BarChart data feed: S&P Indices real time problem

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dahmen walter
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BarChart data feed: S&P Indices real time problem

Postby dahmen walter » 24 May 2020

Hello,

I am facing the problem that S&P indices from barchart in realtime have the wrong timestamp (+ 1 hour to the correct one, independent whether expressed in local time or in exchange time) whereas all historical data are with the correct time stamps.

Does anyone reading here have BarChart data feed with S&P indices in realtime and confirm or deny such a problem?
I have CBOE Indices in real time working fine and FOREX and future data from EUREX to CME group data are fine as are US stock data.

If anyone has experience with these S&P indices in real time I would be pleased to learn about.

Thank You all.

dahmen walter
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Re: BarChart data feed: S&P Indices real time problem

Postby dahmen walter » 01 Jun 2020

as nobody seems to be using S&P indices realtime with BarChart as data provider I would like to point to this topic by illustrating it with a picture.

I had asked support with ticket MC-CS-6405 but a live session remained dissatisfying as support ignored the real-time problem claiming that on MC site this issue is not existent using only historical data and arguing a relationship to my machine as noone else is reporting this issue.

Today I freshly installed MC on my Thinkpad laptop and ran into the very same problem and took a video to document the generation with a clean database in QM.

Comparing the erratic timestamp and charttime for $SRUT (utilities sector index from S&P indices) vs CBOE VIX (CFE) with correct timestamps marked with arrows pointing to actual system time.

The link below gives access to the videos and screenshots generated or provided so far.

https://www.magentacloud.de/share/84w98y-c-3

As this behavior is ruining the usability of these index data I would ask management / QA to take care of the problem - the last two emails did not get answered, regrettably. By the way motivewave does not have this problem with the index data feed (but others).

hughesfleming
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Re: BarChart data feed: S&P Indices real time problem

Postby hughesfleming » 02 Jun 2020

I used Barchart.com data for some time and I also had the S&P indexes. I was getting a large number of disconnects when the market opened. I found it unusable for real time trading with Portfolio Trader for example. I switched to IQFeed and all my problems went away. I did like Barchart historical data and it was often cleaner than IQFeed in terms of bad ticks etc but the disconnects were a deal breaker.

You will really need to test with a different data provider to confirm where the problem is.

regards,

Alex

dahmen walter
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Re: BarChart data feed: S&P Indices real time problem

Postby dahmen walter » 17 Jun 2020

The bug has been identified and a solution was successfully applied via updater -thanks to the developers.


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