I loaded some data from IB for SPY. There were quite a few data points that were bad. I went into the data and edited the ticks to the proper amount.
The chart was not updating with the correct data. When I did a reload....hoping the chart would reload with the correct data the old (bad) data showed up again.
My question is what am I doing wrong and how do I do it right?
Thanks
Data Editing question
- Marina Pashkova
- Posts: 2758
- Joined: 27 Jul 2007
Hi tikifrei,
What resolution and over what period did you use?
How did you know the data was bad? Were those explicitly bad ticks with zero, abnormally high, or abnormally low values? Or were those simply different from what you expected them to look like?
After editing those bad ticks, did you clear cache?
What resolution and over what period did you use?
How did you know the data was bad? Were those explicitly bad ticks with zero, abnormally high, or abnormally low values? Or were those simply different from what you expected them to look like?
After editing those bad ticks, did you clear cache?
Its on an hour bar chart with the data going back to November '06.
The data looked bad as some of the bars had over 100pt swings in 1 min. The ticks were not zero some were 5 or 1.....not sure why they had such a swing.....
I did not clear the cache....not sure how to do that....will that cause the chart to redraw with the new edited data?
Thanks
The data looked bad as some of the bars had over 100pt swings in 1 min. The ticks were not zero some were 5 or 1.....not sure why they had such a swing.....
I did not clear the cache....not sure how to do that....will that cause the chart to redraw with the new edited data?
Thanks
- Marina Pashkova
- Posts: 2758
- Joined: 27 Jul 2007
I asked about the cache, because in cache certain resolutions are saved to speed up recreating charts that you have already plotted. However, only tick-based resolutions (7 tick, 100 point etc) are saved in cache. So if you edit tick-based data you will need to clear cache as well. To do that, in QuoteManager right-click the symbol, and then click Clear Cache.
However, since you were plotting daily bars there is no need to clear the cache. The reason why the bad ticks were still there after you edited them is probably that the data provider sends those values. The way reload works, is that after you edit ticks and do a reload all the data is requested from the provider again. So the edited ticks go back to their primary 'bad' values.
However, it you edit the ticks, save the workspace and open it again - without reloading the chart - the edited tick will be there.
However, since you were plotting daily bars there is no need to clear the cache. The reason why the bad ticks were still there after you edited them is probably that the data provider sends those values. The way reload works, is that after you edit ticks and do a reload all the data is requested from the provider again. So the edited ticks go back to their primary 'bad' values.
However, it you edit the ticks, save the workspace and open it again - without reloading the chart - the edited tick will be there.
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Re: Data Editing question
After editing data in QM, the chart keeps showing the old data before editing.
Found this old thread, but no solution for me.
- MultiCharts64 Version 9.0 Release (Build 11210)
What I did and do every change of future series:
Copy data of the old future into the new future until 1 day before expiration. In this way I have a continious future which I can use with Barmagnifier. Today the Dec future expired. So I will copy data of the Dec15 future (f.e. 01-01-2015 till 17-12-2015) to the Mar16 future and overwriting all data of the Mar16 future before 18-12-15.
I clean the cache in QM. Close all MC programs. And restart. Whatever I do, MC will still load old data. But only if I use the same resolution. If I used 30ticks before the editing, the new correct data will get loaded if I use 40 tick. But If I use 30tick it will load some other data which is in a cache somewhere. How to solve this?
A reload of the chart with the MAR16 future is not possible, because it will overwrite my copied data of the Dec15 future.
I also had this problem before with other MC versions and after uncountable times of restarting, change resolutions, change dataranges and checking all charts for the right data, it eventually loaded the correct data. But I never knew what did the trick. I spend the whole day this time to change the future series. And it still doesn't load the right data.
Anyone else with this problem and possible solution?
Found this old thread, but no solution for me.
- MultiCharts64 Version 9.0 Release (Build 11210)
What I did and do every change of future series:
Copy data of the old future into the new future until 1 day before expiration. In this way I have a continious future which I can use with Barmagnifier. Today the Dec future expired. So I will copy data of the Dec15 future (f.e. 01-01-2015 till 17-12-2015) to the Mar16 future and overwriting all data of the Mar16 future before 18-12-15.
I clean the cache in QM. Close all MC programs. And restart. Whatever I do, MC will still load old data. But only if I use the same resolution. If I used 30ticks before the editing, the new correct data will get loaded if I use 40 tick. But If I use 30tick it will load some other data which is in a cache somewhere. How to solve this?
A reload of the chart with the MAR16 future is not possible, because it will overwrite my copied data of the Dec15 future.
I also had this problem before with other MC versions and after uncountable times of restarting, change resolutions, change dataranges and checking all charts for the right data, it eventually loaded the correct data. But I never knew what did the trick. I spend the whole day this time to change the future series. And it still doesn't load the right data.
Anyone else with this problem and possible solution?
-
- Posts: 401
- Joined: 19 Jan 2011
- Location: Netherlands
- Has thanked: 85 times
- Been thanked: 125 times
Re: Data Editing question
I copied and deleted the data a couple of times and restarted MC also a few times, now it loads the right data. Just like the previous time. Don't know why it is working now.
What I noticed is that on expiration date, the data of the symbol that expires can not be displayed on the chart. For example: the Dec15 future expired on friday 18-12-2015 at 13.00 cet. If you try to plot a chart of this symbol after 13.00 cet on expiration date, it will display "establishing connection..." and not load it. You can only plot the old dec15 future until 17-12-2015 without the expiration date.
If you do the same but now at monday after the expiration, it will load the whole datarange including 18-12-2015. Maybe this has something to do with it. But it can also be some data corruption in my database. It is solved for now.
What I noticed is that on expiration date, the data of the symbol that expires can not be displayed on the chart. For example: the Dec15 future expired on friday 18-12-2015 at 13.00 cet. If you try to plot a chart of this symbol after 13.00 cet on expiration date, it will display "establishing connection..." and not load it. You can only plot the old dec15 future until 17-12-2015 without the expiration date.
If you do the same but now at monday after the expiration, it will load the whole datarange including 18-12-2015. Maybe this has something to do with it. But it can also be some data corruption in my database. It is solved for now.
- Henry MultiСharts
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Re: Data Editing question
Hello evdl,
No data remains in cache after all processes are closed. Please make sure that all MC processes are ended after you close the application. In the Windows Task manager check these processes:
https://www.multicharts.com/trading-sof ... _Processes
You can also try renaming the expired futures into the front-month futures instead or exporting/importing the data.
No data remains in cache after all processes are closed. Please make sure that all MC processes are ended after you close the application. In the Windows Task manager check these processes:
https://www.multicharts.com/trading-sof ... _Processes
You can also try renaming the expired futures into the front-month futures instead or exporting/importing the data.