Pre and Post data on minchart but NOT on daycharts?

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siscop
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Pre and Post data on minchart but NOT on daycharts?

Postby siscop » 27 Oct 2011

Ok i try to recap the problem I have.
I need the pre and postmarket data from stocks.
On the daychart I want only the marketdata in the reg. trading hours.
Different combination
1 -> Datasource IB -> setting Regular Trading Hours -> active
2 -> Datasource IB -> setting Regular Trading Hours -> not active
Stock example AMZN
A -> Session -> Use Exchange & ECN Sessions
B -> Use Custom Session Template -> US Stocks (with Pre & Post Market)
After each change of the settings I del. the cache and Data and reload new

Combination
1A correct data on minute chart and daychart but I don’t have pre and post market data. TWS daycharts confirms the correct data from MC daycharts
2B I have pre and post market data. Daychart shows wrong open and close data. TWS daycharts confirms that MC daycharts data are wrong. The open from TWS daycharts are the same as the open from 09:31 candle from the minchart from MC.
1B daycharts data are NOT correct. Complete bars on the daycharts are missing even though they show the data on the minutechart. Dates and Data are mixed. Just look at the AMZN daychart with that combination. A lot of DAYS (bars) are missing and the big movingday happened at totally different days..
2A didn’t try that one… makes no sense.

Since 1A and 2B are the only valid combination even though I cannot use the daychart on combination 2B.
How do I put the settings so that the daychart are without pre and postmarket data but the minutecharts are incl that time?

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TJ
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Re: Pre and Post data on minchart but NOT on daycharts?

Postby TJ » 27 Oct 2011

Ok i try to recap the problem I have.
I need the pre and postmarket data from stocks.
On the daychart I want only the marketdata in the reg. trading hours.
Different combination
1 -> Datasource IB -> setting Regular Trading Hours -> active
2 -> Datasource IB -> setting Regular Trading Hours -> not active
Stock example AMZN
A -> Session -> Use Exchange & ECN Sessions
B -> Use Custom Session Template -> US Stocks (with Pre & Post Market)
After each change of the settings I del. the cache and Data and reload new

Combination
1A correct data on minute chart and daychart but I don’t have pre and post market data. TWS daycharts confirms the correct data from MC daycharts
2B I have pre and post market data. Daychart shows wrong open and close data. TWS daycharts confirms that MC daycharts data are wrong. The open from TWS daycharts are the same as the open from 09:31 candle from the minchart from MC.
1B daycharts data are NOT correct. Complete bars on the daycharts are missing even though they show the data on the minutechart. Dates and Data are mixed. Just look at the AMZN daychart with that combination. A lot of DAYS (bars) are missing and the big movingday happened at totally different days..
2A didn’t try that one… makes no sense.

Since 1A and 2B are the only valid combination even though I cannot use the daychart on combination 2B.
How do I put the settings so that the daychart are without pre and postmarket data but the minutecharts are incl that time?
sounds complicated.
I am not sure if I fully understood your problem.

Let me try...


1. MultiCharts collects data 24/7, regardless of how you set your "session" for your symbol.

2. What you see on the chart is only a presentation of data collected in your computer.
They are the result of TWO (2) functions:

a) Symbol session -- You set it through QuoteManager. This is the symbol's default session. Usually people set the RTH as the default session.
(remember, MultiCharts collects data 24/7. Even if you set the session as 9:30-4:00, MultiCharts still collect data 24/7.)

b) Chart session -- This is what you want to show on the chart.
You set this in the chart by right click on the chart, select "Format Instrument".

there are 3 different types sessions you can choose:
1) Default (what you have set for the symbol in QuoteManager)
2) 24 hours
3) custom session (eg. 1515 to 1700) you create/configure this Custom Session in Quotemanager.
QuoteManager > Tools > Session Templates...

With the same symbol, you can create
one chart with default session,
another chart with 24 hr session,
and yet another chart with a custom session.

Hope the above helps.

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siscop
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Re: Pre and Post data on minchart but NOT on daycharts?

Postby siscop » 28 Oct 2011

Hey TJ,
thank you.
I didnt see the third session on MC.
I only saw the datasource and the QM Symbol session. Thanks to you I know now that there is a chart session and this is really that what I was looking for.


Now I dont know what that is about
Datasource IB -> setting Regular Trading Hours -> active
If I activate that one I still can download the pre and post market data.
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