Back filling missing first minute bar on each day  [SOLVED]

Hi All,

On MultiCharts64 Version 12.0 Release (Build 20081), I grabbed future of HSIN0 from HKFE from interactive broker with resolution of minute.

The customized trading session is from 9:15 am to 16:15 pm every day. However, I found MC always missed the first minute bar when back filling.

For example, the first minute bar of June 29, 2020 on interactive broker is O 24274 C 24377. The second minute bar is O 24379, C 24383.

MC missed the first minute bar and only grabbed the second minute bar.

For real time connection, it works. No first minute bar will lose.

Looks like when in back filling mode, the time in MC means the start time of the bar. However, in real time mode, the time in MC means the end time of the bar. So in back filling mode, the minute bars are shifted one minute to the left.

Please help.

Hello ragdoll,

Please configure sessions for HSIN0 as specified in IB TWS -> HSIN0 -> Financial instrument info -> Description. Then do the Reload (Ctrl+R): https://www.multicharts.com/trading-sof ... ing_Charts

If it does not help, it will be required to check if it is possible to obtain the bar with IB API sample, as MultiCharts does not receive data from IB TWS directly, but through IB API. Please come to our live chat MON-FRI from 7:00 AM till 12:00 PM EST so that we can help you to do it via remote connection.

No, the session configuration does not help. The back filling made the time stamp of bars as start time.

Hello ragdoll,

Please configure sessions for HSIN0 as specified in IB TWS -> HSIN0 -> Financial instrument info -> Description. Then do the Reload (Ctrl+R): https://www.multicharts.com/trading-sof ... ing_Charts

If it does not help, it will be required to check if it is possible to obtain the bar with IB API sample, as MultiCharts does not receive data from IB TWS directly, but through IB API. Please come to our live chat MON-FRI from 7:00 AM till 12:00 PM EST so that we can help you to do it via remote connection.

Not only for this ticker. I tested some ticker else. The problem exists. I suspect it impact all tickers of interactive broker.

No, the session configuration does not help. The back filling made the time stamp of bars as start time.

Hello ragdoll,

Please configure sessions for HSIN0 as specified in IB TWS -> HSIN0 -> Financial instrument info -> Description. Then do the Reload (Ctrl+R): https://www.multicharts.com/trading-sof ... ing_Charts

If it does not help, it will be required to check if it is possible to obtain the bar with IB API sample, as MultiCharts does not receive data from IB TWS directly, but through IB API. Please come to our live chat MON-FRI from 7:00 AM till 12:00 PM EST so that we can help you to do it via remote connection.

I think I found the issue.

The option TWS timestamp in data source setting for interactive broker should be cleared.

I wonder why this option here. What is it for please?

Not only for this ticker. I tested some ticker else. The problem exists. I suspect it impact all tickers of interactive broker.

No, the session configuration does not help. The back filling made the time stamp of bars as start time.

Hello ragdoll,

Please configure sessions for HSIN0 as specified in IB TWS -> HSIN0 -> Financial instrument info -> Description. Then do the Reload (Ctrl+R): https://www.multicharts.com/trading-sof ... ing_Charts

If it does not help, it will be required to check if it is possible to obtain the bar with IB API sample, as MultiCharts does not receive data from IB TWS directly, but through IB API. Please come to our live chat MON-FRI from 7:00 AM till 12:00 PM EST so that we can help you to do it via remote connection.

TWS bar timestamp option served for old versions of IB TWS, because one and the same minute has different timestamps in different TWS versions. This option shall be turned off if you use newer TWS versions, as it may cause different issues, like in your case.