Only 1 in 14 stocks display due to CAD/USD clash!  [SOLVED]

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bowlesj3
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Only 1 in 14 stocks display due to CAD/USD clash!

Postby bowlesj3 » 06 Jul 2017

Hi,

I am not getting the live TSE (Toronto Stock Exchange) feed from Interactive brokers into MC even though it is properly subscribed and coming into Traders Work Station. The Interactive Brokers Tech Support Person said it is because MC is looking for U.S. dollars rather than Canadian Dollars and this causes it to say that I am not subscribed to the data. I attached screen prints (the bottom attached picture shows where the USD is being reported - I put a line pointing at it).

Any suggestions?

Thanks,
John
Attachments
IB_QuotemanagerSettings.png
(21.38 KiB) Downloaded 1924 times
TWS_API_Settings.png
(69.48 KiB) Downloaded 1925 times
QuoteManagerImages.png
(101.04 KiB) Downloaded 1927 times
Last edited by bowlesj3 on 09 Jul 2017, edited 16 times in total.

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Re: Not getting Canadian IB feed due to U.S. dollars?

Postby bowlesj3 » 06 Jul 2017

After lunch I checked everything on the wiki to make sure things were set up okay and they are. I then removed the database files completely, ran a repair on MC and tried again. I put only Telus in to the quote manager (symbol T) for the TSE. I now get no data on all charts (weekly, daily, 15 min, 5 min, 1 min).

The thing is I did the above 2 days ago to clear out all the free quotes data and it was fine.

Here is a dump of the quote manager log.
[07/06/2017 14:00:32] Establishing connection to TWS: Datafeed version= 1.0.14415.400, TWS version= 9369p, JTS path= C:\Jts, JTS file= jts.jar
[07/06/2017 14:00:32] Connecting to TWS... host= 127.0.0.1, hostIP= 127.0.0.1, port= 7496, clientId= 24464
[07/06/2017 14:00:33] TWS warning message: Id= -1; code= 2104; description= Market data farm connection is OK:cafarm
[07/06/2017 14:00:33] TWS warning message: Id= -1; code= 2104; description= Market data farm connection is OK:usfarm
[07/06/2017 14:00:33] TWS warning message: Id= -1; code= 2106; description= HMDS data farm connection is OK:ushmds
[07/06/2017 14:00:33] TWS error message: Id= 500001; code= 200; description= No security definition has been found for the request
[07/06/2017 14:00:33] Connecting to real-time data for T TSE STK USD
[07/06/2017 14:00:33] TWS error message: Id= 1; code= 200; description= No security definition has been found for the request
[07/06/2017 14:00:33] No security definition has been found: Symbol= T;Trade;TSE;STK;USD;
[07/06/2017 14:00:33] Data request for T TSE STK USD 1 Tick Trade [ 07/06/2017 17:50:32.000 - 07/06/2017 18:00:32.000 ] (Id= 1000001)
[07/06/2017 14:00:33] TWS error message: Id= 1000001; code= 200; description= No security definition has been found for the request
Attachments
DataServerModPref.png
(14.11 KiB) Downloaded 1916 times

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Re: Not getting Canadian IB feed due to U.S. dollars?

Postby bowlesj3 » 06 Jul 2017

So I just tried using the Interactive Brokers Telus data from the SMART feed and it got data this time including real time data. What is strange is I was getting Telus data up until Yesterday earlier this morning with the TSE feed.

So I tried symbol BAM.A using the TSE rather than SMART and it came down with all the data including real time.

So I tried symbol ABX for both TSE and SMART and I am getting no data (notice that it is saying USD rather than CAD which I selected in the quote manager in the attached picture. So it seems as though MC is (for some symbols) getting confused and going after the USD data rather than the Canadian dollar data and when it does it can not find it.

