Different price on different time charts

Questions about MCFX and MCFX Data Feed.
sjbuckman
Posts: 2
Joined: 17 Mar 2007

Different price on different time charts

Postby sjbuckman » 17 Mar 2007

I've just recently downloaded MCFX Pro. I went to study my charts this weekend and found that the displayed price was vastly different on the hrly chart than on the daily chart. How is this possible?

yosnappyj
Posts: 112
Joined: 14 Feb 2007

Re: Different price on different time charts

Postby yosnappyj » 18 Mar 2007

I've just recently downloaded MCFX Pro. I went to study my charts this weekend and found that the displayed price was vastly different on the hrly chart than on the daily chart. How is this possible?
The most recent bar on the daily chart is often in error. I don't know why - perhaps the tech staff can explain.

If you compile a 24 hour chart that should tally with your 1 hour data.

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Kate
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Joined: 08 Dec 2006

Re: Different price on different time charts

Postby Kate » 19 Mar 2007

I went to study my charts this weekend and found that the displayed price was vastly different on the hrly chart than on the daily chart.


Sjbuckman,

Could you post a screenshot showing different prices on hour and daily charts?

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Kate
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Joined: 08 Dec 2006

Re: Different price on different time charts

Postby Kate » 19 Mar 2007


The most recent bar on the daily chart is often in error. I don't know why - perhaps the tech staff can explain.
James,

Could you post a screenshot too? Hour and daily charts are created from tick data and should coincide and so our developers are interested to analyze this situation.

yosnappyj
Posts: 112
Joined: 14 Feb 2007

Re: Different price on different time charts

Postby yosnappyj » 19 Mar 2007

Could you post a screenshot too? Hour and daily charts are created from tick data and should coincide and so our developers are interested to analyze this situation.
I will next time I notice a discrepancy, though I've been using 24h charts rather than daily charts lately.

yosnappyj
Posts: 112
Joined: 14 Feb 2007

Re: Different price on different time charts

Postby yosnappyj » 08 Apr 2007

Could you post a screenshot too? Hour and daily charts are created from tick data and should coincide and so our developers are interested to analyze this situation.
Ok, here are some screenshots from this weekend, before and after market open on Sunday night, European time (GMT+2).

These are from port 8000 - I haven't tried other ports.

The first image (mcfxdiscrepancies1.png) was taken shortly before the market reopened. Friday's daily bar is missing, and this is reflected on the weekly chart, which shows a weekly close at 19706 (Thursdays close).

(mcfxdiscrepancies2.png) is just after the market reopens. The daily bar has picked up the current price, but Friday's bar is still missing, and the weekly chart isn't updating.

(mcfxdiscrepancies3.png) is after reloading the daily and weekly charts. Friday's bar is now displayed correctly, but the weekly bar isn't updating, and now shows Friday's daily bar close (19644), which is 2 pips away from Friday's 24-hour bar close (19646).

(mcfxdiscrepancies4.png) is after midnight local time, 2200GMT. A new weekly bar has opened, and all charts are now showing the correct price.

It seems possible that the price difference "sjbuckman" noticed was a missing Friday bar.
Attachments
MCFX Grabs.rar
(305.57 KiB) Downloaded 218 times

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Kate
Posts: 758
Joined: 08 Dec 2006

Postby Kate » 10 Apr 2007

James,

Thank you for these screenshots. We are preparing a new version and hope it will fix this problem as well. In the meantime we will monitor this problem and try to reproduce it here (so far we cannot reproduce it, all charts show correct time).

yosnappyj
Posts: 112
Joined: 14 Feb 2007

Postby yosnappyj » 11 Apr 2007

We are preparing a new version and hope it will fix this problem as well. In the meantime we will monitor this problem and try to reproduce it here (so far we cannot reproduce it, all charts show correct time).
My hunch is that this particular glitch is to do with the way your servers handle the Friday close, so it may be that this effect won't show up again until the weekend.

yosnappyj
Posts: 112
Joined: 14 Feb 2007

Postby yosnappyj » 13 May 2007

My hunch is that this particular glitch is to do with the way your servers handle the Friday close, so it may be that this effect won't show up again until the weekend.
Here's another example of the same behaviour. Friday's candle has disappeared from the daily chart, which puts the weekly candle (and all n-day charts) out of whack. Other pairs (GBPJPY, EURJPY, EURUSD) were showing the same problem.
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GBPUSD.png
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yosnappyj
Posts: 112
Joined: 14 Feb 2007

Postby yosnappyj » 09 Jun 2007

My hunch is that this particular glitch is to do with the way your servers handle the Friday close, so it may be that this effect won't show up again until the weekend.
Once again, the same effect. Friday's daily bar is missing from all the pairs I've looked at today: GBPUSD, EURUSD, GBPJPY, EURJPY, AUDUSD, EURAUD, CADJPY... so all the daily, n-day, and weekly charts are in error.

I've attached another GBPUSD screen grab.

While it's a relief that this doesn't happen during the trading week, it's a big problem for anyone looking at the long term charts at the weekend.
Attachments
GBPUSD a.png
(77.2 KiB) Downloaded 796 times


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