Tick Charts

Questions about MCFX and MCFX Data Feed.
stepwise
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Tick Charts

Postby stepwise » 26 Jul 2006

One of the reasons I am trying you guys is for the data feed and tick charts specifically.

I am trying to load a tick chart with 2430 tick bars. Despite how far back I set the settings it won't go back beyond June 22/23.

Please tell me this is just a setting and not a limitation......

stepwise
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Postby stepwise » 26 Jul 2006

Also, it looks as though the tick bars "end" at 5pm EST. I need the tick charts to span across days and not have a closing time.

Right now I get a tiny tick bar from 4:59 to 5:00 pm - is there a setting to change this so tick bars are based on the number of ticks only and not based on time of day or session?

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Alex Kramer
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Postby Alex Kramer » 27 Jul 2006

The tick history depth is really limited to a months or so at this moment and you are not able to get more tick data because of this; it's a limitation caused by our new sever still being tested. Over the weekend we plan to get it online and some 3-4 years of tick history will be available.

As concerns the session issues, please indicate what version of MCFX are you using - we've seen a similar problem, maybe you need to update.

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Postby Guest » 27 Jul 2006

A) VERY HAPPY to hear about the tick data history - whew.

B) As for the version I am using: 1.0.565.690 (I am at work and cannot check the Help / About - so this number came from the properties of the exe).

C) Another question: I will be creating about 15 workspaces each with about 3-4 charts. Each chart will be going back about 100 bars or so. The charts would have tick bars of approximately 2400, 800, 250 and then another one that would be a Weekly chart.

My question is twofold.

1. Is all data downloaded everytime I open up a workspace - or is it stored locally and then only new data is updated?

2. Based on my configuration above, how much data (in terms of size) would I be downloading for each workspace?

I only ask because I need to guage my usage - not on high speed for another month or so.

Thanks!

stepwise
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Postby stepwise » 27 Jul 2006

Just to confirm - the above message was from me (stepwise) - I just hadn't logged in.

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Alex Kramer
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Postby Alex Kramer » 27 Jul 2006

1) Data is not cached locally
2) A million ticks is about a megabyte of data to download and processing it takes up about 100 megabytes of RAM - you can use those figures as a basis for calculation

Also, your version is not the latest - please download a newer one from

http://tssupport.com/products/mcfx/MCFXPro.exe

(now it's version 571.764) and see if the problem with sessions persists.

stepwise
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Postby stepwise » 27 Jul 2006

One thing I have to say is that I am REALLY IMPRESSED wiith your level of support.

THANK YOU!

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Stanley Miller
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Postby Stanley Miller » 27 Jul 2006

You are very welcome!

stepwise
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Postby stepwise » 27 Jul 2006

Ok, I have downloaded and installed the latest version (571.764).

However, I still get the session thing. Let me clarify what is happening.

Regardless of the ticks per bar - every day at 17:00 there is a 1 tick bar with only one price (No high, low, close, open) - just one price on it. And it is everyday at 17:00.

So, not sure what is happening - don't know if data is missing or if it just adds this 1 tick bar at 17:00 or what.

Thoughts?

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Stanley Miller
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Postby Stanley Miller » 28 Jul 2006

17:00 what time? Would you please post here the screenshot of the chart with that 1 tick bar? Thanks.

stepwise
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Postby stepwise » 28 Jul 2006

Not sure what you mean....

In a tick chart you can also see what the time is on each bar. Everytime 17:00 (5pm EST) rolls around the tick bar has only 1 tick on it.

I am at work and cannot send a screen shot till tonight.

However, if you open up a tick chart (say 500 ticks per bar), start going back over each bar looking at the time, H,L,C.O, etc. When you see the time getting around 17:00 (5pm EST) you will notice that there will be a bar of only 1 tick - i.e. just one price - no high, low, close or open info.

Not sure I can really show anything with a screen shot anyway - you would have to look really closely to see the 1 tick bar throughout the data series.

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Stanley Miller
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Postby Stanley Miller » 28 Jul 2006

The thing is that I don't see any 1 tick bars, at least on the history (see the attached screenshot). Do you experience this in real-time only?
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mcfx.gif
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stepwise
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Postby stepwise » 28 Jul 2006

Actually, it IS there on your screen shot. You see the vertical grid lines that separate the "sessions"?

That session break is exactly 17:00 (5pm EST) of each day.

If you left click on that grid line you will see information for that tick bar. That's why it looks like a gap between bars - when there should only be full length tick bars.

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Stanley Miller
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Postby Stanley Miller » 28 Jul 2006

The principle of sessions breaks is such that if at the time (17:00 in this case) there is no bar, the session break is set as a pseudo-bar. In other words it takes place as a bar but there is no bar in that location – I was somewhat puzzled by our mention of a single-tick bar, actually there is noting there.

stepwise
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Postby stepwise » 28 Jul 2006

Ah, ok...so I don't need to worry about this then?

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Stanley Miller
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Postby Stanley Miller » 28 Jul 2006

Don't worry 8)

stepwise
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Postby stepwise » 28 Jul 2006

Another couple of questions.

1. Is it possible to log onto MCFX without being connected to the Internet? Can't seem to do that.

2. To confirm the local caching of data - say I opened a chart and downloaded 500 bars (tick chart) and then closed MCFX. Then, if I open MCFX while NOT connected to the Internet - would that chart still be displayed with all the data that was previously downloaded - or would ALL the data have to downloaded again.

Basically, want to know if the local cache is for that session or if it is a file stored permanently.

Thanks!

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Stanley Miller
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Postby Stanley Miller » 28 Jul 2006

Speaking generally you can't use MCFX without being connected to the Internet.

stepwise
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Postby stepwise » 28 Jul 2006

That's fine.

But I am curious to know the caching mechanism.

I will have 3-4 tick charts (large ones) multiplied by 10 - 15 workspaces.

So, that is about 30 - 60 tick charts. Will each of these charts have to be reloaded from the server everytime I open MCFX? Or is the local cache for data stored on my PC and only data from the last update is downloaded?

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Stanley Miller
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Postby Stanley Miller » 28 Jul 2006

Presently MCFX does not cached data locally. We use a special data packing algorithm with which a million ticks of data takes up not over a megabyte, with a good Internet connection recreating even the charts like you have won’t take long.


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