I also tried using the quote manager exchange settings (SEE ATTACHED PICTURE) and I get the same result (no data). I tried this for both SMART and TSE (same result, no data).
[07/06/2017 14:29:48] Connecting to real-time data for ABX TSE STK USD
[07/06/2017 14:29:48] Data request for ABX TSE STK USD 1 Day Trade [ 07/02/2017 18:29:48.000 - 07/06/2017 18:29:48.000 ] (Id= 1000118)
[07/06/2017 14:29:48] TWS error message: Id= 4; code= 200; description= No security definition has been found for the request
[07/06/2017 14:29:48] No security definition has been found: Symbol= ABX;Trade;TSE;STK;USD;
[07/06/2017 14:29:48] TWS error message: Id= 1000118; code= 200; description= No security definition has been found for the request
[07/06/2017 14:30:51] Connecting to real-time data for ABX SMART STK USD
[07/06/2017 14:30:51] Data request for ABX SMART STK USD 1 Day Trade [ 07/02/2017 18:30:51.000 - 07/06/2017 18:30:51.000 ] (Id= 1000122)
[07/06/2017 14:30:51] TWS error message: Id= 5; code= 354; description= Requested market data is not subscribed.Delayed market data is available.Error&BEST/STK/Top&BEST/STK/Top
[07/06/2017 14:30:51] TWS error message: Id= 1000122; code= 162; description= Historical Market Data Service error message:No market data permissions for NYSE STK
[07/06/2017 14:31:14] Data request for ABX SMART STK USD 1 Tick Trade [ 07/06/2017 18:21:14.000 - 07/06/2017 18:31:14.000 ] (Id= 1000123)
[07/06/2017 14:31:14] TWS error message: Id= 1000123; code= 354; description= Requested market data is not subscribed.
[07/06/2017 14:31:14] TWS error message: Id= 1000123; code= 162; description= Historical Market Data Service error message:No market data permissions for NYSE STK
Attachments
ABX_TSE_SMART_SELECTION_SHOWING_REAL_TIME.png
(45 KiB) Downloaded 1909 times
ABX_Use_Exchange_Settings.png
(16.83 KiB) Downloaded 1911 times
ABX_Quote_Manager_EditSymbol.png
(22.08 KiB) Downloaded 1913 times

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Re: Not getting Canadian IB feed due to U.S. dollars?

Postby bowlesj3 » 06 Jul 2017

I get the same issue with the symbol CNQ. It is once again showing USD "Connecting to real-time data for CNQ TSE STK USD[/i] ". I loaded both SMART and TSE and they both get No Data. I am speculating that of the 76 TSE stocks I will be watching there are a fair number that have the same problem.
[07/06/2017 15:53:47] Connecting to real-time data for CNQ SMART STK USD
[07/06/2017 15:53:47] Data request for CNQ SMART STK USD 1 Day Trade [ 07/02/2017 19:53:47.000 - 07/06/2017 19:53:47.000 ] (Id= 1000126)
[07/06/2017 15:53:47] TWS error message: Id= 6; code= 354; description= Requested market data is not subscribed.Delayed market data is available.Error&BEST/STK/Top&BEST/STK/Top
[07/06/2017 15:53:47] TWS error message: Id= 500007; code= 200; description= No security definition has been found for the request
[07/06/2017 15:53:47] Connecting to real-time data for CNQ TSE STK USD
[07/06/2017 15:53:47] TWS error message: Id= 1000126; code= 162; description= Historical Market Data Service error message:No market data permissions for NYSE STK
[07/06/2017 15:53:47] TWS error message: Id= 7; code= 200; description= No security definition has been found for the request
[07/06/2017 15:53:47] No security definition has been found: Symbol= CNQ;Trade;TSE;STK;USD;
[07/06/2017 15:53:47] Data request for CNQ SMART STK USD 1 Minute Trade [ 07/06/2017 09:52:00.000 - 07/06/2017 19:53:00.000 ] (Id= 1000127)
[07/06/2017 15:53:47] TWS error message: Id= 1000127; code= 354; description= Requested market data is not subscribed.
[07/06/2017 15:53:47] TWS error message: Id= 1000127; code= 162; description= Historical Market Data Service error message:No market data permissions for NYSE STK
[07/06/2017 15:53:47] Data request for CNQ TSE STK USD 1 Day Trade [ 07/02/2017 19:53:47.000 - 07/06/2017 19:53:47.000 ] (Id= 1000129)
[07/06/2017 15:53:47] TWS error message: Id= 1000129; code= 200; description= No security definition has been found for the request

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Re: Not getting Canadian IB feed due to U.S. dollars?

