orderbook -- different values at IB and MC

Questions about MultiCharts and user contributed studies.
FutureTrader
Posts: 79
Joined: 28 Mar 2013
Has thanked: 3 times
Been thanked: 4 times
Contact:

orderbook -- different values at IB and MC

Postby FutureTrader » 11 Dec 2015

I've always thought that MC's orderbook is accurate, but today at the start of the trading day with very light volume I could "test" both orderbooks and here is my result:

See lowest price 10579.5, where MC has no value in this area and IB has value in this area. Actually I've traded those 2 contracts at 10579.5 so I found this straightforward, as MC didn't display the volume.
Attachments
fdax.mc.orderbook.png
(18.71 KiB) Downloaded 534 times
fdax.ib.orderbook.png
(36.74 KiB) Downloaded 546 times

User avatar
Henry MultiСharts
Posts: 9165
Joined: 25 Aug 2011
Has thanked: 1264 times
Been thanked: 2957 times

Re: orderbook -- different values at IB and MC

Postby Henry MultiСharts » 17 Dec 2015

Hello FutureTrader,

Volume Profile is built out of tick data for the last session (realtime or from the database).
In MultiCharts please go to File tab->Preferences->Data server mode;
Make sure you are in online mode, "download missing historical data" is enabled.

How often is this behavior replicated on your end?
Is the Volume Profile corrected after some time?
Was the Volume Profile incomplete at once when you built it or it became like that after some time?
Please send us the screenshots of your data feed and instrument settings to support@multicharts.com


Return to “MultiCharts”