbert » 11 Jul 2012

Just for kicks, try loading 200 "days back" for eur/usd like you did with AUD.USD..see if "days back" corrects the problem..
I tried that already, it didn't correct the problem. I am sure this problem is so simple that it should be trivially possible to replicate this problem by other users and MC staff also.

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Re: Missing Daily Candle for July 9, 2012 EUR.USD - IB data

Postby Henry MultiСharts » 12 Jul 2012

Hilbert, have you tried to reload the EUR.USD chart using Ctrl+R or View tab->Reload ?

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Re: Missing Daily Candle for July 9, 2012 EUR.USD - IB data

Postby hilbert » 12 Jul 2012

Hilbert, have you tried to reload the EUR.USD chart using Ctrl+R or View tab->Reload ?
Yes, I have tried it. But it didn't work. I am confident this is not a machine specific or my software specific problem. Do you get daily candle for the said date if you try to open a EUR.USD daily chart using IB Feed?

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Re: Missing Daily Candle for July 9, 2012 EUR.USD - IB data

Postby Henry MultiСharts » 12 Jul 2012

Yes I can receive the daily bar for July, 9 EUR.USD.

Please try the following:
1) Close all of the charts using EUR.USD in MultiCharts.
2) Then go to File->New->QuoteManager window.
In QuoteManager make a right click on the EUR.USD instrument->Clear Cache.
3) Right click on the EUR.USD instrument->Edit Data.
You need to load the daily data for the quote field you are using.
4) Then you need to delete all daily data from July, 8 up to today.

5) In Multicharts please go to File tab->Preferences->Data server mode
Make sure you are in online mode, "download missing historical data" is enabled

6) Now plot the daily chart for EUR.USD instrument.

If this solution didn't help and you still have the issue-please come to our live chat Monday-Friday 6:30 am - 4 pm EST. We will do our best to help you.

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Re: Missing Daily Candle for July 9, 2012 EUR.USD - IB data

Postby hilbert » 13 Jul 2012

Hi Henry,
I am trying to follow your instructions. I have completed till step2 and have cleared the cache.
However I am not able to follow step3. When I right click on EUR.USD symbol in quote manager, and click on Edit Symbol, I get the 'attached' message box. I don't understand what you mean by load the daily data for the quote field. Can you please explain how do I load this daily data at this step in quote manager? Also, once this step is over, how do I delete the data from July 8 onwards (Step 4)? Can you clarify please. Thanks for help.

Yes I can receive the daily bar for July, 9 EUR.USD.

Please try the following:
1) Close all of the charts using EUR.USD in MultiCharts.
2) Then go to File->New->QuoteManager window.
In QuoteManager make a right click on the EUR.USD instrument->Clear Cache.
3) Right click on the EUR.USD instrument->Edit Symbol.
You need to load the daily data for the quote field you are using.
4) Then you need to delete all daily data from July, 8 up to today.

5) In Multicharts please go to File tab->Preferences->Data server mode
Make sure you are in online mode, "download missing historical data" is enabled

6) Now plot the daily chart for EUR.USD instrument.

If this solution didn't help and you still have the issue-please come to our live chat Monday-Friday 6:30 am - 4 pm EST. We will do our best to help you.
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Re: Missing Daily Candle for July 9, 2012 EUR.USD - IB data

Postby Henry MultiСharts » 13 Jul 2012

I apologize for the typo.

#3 should be: Right click on the EUR.USD instrument->Edit Data.

Editing data is described in details in this guide.

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Re: Missing Daily Candle for July 9, 2012 EUR.USD - IB data

Postby hilbert » 13 Jul 2012

Hi Henry,

Thanks, I got it working. I have the 9th July data now. I wonder why does this anomaly happen? It raises big question mark on the reliability of Multicharts. In this case, I happened to observe that a daily candle for EUR.USD was missing, however if I am downloading and collecting data for 100 tickers, I won't even know what all data keeps missing.

I am looking forward to hear your opinion as to why this anomaly happened. Thanks.

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Re: Missing Daily Candle for July 9, 2012 EUR.USD - IB data

Postby hilbert » 16 Jul 2012

Hi Henry,

Thanks, I got it working. I have the 9th July data now. I wonder why does this anomaly happen? It raises big question mark on the reliability of Multicharts. In this case, I happened to observe that a daily candle for EUR.USD was missing, however if I am downloading and collecting data for 100 tickers, I won't even know what all data keeps missing.

I am looking forward to hear your opinion as to why this anomaly happened. Thanks.
As I said above problem got solved, however in the process a strange thing has happened. Settings for all my ES charts in multicharts have changed from CME:Equity Index Futures Open Outcry to Default session -which displayes charts for 24 hrs. So, all my ES charts alongwith the custom futures chart is showing 24hrs day now instead of RTH.

