Still Glitches IntraDay

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lantama
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Still Glitches IntraDay

Postby lantama » 20 Feb 2014

Hello, I still receive weird glitches in newest productive MC64 (8.8.8593.400). Source is esignal (11.6 SP2). Products BUND (GB H4-DT) @ EUREX, EUROSTOXX 50 (ET H4-DT) @ EUREX, IBEX (IBX G4-MRV) @ MEFF to name a few...

The intraday chart in MC has glitches.
The same intraday chart in ESIGNAL has no glitches.
Reloading intraday charts in MC removes glitches.

See attached. Also one example of a glitch in EUROSTOXX 50 Future in the Data od the Quote Manager.
Attachments
Quotemanager.png
EuroStoxx 50 Glitch example in QM
Quotemanager.png (55.41 KiB) Viewed 3059 times
BUND MC Refilled.png
BUND in MC Refilled / no Glitch
BUND MC Refilled.png (8.03 KiB) Viewed 3129 times
BUND ESIG.png
BUND in Esignal / No Glitch
BUND ESIG.png (5.51 KiB) Viewed 3112 times
BUND MC.png
Bund Glitch
BUND MC.png (20.95 KiB) Viewed 3066 times

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Andrew MultiCharts
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Re: Still Glitches IntraDay

Postby Andrew MultiCharts » 20 Feb 2014

Hello lantama,

We will check that, thanks. Does your eSignal account have any specific features?

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Re: Still Glitches IntraDay

Postby lantama » 20 Feb 2014

Not that I would know. What might be a special feature?
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ET DT H4.png
EuroStoxx 50 Esignal (upper) vs IB (lower)
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Andrew MultiCharts
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Re: Still Glitches IntraDay

Postby Andrew MultiCharts » 20 Feb 2014

Should be fixed in a future version of MultiCharts.

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Re: Still Glitches IntraDay

Postby lantama » 20 Feb 2014

Hello Andrew, means you found the issue? As you might imagine this is a serious thread for my trading. Any estimation about the timeline for a fix?

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lantama

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Re: Still Glitches IntraDay

Postby arnie » 20 Feb 2014

Should be fixed in a future version of MultiCharts.
Said like that it's a bit scary.
It might be fixed in version 9, 10, 11, 12....

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Andrew MultiCharts
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Re: Still Glitches IntraDay

Postby Andrew MultiCharts » 21 Feb 2014

It will be шт one of MC 9.0 betas, but so far i cannot tell you шт which one exactly. Unfortunately there is no ETA of MC 9.0 yet, but i can tell that it will be more than 30 days for sure.

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Re: Still Glitches IntraDay

Postby lantama » 21 Feb 2014

That means all esignal users will face these issues? No one else is complaining? I am the only one using this combination?

Why and why no hot fix? I'm lost. This is ridiculous.....

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Andrew MultiCharts
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Re: Still Glitches IntraDay

Postby Andrew MultiCharts » 21 Feb 2014

eSignal sends such data through API. In fact the same spike can be observed in eSignal Time and Sales window. We will implement a filter similar to one they use in eSignal on charts to process such spikes and we will do this as soon as possible. If you would like to get rid of spikes coming from eSignal API, please contact the data provider.

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Re: Still Glitches IntraDay

Postby lantama » 21 Feb 2014

Usually there is a description of the API available for the technology partners like multicharts. Changes, filters, tags, whatever. Thus either the descriptions and version management of eSignal is wrong or you missed something and therefore the current QM esignal handler is wrong.

Both require that you act - not I. Just to clarify who is in charge here. The charts in eSignal are clean. No block trades, spread legs or whatever there.......

And by the way: A 8.5 beta was working regarding this issue. Thus you changed something in the wrong way. However this old version had problems with proper opening prices (unfortunately delivering sometimes closes of the day before).

My 5 cents: MC is a great piece of software, but you should definitely take more care about data processing. It is an anoying topic for me for years now. Something is always not working (using IB and Esignal as data provider). Maybe this is different for users with US data only, but I am from old europe.

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lantama

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Andrew MultiCharts
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Re: Still Glitches IntraDay

Postby Andrew MultiCharts » 21 Feb 2014

Usually there is a description of the API available for the technology partners like multicharts. Changes, filters, tags, whatever. Thus either the descriptions and version management of eSignal is wrong or you missed something and therefore the current QM esignal handler is wrong.
We are not aware of any filters required for their data stream, except for the ones our customers request.
Both require that you act - not I. Just to clarify who is in charge here. The charts in eSignal are clean. No block trades, spread legs or whatever there.......
Agree. As i said, it will be fixed in MC 9.0. If there is any possibility for a hot fix earlier, you will be notified.
And by the way: A 8.5 beta was working regarding this issue. Thus you changed something in the wrong way. However this old version had problems with proper opening prices (unfortunately delivering sometimes closes of the day before).
We added only 0 price filtration.

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Re: Still Glitches IntraDay

Postby lantama » 21 Feb 2014

[/quote]
We added only 0 price filtration.[/quote]

Like I said: It was working with a 8.5 beta version. Thus somebody on your side changed something (in the wrong way). That's a fact.