Postby bowlesj3 » 06 Jul 2017

However, maybe the USD is not the problem. I say this because I loaded Telus which is getting data for all charts using SMART and it has the USD as well. See extract below.
[07/06/2017 16:05:09] Establishing connection to TWS: Datafeed version= 1.0.14415.400, TWS version= 9369p, JTS path= C:\Jts, JTS file= jts.jar
[07/06/2017 16:05:09] Connecting to TWS... host= 127.0.0.1, hostIP= 127.0.0.1, port= 7496, clientId= 30885
[07/06/2017 16:05:10] TWS warning message: Id= -1; code= 2104; description= Market data farm connection is OK:cafarm
[07/06/2017 16:05:10] TWS warning message: Id= -1; code= 2104; description= Market data farm connection is OK:usfarm
[07/06/2017 16:05:10] TWS warning message: Id= -1; code= 2106; description= HMDS data farm connection is OK:ushmds.us
[07/06/2017 16:05:10] TWS warning message: Id= -1; code= 2106; description= HMDS data farm connection is OK:ushmds
[07/06/2017 16:05:10] Connecting to real-time data for T SMART STK USD
[07/06/2017 16:05:10] Data request for T SMART STK USD 1 Tick Trade [ 07/06/2017 19:55:10.000 - 07/06/2017 20:05:10.000 ] (Id= 1000004)
[07/06/2017 16:05:11] TWS error message: Id= 1; code= 354; description= Requested market data is not subscribed.Delayed market data is available.Error&BEST/STK/Top&BEST/STK/Top
[07/06/2017 16:05:11] TWS error message: Id= 1000004; code= 162; description= Historical Market Data Service error message:No market data permissions for NYSE STK
[07/06/2017 16:05:11] Data request for T SMART STK USD 1 Minute Trade [ 07/06/2017 10:04:00.000 - 07/06/2017 20:05:00.000 ] (Id= 1000002)
[07/06/2017 16:05:11] TWS error message: Id= 1000002; code= 354; description= Requested market data is not subscribed.
[07/06/2017 16:05:11] TWS error message: Id= 1000002; code= 162; description= Historical Market Data Service error message:No market data permissions for NYSE STK
Attachments
Telus_TSE_SMART.png
(95.25 KiB) Downloaded 1897 times

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Re: Not getting Canadian IB feed due to U.S. dollars?

Postby bowlesj3 » 06 Jul 2017

Hi, I took another run at analysing what is going on in a more organized manner. I am not sure if the problem is with MC or IB. Here is what seems to be happening.

I first removed all the MC database files and recreated them with a install repair. Next in the quote manager for both ABX (Barrick Gold Corp) and AC (Air Canada) I installed the SMART and TSE data symbols (see the attached images which I marked to show my selections). I captured the quote manager message log and cleared it of all unwanted messages and inserted a space to make it easier to read (see below). Neither ABX or AC get data from the TSE. AC does get data from the SMART but ABX does not. ABX gives this message "code= 354; description= Requested market data is not subscribed. Delayed market data is available". So it appears that maybe (MAYBE) somewhere along the line instead of the SMART pointing at the TSE in Canadian dollars it is pointing at the NYSE requiring U.S. dollars. I have opened up my account in Canadian Dollars and have no intention to use U.S. dollars (only when the U.S. dollar bottoms will I consider trading U.S. stocks).

As of Fri 2017/Jul/07:
1/ I tried creating a new workspace and putting a new chart on it (did not solve the problem).
2/ I am going through the 14 symbols I have MC workspaces for determining the current status and entering the information in an Excel spreadsheet.
As of Fri 2017/Jul/07: at 6:23 am:
Six stocks are showing no data for the TSE exchange and the SMART exchange (both on the charts and in the quote manager). I am starting to think that this is an MC problem because only Air Canada in the SMART exchange is getting data. Another reason I think this is an MC problem is because of the fact that after having done about 3 (removal of the databases with an MC repair to bring them back) I find the problem just gets worse. It is now tempting to uninstall MC completely and reinstall it.
Attachments
ABX_Data.txt
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AC_Data.txt
(3.54 KiB) Downloaded 292 times
ABX_AC_Images.png
(41.35 KiB) Downloaded 1895 times

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Re: Not getting Canadian IB feed due to U.S. dollars?

Postby bowlesj3 » 07 Jul 2017

I closed MC and closed the quote manger. I deleted all quote manager log files. I had TWS running with the symbol AEM (this is at 7:45 am when the exchange is closed). I then opened up MC but with it set up so that no workspaces were opened during the startup process. So I checked the qoute manager log and MC detected that the AEM symbol was showing data in the TWS. The log records below were created. Notice that the 2nd last entry says "USD". Notice that the last entry has "code= 354; description= Requested market data is not subscribed.Delayed market data is available.Error&BEST/STK/Top&BEST/STK/Top". So this is without MC trying to get any date. So My account is in Canadian dollars and I am getting the real time date in TWS but MC for some reason seems to be trying to go after it in U.S. dollars and it gets rejecting it.

