Data Discrepancies between MC & NT

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duration
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Data Discrepancies between MC & NT

Postby duration » 22 Mar 2010

Dear All,

Please decompress the zip file, then decompress the .7z (.7z files are not allowed to be uploaded), and have a look at the .xls.

The data is the British Pound Futures (6B), 5 Range chart, 2010/03/18 start date, 100 days back.

The green highlighted cells display the plot from Multicharts.

The yellow highlighted cells display the plot from NT.

On the far right, 1 shows that the OHLC of MC is the same as the OHLC of NT.

MC and NT use the same data sample (which I can provide on request).

If you scroll down, you will realise that the 1 values only last for a day.

Indeed, it seems that MC creates an additional candle before the end of each session.

Is this normal? How can this be fixed?

Many thanks,
Attachments
6B-R005-20100318-100.zip
unzip, then 7unzip
(1.5 MiB) Downloaded 96 times

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Bruce DeVault
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Postby Bruce DeVault » 22 Mar 2010

Does your session end at 11:00pm? Range bars cannot exceed one 24 hour session in MultiCharts, and break each time the day changes (at the end of the day's sessions, not at midnight).

duration
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Postby duration » 22 Mar 2010

Dear Bruce,

Thank you for your reply.

The sessions start at 00:00 and end at 23:59.

I have tried on both the stable and beta release: same problem.

Many thanks,


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