how to make sure Multicharts.net sync with Interactive Brokers real time data

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joenetic
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how to make sure Multicharts.net sync with Interactive Brokers real time data

Postby joenetic » 12 Dec 2016

I found in real time trading, the real time data feed from IB cannot sync with the time on Multicharts.net, e.g. on 30sec charts, the close price has few ticks behind the real time data, this can be found by compare the charts generated by IB Trader Station and Multicharts.net, this cause wrong trading decision in some critical price, how to fix this issue?

I also verified this issue by compare 2 set data which are exported from the real time data gathered by Multicharts.net through IB and reload the history data gathered by Multicharts.net through IB after the market was closed.

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Alex MultiCharts
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Re: how to make sure Multicharts.net sync with Interactive Brokers real time data

Postby Alex MultiCharts » 14 Dec 2016

Hello,

The settings of TWS chart and MC chart should be 100% identical when you compare.
However,
1. It is not relevant to compare data in TWS and in MultiCharts as it is coming differently and that was confirmed by IB.
2. It is expected that real-time data is different from historical data (historical data is requested when you reload the chart) and it is true for almost all the data providers.

joenetic
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Joined: 13 Jun 2013

Re: how to make sure Multicharts.net sync with Interactive Brokers real time data

Postby joenetic » 15 Dec 2016

Hi Alex,

Thank you for your reply!

I even compared 2 same date charts which generated by Multicharts on 2 computers and found slightly difference on some bars high/low/close positions, data source is IB, one of the computer's Multicharts chart is exactly same as IB's chart, another computer Multicharts chart has slight difference .

Is it possible? the problem chart computer hardware is Atom CPU which run Windows 10, while the good chart computer hardware is I5 CPU which run Windows 10, computer hardware has relationship?

If history data is not exactly same as real time data, back testing result seems like no meaning at all, any idea how to duel with this problem?

Regards,
Joe

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Alex MultiCharts
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Re: how to make sure Multicharts.net sync with Interactive Brokers real time data

Postby Alex MultiCharts » 16 Dec 2016

joenetic wrote:Is it possible? the problem chart computer hardware is Atom CPU which run Windows 10, while the good chart computer hardware is I5 CPU which run Windows 10, computer hardware has relationship?

No, in your case it cannot be the reason.

joenetic wrote:If history data is not exactly same as real time data, back testing result seems like no meaning at all, any idea how to duel with this problem?

You may want to collect real-time data in QuoteManager and plot this data on the chart (note that you should not reload those charts, as in this case historical data will be requested): https://www.multicharts.com/trading-software/index.php/Collecting_and_Saving_Data_to_MultiCharts_Database

joenetic
Posts: 21
Joined: 13 Jun 2013

Re: how to make sure Multicharts.net sync with Interactive Brokers real time data

Postby joenetic » 17 Dec 2016

Hi Alex,

Thank you for your explain, I am confusing about real time data and history data, it seems they are not same data, do you have an idea?

I still facing the problem of the time not sync between IB TSW's chart and Multicharts's chart, there may have few seconds different, how to fix it?

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Alex MultiCharts
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Re: how to make sure Multicharts.net sync with Interactive Brokers real time data

Postby Alex MultiCharts » 19 Dec 2016

joenetic wrote:Thank you for your explain, I am confusing about real time data and history data, it seems they are not same data, do you have an idea?

Please see my replies above.

joenetic wrote:I still facing the problem of the time not sync between IB TSW's chart and Multicharts's chart, there may have few seconds different, how to fix it?

As mentioned above, it is expected, especially f you are using Forex instruments, as in MultiCharts 10 for IB Forex instruments, if Trades selected you will have midpoints, updating once in 5 seconds. If you want it to work as it was in 9.1 version, select Ask for the chart.


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