Help with debugging erroneous tickdata

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Januson
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Help with debugging erroneous tickdata

Postby Januson » 20 Feb 2008

Hello

I'm experiencing a strange behaviour with tick data, it seems like realtime ticks is different from historical tick.

So... before I can come up with a more trustworthy topic I need some help with examining the tick data :idea:

Is there any way I can export the tickdata without contacting my realtime provider? I need to access the data behind the tick bars, without refetching it... How do I accomplish this task?


PS: I would be kinda frustrated if the only solution is to use a compression of 1 tick ;)

Kind regards
Janus

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RobotMan
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Postby RobotMan » 20 Feb 2008

Do a google search in the purebytes.com domain. Use keywords: Mark Brown eSignal. You'll find out more than you want to about realtime vs. historical ticks...

Have fun,
Bob Perry
Los Altos, CA

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Andrew Kirillov
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Re: Help with debugging erroneous tickdata

Postby Andrew Kirillov » 21 Feb 2008


Is there any way I can export the tickdata without contacting my realtime provider? I need to access the data behind the tick bars, without refetching it... How do I accomplish this task?
Januson,
MultiCharts is flexible in data handling so it could be easily done. You need to go to File->Preferences->Data server mode and select online or offline. "Offline" if you don't want to receive real-time data and "online" if you don't want to backfill history. Data Import/Export is available in QuoteManager.
Last edited by Andrew Kirillov on 21 Feb 2008, edited 1 time in total.

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Januson
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Postby Januson » 21 Feb 2008

Okay
That sounds promising :lol:


Andrew> Could you tell me how the compression is made if I only change comression for instance from 100 ticks to 150 ticks. - Does MC use cached data for this operation or does it refetch it the realtime provider?

Is it only when I press CTRL-R that it clears the cache?

Cheers
Janus

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Andrew Kirillov
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Postby Andrew Kirillov » 21 Feb 2008

Okay
That sounds promising :lol:


Andrew> Could you tell me how the compression is made if I only change comression for instance from 100 ticks to 150 ticks. - Does MC use cached data for this operation or does it refetch it the realtime provider?

Is it only when I press CTRL-R that it clears the cache?

Cheers
Janus
If data exists in the storage, MC gets the data from the local database and construct required resolution. On program close it saves the constructed data series to cache database. If there is a data hole the program takes data from data feed if you use it in on demand mode. If you press CTRL-R, the data will be requested by data feed.


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