Hello there,
I am plotting daily YM bars with IB TWS datafeed. In the QuoteManager I have "CME: Equity Index Futures (Open Outcry)" as the session template
2 issues
1. Daily chart are plotting gaps that where not there before in version 4. Only Regular sessions are available for Daily charts, but in version 4 regular sessions plotted the 24 hrs session which is what I needed for futures. Any way to plot 24hrs. session daily bars in version 5?
2. When the session starts at 9:30 am, the chart draws an identical bar as yesterday's bar with today's date. Then there is the regular developing bar with today's date too.
Any help?
thanks
Daily bars in version 5
- Marina Pashkova
- Posts: 2758
- Joined: 27 Jul 2007
Hi johnyx2,
Thank you.
To make sure regular sessions for daily bars are, in fact, 24 hour sessions, just go to QuoteManager -> Edit Symbol -> Sessions -> Use Custom Sessions and set them up as the 24-hour session (or you can use a 24-hour custom session template). These settings will then be taken to plot charts whenever you choose 'Regular' for the symbol resolution in the Format Symbol window.1. Daily chart are plotting gaps that where not there before in version 4. Only Regular sessions are available for Daily charts, but in version 4 regular sessions plotted the 24 hrs session which is what I needed for futures. Any way to plot 24hrs. session daily bars in version 5?
Normally the date of the bar should change to the current date as soon as the data starts coming in. If this is not the case on your chart, could you please post a screenshot showing what exactly happens to the previous and current day bar?2. When the session starts at 9:30 am, the chart draws an identical bar as yesterday's bar with today's date. Then there is the regular developing bar with today's date too.
Thank you.
Please open the attachment,
In the attachment you will see a screenshot of the session settings I am using now. Also the reason I need these settings are explained here:
http://forum.tssupport.com/viewtopic.ph ... highlight=
In any event, changing the session settings does not draw a 24 hr bar anyway. I can reproduce that.
- same quotes with different times for the 2 previous days
- today's bar shows tomorrows date
Let me know if we need to connect.
Thanks
I change the Session setting to 24/7 and it plots the same chart.To make sure regular sessions for daily bars are, in fact, 24 hour sessions, just go to QuoteManager -> Edit Symbol -> Sessions -> Use Custom Sessions and set them up as the 24-hour session (or you can use a 24-hour custom session template). These settings will then be taken to plot charts whenever you choose 'Regular' for the symbol resolution in the Format Symbol window.
In the attachment you will see a screenshot of the session settings I am using now. Also the reason I need these settings are explained here:
http://forum.tssupport.com/viewtopic.ph ... highlight=
In any event, changing the session settings does not draw a 24 hr bar anyway. I can reproduce that.
Please look at the chart hints in the attachment for the last 3 daily bars and compare quotes and times, there is a lot of messy information, such as:Normally the date of the bar should change to the current date as soon as the data starts coming in. If this is not the case on your chart, could you please post a screenshot showing what exactly happens to the previous and current day bar?
- same quotes with different times for the 2 previous days
- today's bar shows tomorrows date
Let me know if we need to connect.
Thanks
- Attachments
-
- Daily_bars.jpg
- (166.8 KiB) Downloaded 346 times
-
- Daily_bars.jpg
- (166.8 KiB) Downloaded 346 times
- Marina Pashkova
- Posts: 2758
- Joined: 27 Jul 2007
Hello johnyx2,
We checked the data to see what caused the gaps on the charts shown in your screenshots. The thing is that TWS plots this data in exactly the same way (see the attached screenshot)
We have not been able to reproduce duplicated daily bars so far. We'll monitor MC for a few days to see if the problem comes up on our end.
Regards.
We checked the data to see what caused the gaps on the charts shown in your screenshots. The thing is that TWS plots this data in exactly the same way (see the attached screenshot)
We have not been able to reproduce duplicated daily bars so far. We'll monitor MC for a few days to see if the problem comes up on our end.
Regards.
- Attachments
-
- forum_5781.PNG
- (274.99 KiB) Downloaded 341 times
Thanks for your reply,We checked the data to see what caused the gaps on the charts shown in your screenshots. The thing is that TWS plots this data in exactly the same way (see the attached screenshot)
Please look at the attachment for TWS YM chart.
There are no gaps. In TWS chart settings, please check "Show data outside of regular trading hours".
How can I get this chart in MC 5? It was possible in MC 4.
thanks
- Attachments
-
- noGaps2.jpg
- (119.77 KiB) Downloaded 349 times
- Marina Pashkova
- Posts: 2758
- Joined: 27 Jul 2007