Is this change in ES settings related to clearing the cache - when I cleared the cache on EUR.USD while trying to solve the July 9 daily candle problem?

Can you suggest a common fix instead of manually going to all the contract charts to fix the session of them? Also, can you please explain why has this happened? Thanks for help.

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Re: Missing Daily Candle for July 9, 2012 EUR.USD - IB data

Postby hilbert » 17 Jul 2012

Alright, another similar problem. This time with AUD.NZD, IB daily data. There is a spike in my MC chart of 3 big figures, whereas IB charts are clean. Date: 7 Dec 2011

I followed the same steps of closing charts, clearing cache, deleting daily data, and re-loading daily data for AUD.NZD from IB but it didn't resolve the problem. I am attaching both the chart in MC as well as IB chart to show the difference for the date.

Kindly advise. Thanks.
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Re: Missing Daily Candle for July 9, 2012 EUR.USD - IB data

Postby JoshM » 17 Jul 2012

Alright, another similar problem. This time with AUD.NZD, IB daily data. There is a spike in my MC chart of 3 big figures, whereas IB charts are clean. Date: 7 Dec 2011
This looks like a similar problem to the one described in this thread, where the suggested solution was to change the setting 'Generate new tick ..'. Check out that thread for details.

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Re: Missing Daily Candle for July 9, 2012 EUR.USD - IB data

Postby Henry MultiСharts » 17 Jul 2012

As I said above problem got solved, however in the process a strange thing has happened. Settings for all my ES charts in multicharts have changed from CME:Equity Index Futures Open Outcry to Default session -which displayes charts for 24 hrs. So, all my ES charts alongwith the custom futures chart is showing 24hrs day now instead of RTH.

Is this change in ES settings related to clearing the cache - when I cleared the cache on EUR.USD while trying to solve the July 9 daily candle problem?
Clear cache for EUR.USD cannot affect your ES chart session setting in any way. They are not related.
Can you suggest a common fix instead of manually going to all the contract charts to fix the session of them?
There is no way to change the session setting on multiple charts at the same time. Though if the charts are using Default session setting-you can modify the default session setting for this instrument in QuoteManager->Right click on the instrument you need->Edit Symbol->Sessions tab.
Also, can you please explain why has this happened? Thanks for help.
It can be any of the following: changing instrument sessions, changing chart sessions back and forth, incorrect computer time, erroneous data import, incorrect platform shutdown, incorrect data on the data feed server.

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Re: Missing Daily Candle for July 9, 2012 EUR.USD - IB data

Postby hilbert » 25 Aug 2012

Alright, another similar problem. This time with AUD.NZD, IB daily data. There is a spike in my MC chart of 3 big figures, whereas IB charts are clean. Date: 7 Dec 2011
This looks like a similar problem to the one described in this thread, where the suggested solution was to change the setting 'Generate new tick ..'. Check out that thread for details.
Thanks Josh!!

As per your suggestion and following the linked thread, I had changed the setting in MC and the problem had resolved. But I just noticed it has re-appeared now - on precisely the same date as before. Not sure what happened. Are you also experiencing a similar problem?

MC Team please advise.
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Re: Missing Daily Candle for July 9, 2012 EUR.USD - IB data

Postby JoshM » 26 Aug 2012

As per your suggestion and following the linked thread, I had changed the setting in MC and the problem had resolved. But I just noticed it has re-appeared now - on precisely the same date as before. Not sure what happened. Are you also experiencing a similar problem?
I don't use IB for real-time data, so I don't know.

However, perhaps it's related to this recent issue which also dealt with price spikes in IB data.

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Re: Missing Daily Candle for July 9, 2012 EUR.USD - IB data

Postby Henry MultiСharts » 27 Aug 2012

As per your suggestion and following the linked thread, I had changed the setting in MC and the problem had resolved. But I just noticed it has re-appeared now - on precisely the same date as before. Not sure what happened. Are you also experiencing a similar problem?
MC Team please advise.
Hello Hilbert,

Have you tried to reload the chart ? While reload was done was "download missing historical data" in Multicharts->File tab->Preferences->Data server mode enabled ?
Do you have spikes on the same chart in TWS ?
Have you tried to rename the instrument and add a new one, plot a chart for it ?

