Datafeed - 0 volume collected  [SOLVED]

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dgss
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Datafeed - 0 volume collected

Postby dgss » 17 Dec 2013

eSignal 10.6, MC 8.7.7633, Win7
Starting from Dec 16, there are some 0 volume trades in my mc tick data, what could be wrong?
The time and sales in eSignal seems fine.
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TJ
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Re: Datafeed - 0 volume collected

Postby TJ » 17 Dec 2013

eSignal 10.6, MC 8.7.7633, Win7
Starting from Dec 16, there are some 0 volume trades in my mc tick data, what could be wrong?
The time and sales in eSignal seems fine.
Have you tried a reload?

>View > Reload



attached for your reference is my data from InteractiveBrokers.
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dgss
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Re: Datafeed - 0 volume collected

Postby dgss » 17 Dec 2013

It's real time feed and MC collect the 0 price/volume every few mins.

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TJ
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Re: Datafeed - 0 volume collected

Postby TJ » 17 Dec 2013

It's real time feed and MC collect the 0 price/volume every few mins.
Time and Sales is a different stream than Real Time feed; the numbers will be different.

Have you compared it with another trader's quotes?

Have you noticed any delayed quote warnings?
(bottom right corner of the MultiCharts that appears anything other than 0q/0s )

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Re: Datafeed - 0 volume collected

Postby dgss » 17 Dec 2013

I see. Thanks.

It show 0q/0s. IB is working fine. I will check with eSignal.

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Re: Datafeed - 0 volume collected

Postby dgss » 18 Dec 2013

eSignal said everything was working on their side, and their time and sales and real time feed were same stream from the same server. They suggested to reinstall mc...

Any other thing I could try on mc?

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Andrew MultiCharts
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Re: Datafeed - 0 volume collected

Postby Andrew MultiCharts » 18 Dec 2013

Hello dgss,

We will check it with our engineers and i'll let you know. At the moment i can only ask you to upgrade to MC 8.8 (32 bit).

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Re: Datafeed - 0 volume collected

Postby dgss » 18 Dec 2013

Thanks Andrew, I have just upgraded to MC 8.8.8362, no luck.

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Re: Datafeed - 0 volume collected

Postby Andrew MultiCharts » 19 Dec 2013

Thanks for the update, dgss.

We will need to prepare a logging module and then i will need you to come to our live chat. I'll keep you updated.

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Re: Datafeed - 0 volume collected

Postby dgss » 19 Dec 2013

Just tried on different machine, different network connections and MC.Net 8.8 (32bit), same result.

Waiting for you update. Thank you.

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Re: Datafeed - 0 volume collected

Postby Andrew MultiCharts » 20 Dec 2013

Please come to our live chat during working hours (6:30 am – 4:00 pm EST) to let our operators connect to your computer remotely in order to install extended logging modules: http://messenger.providesupport.com/mes ... pport.html

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Re: Datafeed - 0 volume collected

Postby Andrew MultiCharts » 26 Dec 2013

The issue will be fixed in MC 8.8 Release 2. Will be available within a week on this page.

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Re: Datafeed - 0 volume collected

Postby alex522 » 28 Dec 2013

I am experiencing the same issued when trading HSI futures with eSignal. I suspect it's the problem of eSignal because I have seen similar problem in eSignal in other symbols. But this is the first time that happened in HSI futures. And that persist.
Indeed, I have stop trading for half month after experience a disastrous loss because of the wrong quote. And I am waiting for the quote to back to normal.
I have reported the incident to eSignal as well but up to this moment no one reply me.
Is there any way we can add a filter similar to that of the IB interface that can filter the quote with zero volume?

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Re: Datafeed - 0 volume collected

Postby Andrew MultiCharts » 30 Dec 2013

alex522,

Such filter for eSignal data will be added in MC 8.8 Release 2. There will be no option for that. It will be always applied to zero price ticks on futures instruments.

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Re: Datafeed - 0 volume collected

Postby alex522 » 02 Jan 2014

Great! Thanks a lot for the effort.

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Re: Datafeed - 0 volume collected  [SOLVED]

Postby Andrew MultiCharts » 13 Jan 2014

Please make sure you have one of the following builds or any newer. If not, please download and upgrade to get the issue resolved:


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