When using volume charts on MC with Open ECry data, I've noticed many times that when I refresh the chart, the candles printed can be dramatically different. Why is that? There's something going on with how MC is handling the OEC data to print those candles in real-time and then something changes when the chart is refreshed. And these discrepancies can be substantial.
If needed, I'll post some screenshots.
Is this just an issue with volume charts and using 2 different companies to produce those charts or is there a way to filter/speed up the OEC/MC connection so that all data is used properly?
Discrepancies with Volume Charts
- futurestrader019
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- Marina Pashkova
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- futurestrader019
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Marina,
Here are screenshots of the ES and CL that I just took. As you'll see, the refreshes are literally one minute apart, but the candles print differently after the refresh. It is very noticeable on the CL chart.
The settings on this chart are 5000 for ES and 300 for CL.
Here are screenshots of the ES and CL that I just took. As you'll see, the refreshes are literally one minute apart, but the candles print differently after the refresh. It is very noticeable on the CL chart.
The settings on this chart are 5000 for ES and 300 for CL.
- Attachments
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- es.png
- ES 5000 Volume Chart
- (136.1 KiB) Downloaded 577 times
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- gcl comparison.png
- CL 300 Volume Chart
- (127.3 KiB) Downloaded 577 times
- futurestrader019
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- Marina Pashkova
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- Joined: 27 Jul 2007
- futurestrader019
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- Marina Pashkova
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- Joined: 27 Jul 2007
So the issue is as follows:
When you are plotting a real-time chart you get all the data from the provider's real-time server. When you reload the chart the past data are taken from their storage for historical data (because those data are already history) and then keeps plotting real-time. Due to the complexity of data management there can be discrepancies between real time and history data from the same provider.
The reason why I asked you if the data for the whole session change or only around the time of reload is that
a) if all the data change - it means that the problem is on the provider's side, i.e. their history IS different from real-time.
b) if only the data around the reload time changed the problem would be that of the MC reload mechanism
When you are plotting a real-time chart you get all the data from the provider's real-time server. When you reload the chart the past data are taken from their storage for historical data (because those data are already history) and then keeps plotting real-time. Due to the complexity of data management there can be discrepancies between real time and history data from the same provider.
The reason why I asked you if the data for the whole session change or only around the time of reload is that
a) if all the data change - it means that the problem is on the provider's side, i.e. their history IS different from real-time.
b) if only the data around the reload time changed the problem would be that of the MC reload mechanism
- futurestrader019
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- Has thanked: 1 time
- futurestrader019
- Posts: 79
- Joined: 14 Apr 2007
- Has thanked: 1 time