Tick data lost

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waveslider
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Tick data lost

Postby waveslider » 16 May 2016

Hello -

I use indicators that use tick data on minute charts to calculate. When they are running live the tick data is correctly displayed, but when the chart is refreshed or MC is re-opened, that tick data is no longer on the chart.

I don't usually have Quotemanager open, but it is set to collect R/T data without plotting.

I use 2 sources of data, a historical feed and a live feed which are combined in real time usage.
Thanks

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Henry MultiСharts
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Re: Tick data lost

Postby Henry MultiСharts » 17 May 2016

Hello waveslider,

When you are using the "Merge data sources into a single chart" - historical and real-time data is merged on the current bar. Historical data is loaded from the selected historical source, real-time data is plotted using selected real-time data source. That it is not possible to set a certain rollover point at which historical data will stop and realtime data will start. If your historical source does not provide data until current bar - missing data between the last data point of historical symbol and current moment using real-time data will not be backfilled using real-time source.

As for the "Collect R/T data without plotting" option - please study this page to learn how it works:
https://www.multicharts.com/trading-sof ... Collection

waveslider
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Re: Tick data lost

Postby waveslider » 18 May 2016

Thanks Henry - can you explain why tick or volume charts do not behave this way when configured for "merge data sources".
I have CQG and IQFeed tick level data in the cache but when a new chart is created or refreshed there is no historical tick level data available on minute charts

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Henry MultiСharts
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Re: Tick data lost

Postby Henry MultiСharts » 18 May 2016

When a new chart is created or refreshed - historical minute data until the moment of chart creation is requested from the historical data feed.

waveslider
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Re: Tick data lost

Postby waveslider » 18 May 2016

Here is a screenshot of my minute chart. The platform was closed/re-opened a little before 8am - where you see that data was lost for 10 minutes.

The indicator on the lower feed uses ticks. The period where there is only "up" green bars shows the area where there is no tick data. As you can see, further back (1 day) the tick data is available, and once live data is received the tick data is available again.

In contrast my tick/volume chart, that would be IQfeed (historical) and CQG live, did not experience any gap in data and all tick data was retained for the full period.

I know we have discussed this gap in data - it is well documented in this forum and honestly it just sucks. But how is it that the tick/volume chart, which also merges data, has no price or tick loss, while the time based chart has a horrible gap in data and 1 day of tick data lost?
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Henry MultiСharts
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Re: Tick data lost

Postby Henry MultiСharts » 19 May 2016

waveslider, the indicator applied to a minute chart uses the minute bars historical volume, which is total volume recorded to the data base as Up volume (if "Build minute and daily bars based on tick data" is disabled). You can learn more here: Up,_Down_and_Total_Volume.

In your case you have two options:
1. Collect realtime minute bars from IQFeed to the database by having a chart with realtime data open or using the "Collect RT data w/o plotting" option. Collected RT bars will then be loaded from the database as historical data, instead of bars with no down volume from the IQfeed.
or
2. Enable the option "Build minute and daily bars based on tick data" in the IQfeed data feed settings. In this case MultiCharts will calculate the Up and Down volume based on the ticks from the IQFeed.
Note: IQFeed provides less tick data comparing to minute or daily data (8 calendar days within session hours, 160 days in non-session hours).


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