AEM.
[07/07/2017 07:39:55] Establishing connection to TWS: Datafeed version= 1.0.14415.400, TWS version= 9369p, JTS path= C:\Jts, JTS file= jts.jar
[07/07/2017 07:39:55] Connecting to TWS... host= 127.0.0.1, hostIP= 127.0.0.1, port= 7496, clientId= 5927
[07/07/2017 07:39:56] TWS warning message: Id= -1; code= 2104; description= Market data farm connection is OK:cafarm
[07/07/2017 07:39:56] TWS warning message: Id= -1; code= 2104; description= Market data farm connection is OK:usfarm
[07/07/2017 07:39:56] TWS warning message: Id= -1; code= 2106; description= HMDS data farm connection is OK:ushmds.us
[07/07/2017 07:39:56] TWS warning message: Id= -1; code= 2106; description= HMDS data farm connection is OK:ushmds
[07/07/2017 07:39:56] Connecting to real-time data for AEM SMART STK USD
[07/07/2017 07:39:56] TWS error message: Id= 1; code= 354; description= Requested market data is not subscribed.Delayed market data is available.Error&BEST/STK/Top&BEST/STK/Top

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Re: Not getting Canadian IB feed due to U.S. dollars?

Postby bowlesj3 » 07 Jul 2017

I think I have isolated the problem and given the MC team more than enough to work with.


I attached an image of the TWS screen showing the real time data is coming into TWS.
I completed the excel spreadsheet analyses of the problem symbol by symbol (unfortunately I can't upload excel so I took a png snapshot)
I attached the log message for all the work spaces I opened in the exact sequence to match the spread sheet.

I also attached a png file which shows me selecting a stock (FM symbol). I typed up an explanation right on the picture. However you may not be able to see it so I explain it in the quotes below.
When I pull up the symbol selection box in TWS looking for a TSE exchange stock all of them so far are SMART routed. So if another stock exists on the TWS system which has exactly the same symbol and it also is SMART routed MC is finding the other one and if it is in U.S. dollars the error message saying I am not allowed to trade it because it is not Canadian dollars creates problems in the MC charts (either no data or the data is historic or in one case it was getting the real time data and it stopped getting the real time data upon another opening of the work space part way through the trading day).
One final note: Only AC (Air Canada) is actually working to display the real time data in the chart (I went back and checked it).

This_Explains_It.png
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TSW_Sym_Real_Time.png
(70.52 KiB) Downloaded 1846 times
ImageOfExcelAnalysis.png
(72.26 KiB) Downloaded 1846 times
Attachments
Full_Quote_Man_Logs.txt
(23.62 KiB) Downloaded 291 times

bowlesj3
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Re: Not getting Canadian IB feed due to U.S. dollars?

Postby bowlesj3 » 09 Jul 2017

I created a project management entry for this issue The link is below. That entry points to this thread for the description of the bug.
https://www.multicharts.com/pm/public/m ... es/MC-2275

The first post of this thread mentions the post above as a place to get a good summary of what is likely going on.

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Angelina MultiСharts
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Re: Only 1 in 14 stocks display due to CAD/USD clash!

Postby Angelina MultiСharts » 10 Jul 2017

Hello bowlesj3,

We are looking into this.

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Re: Only 1 in 14 stocks display due to CAD/USD clash!

Postby bowlesj3 » 15 Jul 2017

Hello bowlesj3,

We are looking into this.
Hi Angelina, I thanked you with the thanks button but now that I have an update to this thread in the paragraph below I thought I would thank you directly. I also want to thank and compliment the MC team for being so great. I am sure they will fix this bug as their schedule permits.

I have learned the Interactive Brokers Mosaic charting and Chart Trader features and everything is set up and ready to trade. However it is nowhere near as good as MC (no cursor tracking, limited ability to squeeze charts to see things farther back in time, very easy to accidently put trend lines on charts, very difficult to remove a trend line from charts, auto duplication of trend lines across charts which is really annoying and last but not least no scripting language to help speed things up and reduce missed trades). So not being sure when MC might be back I just started to look at NT beginner videos. It can properly do everything that IB's Chart Trader is failing at. Some of the new triggering scripts I plan on writing could probably quickly be written in NT scripting language. However the existing MC scripts I was planning on adapting to Canadian Stocks took months to write. Rewriting them for NT is something I hope to avoid. If you have a timeline on when the MultiCharts issue will be fixed and if it is not too far off maybe I won't bother looking at NT any farther.

