MC.Net TWS tick filtering

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bond
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MC.Net TWS tick filtering

Postby bond » 24 Apr 2014

Is there any way to filter bad or late ticks in the TWS data?

Thanks

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Henry MultiСharts
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Re: MC.Net TWS tick filtering

Postby Henry MultiСharts » 25 Apr 2014

Hello bond,

Please enable the option "Generate new tick if total volume changes" in the data provider configuration.

In MultiCharts .NET please go to File->New->QuoteManager Window. In QuoteManager go to Tools->DataSources->IB->Settings->enable “Generate new tick if total volume changes”.

In MultiCharts .NET for TWS go to File->TWS datafeed settings-> enable “Generate new tick if total volume changes”.

To make this setting come into effect you need to restart MultiCharts and all of its processes.

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Re: MC.Net TWS tick filtering

Postby wzero » 28 Jan 2015

I enabled the "Generate new tick if total volume changes" option, but there are still a lot of "bad" ticks for pre & post market hours of US stocks chart. Is it possible to write custom filter code for MC.net? I know general indicator programming but don't know if this kind of custom code is possible...
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Henry MultiСharts
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Re: MC.Net TWS tick filtering

Postby Henry MultiСharts » 28 Jan 2015

Hello wzero,

Do you have these bad ticks on realtime or on historical data?

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Re: MC.Net TWS tick filtering

Postby wzero » 28 Jan 2015

The bad ticks are from history data (MC.net was not running during that time).

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Henry MultiСharts
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Re: MC.Net TWS tick filtering

Postby Henry MultiСharts » 03 Feb 2015

There are no filters for historical data. You need to reload your chart (View tab->Reload). If the data was fixed on the data provider's end - correct data will be loaded. If it was not fixed (still bad data loaded) - you need to contact your data provider.


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