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Re: Missing Daily Candle for July 9, 2012 EUR.USD - IB data

Postby hilbert » 27 Aug 2012

As per your suggestion and following the linked thread, I had changed the setting in MC and the problem had resolved. But I just noticed it has re-appeared now - on precisely the same date as before. Not sure what happened. Are you also experiencing a similar problem?
MC Team please advise.
Hello Hilbert,

Have you tried to reload the chart ? While reload was done was "download missing historical data" in Multicharts->File tab->Preferences->Data server mode enabled ?
Do you have spikes on the same chart in TWS ?
Have you tried to rename the instrument and add a new one, plot a chart for it ?
Henry,
I have tried everything 'multiple' times, and I just re-did the whole process again. Nothing helped. So, this is what I did:
1. Closed all my AUD.NZD charts
2. Went to QuoteManager, loaded AUD.NZD minute and daily data using EditData. After loading, Deleted daily data from 1 Dec, 2011 onwards, then deleted minute data from 1st Dec, 2011 onwards.
3. Opened a new daily chart for AUD.NZD using IB backfill. "download missing historical data" was checked yes. My chart appeared but the same problems persist.
4. Finally, IB chart is clean without bad spikes.

I encourage you to please use IB data to construct a AUD.NZD chart on your system and see for yourself.

Also, there are no spikes on minute data for Dec 7, 2011 and April 24 and April 26, 2012. The spikes are present only in daily data. Which is even more strange, since as far as I know, IB construct their daily data using their minute data. Please advise. Thanks.

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Re: Missing Daily Candle for July 9, 2012 EUR.USD - IB data

Postby TJ » 27 Aug 2012

As per your suggestion and following the linked thread, I had changed the setting in MC and the problem had resolved. But I just noticed it has re-appeared now - on precisely the same date as before. Not sure what happened. Are you also experiencing a similar problem?
MC Team please advise.
Hello Hilbert,

Have you tried to reload the chart ? While reload was done was "download missing historical data" in Multicharts->File tab->Preferences->Data server mode enabled ?
Do you have spikes on the same chart in TWS ?
Have you tried to rename the instrument and add a new one, plot a chart for it ?
Henry,
I have tried everything 'multiple' times, and I just re-did the whole process again. Nothing helped. So, this is what I did:
1. Closed all my AUD.NZD charts
2. Went to QuoteManager, loaded AUD.NZD minute and daily data using EditData. After loading, Deleted daily data from 1 Dec, 2011 onwards, then deleted minute data from 1st Dec, 2011 onwards.
3. Opened a new daily chart for AUD.NZD using IB backfill. "download missing historical data" was checked yes. My chart appeared but the same problems persist.
4. Finally, IB chart is clean without bad spikes.

I encourage you to please use IB data to construct a AUD.NZD chart on your system and see for yourself.

Also, there are no spikes on minute data for Dec 7, 2011 and April 24 and April 26, 2012. The spikes are present only in daily data. Which is even more strange, since as far as I know, IB construct their daily data using their minute data. Please advise. Thanks.
After step #2, you should exit MultiCharts. Make sure all the MultiCharts processes no longer shown on the TaskManager before restarting. This will clear the cache in the memory.

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Re: Missing Daily Candle for July 9, 2012 EUR.USD - IB data

Postby hilbert » 28 Aug 2012

After step #2, you should exit MultiCharts. Make sure all the MultiCharts processes no longer shown on the TaskManager before restarting. This will clear the cache in the memory.
Alright, I just did as you said, closed MC checked Task manager that all processes have been shut down, restarted MC and recreated the AUD.NZD chart using IB Feed.

Problem persists.

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Re: Missing Daily Candle for July 9, 2012 EUR.USD - IB data

Postby hilbert » 28 Aug 2012

One more problem with AUD.NZD symbol.
Date: 17 July 2012
Difference between IB price and MC price at 5.00EST (close of FX session).

I am attaching a 1 hr IB and MC chart for comparison.
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Re: Missing Daily Candle for July 9, 2012 EUR.USD - IB data

Postby Henry MultiСharts » 28 Aug 2012

Hilbert, in order to perform further investigation we need to connect to your PC remotely.
Please come to our live chat Monday-Friday 6:30 am - 11 am EST to continue the investigation.

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Re: Missing Daily Candle for July 9, 2012 EUR.USD - IB data

Postby hilbert » 28 Aug 2012

Hilbert, in order to perform further investigation we need to connect to your PC remotely.
Please come to our live chat Monday-Friday 6:30 am - 11 am EST to continue the investigation.
Henry, Alright, I will come to live chat. I would suggest however for you to see if you also get wrong AUD.NZD data on above dates from IB feed on your MC. Because I suspect there is some issue in the data feed part of the API and it is not specific to my PC or my MC settings on my PC only. If you also experience the same issue, then MC will need to find the bug and fix it. Please let me know if you could reproduce this issue at your end. Thanks for help.

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Re: Missing Daily Candle for July 9, 2012 EUR.USD - IB data

Postby Henry MultiСharts » 29 Aug 2012

IB Midponts are not supported in MultiCharts.
If you plot ask/bid data series in MultiCharts and IB TWS you will notice that the data is the same.
Please have a look at the attached screenshot.
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