Thanks again,
John

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Re: Only 1 in 14 stocks display due to CAD/USD clash!

Postby bowlesj3 » 19 Jul 2017

Removed.
Last edited by bowlesj3 on 21 Jul 2017, edited 1 time in total.

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Re: Only 1 in 14 stocks display due to CAD/USD clash!

Postby bowlesj3 » 21 Jul 2017

I have been a little frustrated using IB's TWS Mosaic software so I tried NT while MC is unavailable. I have to say trying NT has been a real eye opening experience. In my opinion it is nowhere near as good as MC. The MC team over the 10 years I have owned MC has proven time and time again they really listen to their customers such that they quickly fix bugs and eventually put into MC the really good features their customers ask for. Their decision to use a specialized project management software which has a voting system proves they really mean business in this regard. Yes this bug (which has stopped me from using MC) is a serious bug but the project management system sent me a message showing they are in fact looking at this bug (in addition to Angelina's mentioning it) and I have every confidence they will fix it as soon as they possibly can. So if you are considering buying MC it is my personal opinion you probably won't regret it. I was nervous about buying it at first but I took the risk and I have never regretted it. I just hope the MC team stays strong and MC never goes away. So thanks for 10 years of great work everyone. I can't prove your the best but I suspect you probably are. Having said that IB's TWS Mosaic is causing me to miss trades so I will continue to search for an acceptable temp replacement for MC.

Regarding the bug reported with this thread I have just discovered (by searching the project management system) that MC does have a symbol import function. I ran trough it and it appears it will need an adjustment as part of this fix since there is no mention of currency during the MC import process. I did a youtube search "importing Canadian stock symbols into multicharts" and I found no video. Someone put together a good video for this for users of the NT software. Once this bug is fixed and if the MC symbol import function is fixed as well and if it works I will see if I can't learn to create a youtube video for this. I only found one video for importing symbols into MC.

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Re: Only 1 in 14 stocks display due to CAD/USD clash!  [SOLVED]

Postby bowlesj3 » 25 Jul 2017

I want to thank Alex for helping me out on live chat with remote access to my machine and getting this problem solved.
As far as I could tell he solved it with this simple change.

Go to the quote manager by clicking: File, New, Quote Manager Window,
Click: Tools, Data Sources, Interactive Brokers, settings.
Check the checkbox labeled "Generate a new tick if Total Volume changes".
Click Okay.

In addition to that I had to delete all the symbols from the SMART exchange and the TSE exchange then enter them again either manually or by importing the symbols. He also told me how to import the Canadian Symbols. It is a bit tricky and I will see if I can update the Wiki with the info below.

MANUALLY:
If done manually for each symbol I had to select the CAD item for the symbol which used the SMART exchange.

IMPORTING CANADIAN SYMBOLS (if you are using Interactive Brokers):
The process is in the quote manager under the file menu.
I created a tab separated file from my MS-Access database sending it to excel then saving that file as tab separated.

Here is the Comma Separated format: (I used tab format instead).
Symbol,CAD Company name,SMART,STOCKS

Notice that the description has to start with CAD so that MC knows to select the Canadian Dollars symbol entry. It seems you can put anything after the CAD to describe your stock. I used the BigCharts description which I was using in my MS-Access database.

Here is what your txt file should look like. In this case you select the data to start at column 1.
AQN CAD Algonquin Power & Utilities Corp SMART Stocks
ATD.B CAD Alimentation Couche Tard Inc SMART Stocks
AYA CAD Amaya Inc SMART Stocks
BAM.A CAD Brookfield Asset Management Inc SMART Stocks
BB CAD BlackBerry Ltd SMART Stocks
BCE CAD BCE Inc SMART Stocks
BMO CAD Bank of Montreal SMART Stocks
BNS CAD Bank of Nova Scotia SMART Stocks
CAE CAD CAE Inc SMART Stocks
CCL.b CAD CCL Industries Inc SMART Stocks
CCO CAD Cameco Corp SMART Stocks
Last edited by bowlesj3 on 27 Jul 2017, edited 1 time in total.


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