Charts have one tick delay  [SOLVED]

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wzero
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Charts have one tick delay

Postby wzero » 30 Mar 2015

I noticed Multicharts charts always have one tick delay than the real time data. This is most obvious when the market is slow thus you can notice the one tick delay. I made a serial of screen shots to show this issue (see the attached png files). The test is made on multicharts.net 9 x64 use YM instrument. The DOM and Watchlist always has the latest trade price. The chart is a 1 Tick trade chart. The price of chart is different than DOM and Watchlist (1 tick delay!). However, if there were two ticks of same price, the chart will have the same price as DOM and Watchlist. Otherwise the price is different (one tick delay).
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wzero
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Re: Charts have one tick delay

Postby wzero » 30 Mar 2015

Screen shot B.
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wzero
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Re: Charts have one tick delay

Postby wzero » 30 Mar 2015

Screen shot C.
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Henry MultiСharts
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Re: Charts have one tick delay

Postby Henry MultiСharts » 31 Mar 2015

Hello wzero,

In order to study this behavior please provide additional information:
1) What exact version and build number of MultiCharts are you running? (in MultiCharts go to Help tab-> About)
2) If you are using Interactive Brokers data provider - what is the version of TWS and Java you are running ? (TWS Help tab->About)
3) Attach the workspace you are using;
4) Does the delay appear only when the market is slow?
5) Does it happen on all instruments?

wzero
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Re: Charts have one tick delay

Postby wzero » 31 Mar 2015

The test is done on multicharts.net.9.0.10362.400_release_x64_r4, IB data feed. It is the same problem on CQG data feed. I believe the issue exists on all instruments slow or fast market. But it is the most noticeable on slow market (If it's only 1 tick per second I can see the delay, if there are more than 10 ticks per seconds the delay is quickly overridden by next tick thus less noticeable).

wzero
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Re: Charts have one tick delay  [SOLVED]

Postby wzero » 31 Mar 2015

Hi Henry, I test again this issue today. It does not replicate. Perhaps because I noticed my PC real time clock has about 10 seconds ahead of the physical time so I did a time re-sync by the Internet Time Server... However it's not a surprise that all PC clocks have some inaccuracy.

chosenek
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Re: Charts have one tick delay

Postby chosenek » 01 Apr 2015

Hi wzero, I don't agree.

What else would you have use for synchronization except windows's clock? There is no other convenient way unfortunatelly.

EDIT:On the otherhand I dont see the need of synchronisation when requesting realtime data. It should basicaly work in a way "show me what you get". And the chart should be plotted using the tick data.


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