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Andrew MultiCharts
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Re: Still Glitches IntraDay

Postby Andrew MultiCharts » 21 Feb 2014

Like I said: It was working with a 8.5 beta version. Thus somebody on your side changed something (in the wrong way). That's a fact.
Fact = there are price spikes coming from eSignal API into MC charts.
Not fact = somebody on ourside changed something (in the wrong way).

You may be right or you may be not.
Anyway we will deliver the fix as soon as we can.

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Re: Still Glitches IntraDay

Postby lantama » 21 Feb 2014

Anyway, please make it a priority on the dev list and keep me posted.

Cheers
lantama

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Re: Still Glitches IntraDay

Postby HPF » 24 Feb 2014

We are having issues with MC and eSignal data, too.

Here is some further information. The attachment shows how eSignal lists the ticks during the time in question (I looked up the EuroStoxx 50 future, March contract, from the example at the very beginning of this thread).

It's not a "spike", but rather explicitly flagged by eSignal as a block trade. It would therefore be wrong to filter it simply because it is a bit far off the previous tick. You don't want to remove any legitimate ticks just because they are "off a bit" !!

So apparently, MC gets fooled during live display of the chart when eSignal reports block trades, but when you reload the chart later on, MC correctly suppresses these ticks.

We used to have the same issue with zero price ticks with MC 8.7 (now filtered in 8.8 ) - they were displayed during live charting, but suppressed on reloading the chart. If you take a closer look at the eSignal data feed, there are various kinds of labels for special ticks.

What MC is definitely missing is a detailed documentation on how the stream of ticks is processed, i.e. which ones you accept as is and what sort of processing you apply. Since we all want trading strategies that behave in a reproducible fashion, such a documentation would be of tremendous help for debugging.

Kind regards,

HPF
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esignal-et-h4-dt.PNG
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Re: Still Glitches IntraDay

Postby lantama » 24 Feb 2014

Hi, thanks for the useful investigation. But it is even more worse than that. MC had a filter before. Older MC versions with the same Esignal version were fine regarding this issue (unfortunately buggy in other ways). Thus it must be possible to get this fixed in a very short time. I have trouble to accept hints on some future major version upgrade in order to get this solved (again). And if someone from MC support is questioning this.... please check 8.5..
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lantama

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Re: Still Glitches IntraDay

Postby HPF » 24 Feb 2014

With MC 8.5, we, too, had neither the zero price ticks nor the block trades in the live chart. We upgraded from 8.5 to 8.7 some time in December.

Since reverting to MC 8.5 is, however, no option for us, I cannot tell whether eSignal changed the API, whether they are now sending different ticks than before, or whether MC handles the data differently.

Regards,

HPF

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Andrew MultiCharts
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Re: Still Glitches IntraDay

Postby Andrew MultiCharts » 26 Feb 2014

Please follow the next steps:
  • Close MultiCharts and all its parts.
  • Make sure all MC processes are ended in Windows Task Manager. Here you can find the list of all MC processes.
  • Download an archive from here.
  • Unzip the archive.
  • In the opened folder please run the Updater.exe
  • Click on the Update button
  • Scroll through the log window to make sure there are no errors
  • Click Close button
If the issue is reproduced, please come to our live chat during working hours (6:30 am – 4:00 pm EST) to let me connect to your computer remotely in order to study the issue and help you: http://messenger.providesupport.com/mes ... pport.html

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Re: Still Glitches IntraDay

Postby lantama » 26 Feb 2014

Hello Andrew,
this means that you did not reproduce this issue by yourself? I asked you that before. The issue is obvious anyway, in case no one reproduced this on your side. What would you like to achieve?

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Andreas

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Andrew MultiCharts
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Re: Still Glitches IntraDay

Postby Andrew MultiCharts » 27 Feb 2014

Hello Andrew,
this means that you did not reproduce this issue by yourself? I asked you that before. The issue is obvious anyway, in case no one reproduced this on your side. What would you like to achieve?

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Andreas
No. It doesn't mean this. It is the hot fix:
Agree. As i said, it will be fixed in MC 9.0. If there is any possibility for a hot fix earlier, you will be notified.

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Re: Still Glitches IntraDay

Postby lantama » 27 Feb 2014

Ah, this is the hot fix and no debugging stuff. Good that you are mentioning it :).
Thanks I will give it try tomorrow.

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Re: Still Glitches IntraDay

Postby lantama » 27 Feb 2014

Installed it. What means "Qualified Price for Trades"? Is this the new feature for filtering?
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QualifiedPrice.png
RadioButton Qualified Price
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Andrew MultiCharts
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Re: Still Glitches IntraDay

Postby Andrew MultiCharts » 27 Feb 2014

Installed it. What means "Qualified Price for Trades"? Is this the new feature for filtering?
Yes, please check this before plotting any charts, or check and restart the software completely if you already had charts in MC.

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Re: Still Glitches IntraDay

Postby lantama » 28 Feb 2014

Hi Andrew, after the first tests it seems to work in general. But:

- after Restart / Booting the checkbox " use qualified price for trade" is unchecked again. I think it is still working, but I am not shure.

