Is there any way to filter bad or late ticks in the TWS data?
Thanks
MC.Net TWS tick filtering
- Henry MultiСharts
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Re: MC.Net TWS tick filtering
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.
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.
Re: MC.Net TWS tick filtering
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
Hello wzero,
Do you have these bad ticks on realtime or on historical data?
Do you have these bad ticks on realtime or on historical data?
- Henry MultiСharts
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Re: MC.Net TWS tick filtering
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.