Duplicate Daily Bars

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flipflopper
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Duplicate Daily Bars

Postby flipflopper » 08 Mar 2010

This type of stuff makes my skin crawl.

TS... What the heck is going on here?

This is from my IQ feed.
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flipflopper
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Postby flipflopper » 10 Mar 2010

Yana:
hi
Yana:
i am looking at the screenshot
Alex:
hi
Alex:
you can see many duplicate bars
Alex:
very worrisome
Yana:
let me analyze the possible cause of this
Yana:
so you have charted the symbol, then changed the symbol settings, and then charted it again
Alex:
ok
Yana:
that is the reason for this
Alex:
so there is no way to prevent this?
Yana:
yes
Yana:
set all the settings how you want them before charting the symbol
Alex:
but there is no way to be sure that you have a clean database then?
Yana:
Clear cache
Yana:
and reload the data
Alex:
this doesn;t seem like an error in the process of multicharts pulling data?
Yana:
no
Alex:
If a bar already exists for that date and time do not import a duplicate?
Yana:
it just pulled the data for the first set of settings, and then pulled the data for the second set of settings
Yana:
perhaps we should include such a failsafe
Alex:
this is dangerous
Alex:
I will post this chat session and see what the users think.
Alex:
thanks
Yana:
you are welcome

flipflopper
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Postby flipflopper » 10 Mar 2010

This doesn't frighten anyone?

I guess I'm the only one that is worried about a non corrupt database.

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Bruce DeVault
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Postby Bruce DeVault » 10 Mar 2010

I have seen this happen with other data providers and other platforms - usually it's a result of a bug wherein the platform says "give me 0 bars back daily bar" and the data provider gives you today's bar (after the close today or before the open tomorrow, because the next session isn't open yet) but when the platform says "give me 1 bars back daily bar" and it gives you the same one because it's tomorrow before the open and 1 days back is today. In other words, in the past, when I've seen this happen, it was because requests outside of regular trading hours weren't handled in the expected way by one provider or another, and special coding had to be done just for those providers to work around whatever it was they were doing in these cases.

This is likely something that will require a new build of MultiCharts to address, and is probably specific to the data feed in question.

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geizer
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Postby geizer » 10 Mar 2010

hi Flipflopper,

I've seen duplicate bars in the late MC v.5 Beta builds.
Happened with IQFeed datafeed. It was supposed to be fixed back then.
I am concerned as well over the return of the duplicate bars.
--
Pavel


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