IB LSE, TSE stocks chart fake spike

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wzero
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IB LSE, TSE stocks chart fake spike

Postby wzero » 26 Nov 2017

There are possibly fake spikes for IB's TSE, LSE (SMART exchange) stocks on each loading of Multicharts.NET software. See the attacthed .png file.
9437.png
9437.png (18.96 KiB) Viewed 288 times

The fake spikes only happen on Multicharts.Net loading when the market is open. It may also possibly happen when the realtime data feed connection is broken and reconnected when market is open. This issue can only be repliated when the Japan or Europe stock market is open. US Stocks don't have this issue.
I have the "Generate a new tick if Total volume changes" option cheked. If this option is unchecked there would be more spikes any time even not only on loadings. My guess is the "Generate a new tick if Total volume changes" option does not work well on loadings or data reconnections.
My software version is MultiCharts.NET.11.0.15391.400_Release_x64_R4, but it's not new for this version.

wzero
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Re: IB LSE, TSE stocks chart fake spike

Postby wzero » 27 Nov 2017

It's the same issue for Euronext stocks.
fp.png
fp.png (21.39 KiB) Viewed 284 times

eunos64
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Re: IB LSE, TSE stocks chart fake spike

Postby eunos64 » 04 Dec 2017

Hello, wzero.

I'm trading TSEJ CFDs usually using same as your setting.
IBSJ as trading and data provider not IBLLC, MC.Net64 ver.11 R4.

It may also possibly happen when the realtime data feed connection is broken and reconnected when market is open.


I think this is because of IB server downtime for maintenance.
But I was so annoyed by this issue that makes price spike and takes a so long time for recovering connection that was 5 to 10 minutes !! in trading hour.
So I changed two settings below :
1.Only one broker profile IBSJ to use. I was connecting two broker profile IBSJ and IBLLC simultaneously to single MC client.
2.Changed IB server US to Hong Kong. Default setting server is set to US server, I suppose.
I don't know exactly which one made an effect, but these solved almost my problem. Still in there "Market data connection is broken." warning message is shown everyday around 13 to 14 o'clock JST. :mrgreen:

I may hope this help you.

By the way ,
How to show 9437j 1 minute chart with MC ?
I suppose 9437j means NTT Docomo CFD TSEJ.
I cannot show minutes chart of CFDs TSEJ, so I'm using symbol mapping function to show CFDs chart like this 9437 STOCK TSEJ to 9437j CFD SMART.

wzero
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Re: IB LSE, TSE stocks chart fake spike

Postby wzero » 04 Dec 2017

Yes, IB data server has fixed down time for maintenance everyday. But my issue is not caused by IB server downtime.
eunos64, if you can't see TSEJ CFD chart and you have already run the latest MC.NET, I guess you should subscribe to both TSEJ and Japan Chi-X exchange data.

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Svetlana MultiCharts
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Re: IB LSE, TSE stocks chart fake spike

Postby Svetlana MultiCharts » 22 Dec 2017

Hello, wzero

IB reported us they have fixed a similar issue on their end (on server side). Please let us know if it is still reproduced on your side.

wzero
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Re: IB LSE, TSE stocks chart fake spike

Postby wzero » 22 Dec 2017

I have tested the spike issue is still there. This can be replicated by restart Multicharts when the market is open.

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Svetlana MultiCharts
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Re: IB LSE, TSE stocks chart fake spike

Postby Svetlana MultiCharts » 27 Dec 2017

wzero,

We were unable to replicate this behavior on our end. In order to continue the analysis of IB fake spikes issue, we need you to reproduce the issue on your side with extended logging.

Here’re the steps for enabling the extended logging:
• Close MultiCharts and all of its processes:
https://www.multicharts.com/trading-software/index.php/MultiCharts_Processes
• Go to: C:\Program Files\TS Support\MultiCharts.NET64\bin_logs
• Copy “Shaper.dll” and paste it into the folder where MultiCharts.NET is installed (C:\Program Files\TS Support\MultiCharts.NET64) replacing the existing file.
• Copy “tsIBDataFeed.dll” file from “bin_logs\datafeeds\” folder and paste it into “Datafeeds” folder, where MultiCharts.NET is installed (C:\Program Files\TS Support\MultiCharts.NET64\Datafeeds) replacing the existing file.

Then please reproduce the issue in MultiCharts with a single chart open.
Before you start, please, make sure that when you open MultiCharts no workspaces are opened automatically. To do that go to
File->Preferences->Workspaces and disable the “Open Workspaces on Start” checkbox.
• Build only 1 chart for 9437 symbol from Interactive Brokers, 1-minute resolution, 1 day back data range.
• Make a short video demonstrating how the issue is reproduced.
• Collect the Logs via Help -> Feedback, enabling all available checkboxes, and specify the time when the issue happened.
• Send us the logs and video to support@multicharts.com.

When you are done with this test, remember to disable Extended logging, otherwise it will lower the performance of your MultiCharts. You can replace the Shaper.dll with the one from the “bin_pure” folder and tsIBDataFeed.dll with the one from “bin_pure\datafeeds” folder, same way as described above, or simply Repair MultiCharts.Net from the Control Panel to remove the extended logging.


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