- after hours the intraday chart is duplicating the last tick with zero volume. I forgot to make proper screenshots here. Means there a no new ticks in QM but charts are plotting zero volume ticks on a regular basis.

Cheers
lantama
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Unchecked Box.png
unchecked after restart
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Re: Still Glitches IntraDay

Postby Andrew MultiCharts » 05 Mar 2014

Here is the new updater including more fixes regarding the problem.

Please follow the next steps:
  • Close MultiCharts and all its parts.
  • Make sure all MC processes are ended in Windows Task Manager. Here you can find the list of all MC processes.
  • Download an archive from here.
  • Unzip the archive.
  • In the opened folder please run the Updater.exe
  • Click on the Update button
  • Scroll through the log window to make sure there are no errors
  • Click Close button
After it is installed, please make sure the Use eSignal range checking filter for trades box is checked in the settings of eSignal data source in QuoteManager, then close MC and QM, follow point 2 from the instruction above and then restart MultiCharts. Please let me know if the issue persists.

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Re: Still Glitches IntraDay

Postby lantama » 06 Mar 2014

Hello Andrew, thanks. I will test it in the next days.

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Re: Still Glitches IntraDay

Postby lantama » 07 Mar 2014

Here is the new updater including more fixes regarding the problem.
After it is installed, please make sure the Use eSignal range checking filter for trades box is checked in the settings of eSignal data source in QuoteManager, then close MC and QM, follow point 2 from the instruction above and then restart MultiCharts. Please let me know if the issue persists.
Andrew, the ESignal adapter in QM has the same version number as before. Is this intented or a mistake? I would prefer to see the numbers changing in order to track the different behaviour of different versions.

"Use eSignal range checking filter for trades box is checked" -> is this called "qualified price for trades" or a new feature/checkbox?

You write that I should prove that it is checked. And then follow point 2 .... that means to start MC over completely without any old processes running I guess, or do you recommend a second installation routine?

Regards
lantama

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Andrew MultiCharts
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Re: Still Glitches IntraDay

Postby Andrew MultiCharts » 10 Mar 2014

Andrew, the ESignal adapter in QM has the same version number as before. Is this intented or a mistake? I would prefer to see the numbers changing in order to track the different behaviour of different versions.
I'll forward your suggestion to our developers. At the moment the numbers don't change after installation of the updater.
"Use eSignal range checking filter for trades box is checked" -> is this called "qualified price for trades" or a new feature/checkbox?
The name is new. It is called Use eSignal range checking filter for trades now.
You write that I should prove that it is checked. And then follow point 2 .... that means to start MC over completely without any old processes running I guess, or do you recommend a second installation routine?
Lantama, please follow each step of the given instruction in order to install the updater. After this is done, please make sure the Use eSignal range checking filter for trades box is checked in settings of eSignal source in QuoteManager and then you can launch MC and plot charts.

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Re: Still Glitches IntraDay

Postby lantama » 10 Mar 2014

"Use eSignal range checking filter for trades box is checked" -> is this called "qualified price for trades" or a new feature/checkbox?
The name is new. It is called Use eSignal range checking filter for trades now.
You write that I should prove that it is checked. And then follow point 2 .... that means to start MC over completely without any old processes running I guess, or do you recommend a second installation routine?
Lantama, please follow each step of the given instruction in order to install the updater. After this is done, please make sure the Use eSignal range checking filter for trades box is checked in settings of eSignal source in QuoteManager and then you can launch MC and plot charts.
Andrew, after updating (following your instructions) the setting in QM for esignal still look like before. That is why I am asking. Please check the link/package.
Best
lantama
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Andrew MultiCharts
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Re: Still Glitches IntraDay

Postby Andrew MultiCharts » 10 Mar 2014

Could you start from the very beginning, lantama?
  1. Close MultiCharts and all its parts.
  2. Make sure all MC processes are ended in Windows Task Manager. Here you can find the list of all MC processes.
  3. Go to Windows Start menu -> Control Panel -> Uninstall a program -> MultiCharts -> Uninstall/Repair -> Ok -> Repair -> Finish.
  4. Download the archive #1 from here.
  5. Unzip the archive.
  6. In the opened folder please run the Updater.exe
  7. Click on the Update button
  8. Scroll through the log window to make sure there are no errors
  9. Click Close button
  10. Download the archive #2 from here.
  11. Unzip the archive.
  12. In the opened folder please run the Updater.exe
  13. Click on the Update button
  14. Scroll through the log window to make sure there are no errors
  15. Click Close button
After they are installed, please make sure the Use eSignal range checking filter for trades box is checked in the settings of eSignal data source in QuoteManager, then close MC and QM, follow point 2 from the instruction above and then restart MultiCharts. Please let me know if the issue persists.

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Re: Still Glitches IntraDay

Postby lantama » 09 Jul 2014

Hi, unfortunately I think this fix is not built into 8.8. Can you please check?

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Andrew MultiCharts
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Re: Still Glitches IntraDay

Postby Andrew MultiCharts » 10 Jul 2014

Hi, unfortunately I think this fix is not built into 8.8. Can you please check?
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