Problem with IB data

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dingmanhoe123
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Problem with IB data

Postby dingmanhoe123 » 24 Nov 2015

I tried to plot a chart volume with MACD indicator applied on volume rather than price using IB data feed.

I found that the data collect in live doesn't match with the data after I reload after market close.

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TJ
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Re: Problem with IB data

Postby TJ » 24 Nov 2015

I tried to plot a chart volume with MACD indicator applied on volume rather than price using IB data feed.

I found that the data collect in live doesn't match with the data after I reload after market close.
When you reload a chart,
the quotes are fetched from IB's historic database. The time stamp might be different from the streaming server.

dingmanhoe123
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Re: Problem with IB data

Postby dingmanhoe123 » 01 Dec 2015

Same problem found with esignal data.

And same problem also found when I refresh the screen during market open. The chart will look totally different when I refresh it.

is it impossible to collect correct data of volume in real time that is the same as the data when the market close?

is it a bug for multicharts or it is a common problem encountered by other platform too?

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TJ
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Re: Problem with IB data

Postby TJ » 01 Dec 2015

Same problem found with esignal data.

And same problem also found when I refresh the screen during market open. The chart will look totally different when I refresh it.

is it impossible to collect correct data of volume in real time that is the same as the data when the market close?

is it a bug for multicharts or it is a common problem encountered by other platform too?
MultiCharts only displays what is received from your data provider.
MultiCharts does not do any data modifications.


If you do a web search, you will find many discussions on this subject.

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Henry MultiСharts
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Re: Problem with IB data

Postby Henry MultiСharts » 16 Dec 2015

is it impossible to collect correct data of volume in real time that is the same as the data when the market close?
Hello dingmanhoe123,

Here is how to do that:Online_Mode_Data_Collection

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Re: Problem with IB data

Postby Zheka » 13 Jan 2016

Henry,

What will happen when "Collecting RT data" is ON, but with reloading of the chart (say, 1min chart) for that symbol? What will happen with reloading of both a "tick-based" chart and a 1min chart?

What values will be stored in the database for 1min, after such reload? For ticks?

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Henry MultiСharts
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Re: Problem with IB data

Postby Henry MultiСharts » 25 Jan 2016

Henry,

What will happen when "Collecting RT data" is ON, but with reloading of the chart (say, 1min chart) for that symbol? What will happen with reloading of both a "tick-based" chart and a 1min chart?

What values will be stored in the database for 1min, after such reload? For ticks?
Hello Zheka,

Which data provider do you use?

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Re: Problem with IB data

Postby Zheka » 26 Jan 2016

I use IB


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