problem with ASCII history in my instrument when I change resolution  [SOLVED]

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auato
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problem with ASCII history in my instrument when I change resolution

Postby auato » 07 Oct 2017

Recently I am experiencing a strange problem with my historical data series.
As my instrument is a trimestral future, every three months, when the future expires, I set the new one up and I copy and paste in ASCII -with 1 minute resolution- the old data in the new instrument so I can also build an historical database. The resolution I generally use is 5 minutes and when I imported the old data into the new instrument I also start the collecting for the new data so I can enjoy with the new fresh real time data and, in the same time, I can also see the history in the chart.
But when I change resolution on the chart, for example from 5 minutes to 1 day or 1 week and so on, I can see only the most recent (maybe only the data coming from the API plugin broker, I suppose) but all the history disappear even though the old 5min. data arec orrectly present in Quote manager. In general I use MC in "online mode" connected to the broker (Webank) but I verified that this issue is also there if I switch in offline mode.
Studying better I find out that if I change the resolution "in minutes" I can bypass this problem... for instance if I choose 1440 minutes instead of 1 day I bypass this problem and I can see the daily resolution along all my history included the fresh data but, as yo know, I can't increase the minutes to 10080 or more if I want see weekly or monthly resolution due to a MC limit.

Can you help me to address correctly this trouble because I am not able to find a solution.

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TJ
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Re: problem with ASCII history in my instrument when I change resolution

Postby TJ » 07 Oct 2017

You should always state the symbols you have a problem with. Different exchanges and different symbols have different characteristics.

Most data suppliers send the quotes in three formats: tick, 1 min, and daily. That is how MC saves them in your database.

All the intermediate chart resolutions are constructed from these data.

eg. 100 tick bar chart is constructed with 1 tick data.
5 min chart is constructed with 1 min data
1 week chart is constructed with 1 day data.

In previous versions, when daily data is not available, MC would automatically construct the daily chart with minute data. I don't know if that is still being done.
But you can always manually specify to construct the daily chart with minute data. This option is available in the "Format Instrument" screen in the chart.

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Re: problem with ASCII history in my instrument when I change resolution

Postby TJ » 07 Oct 2017

ps: is there any reason why you do not want to use the custom futures function in MultiCharts?
MC can automatically create continuous future for you, in any format and resolution.

auato
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Re: problem with ASCII history in my instrument when I change resolution

Postby auato » 07 Oct 2017

You should always state the symbols you have a problem with. Different exchanges and different symbols have different characteristics.

Most data suppliers send the quotes in three formats: tick, 1 min, and daily. That is how MC saves them in your database.

All the intermediate chart resolutions are constructed from these data.

eg. 100 tick bar chart is constructed with 1 tick data.
5 min chart is constructed with 1 min data
1 week chart is constructed with 1 day data.
It is the Italian Mini FUTURE FTSE MIB MI.DER.1181032. It is based on 1 minute and indeed I use 5 minutes resolution time for my trading.
In previous versions, when daily data is not available, MC would automatically construct the daily chart with minute data. I don't know if that is still being done.
But you can always manually specify to construct the daily chart with minute data. This option is available in the "Format Instrument" screen in the chart.
Yes, in fact I remember that in the past with the same settings based on 1 minute I also aggregated days and weeks with no effort. The option you are recommending me ("Format Instrument") in the chart is that I am using to move from a time resolution to another one but... if I want to use a daily resolution, I have to use only 1440 minutes and not DAY. Of course as 1440 is the maximum value in minutes, I can't get other higher resolution like weekly or monthly and so on.

ps: is there any reason why you do not want to use the custom futures function in MultiCharts?
MC can automatically create continuous future for you, in any format and resolution.
Please, can you inform me about the manual page/wiki URL for this very useful feature?

Thank you,
auato

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TJ
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Re: problem with ASCII history in my instrument when I change resolution

Postby TJ » 07 Oct 2017


auato
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Re: problem with ASCII history in my instrument when I change resolution  [SOLVED]

Postby auato » 07 Oct 2017

Thank you I'll study this feature really useful.
Anyway I understood my probelm: I forgot to activate the checkbox "build from minutes" in Format Instrument -->Settings


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