Does anyone have missing data problem with Zen-Fire data ?

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FHTrader
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Joined: 24 Feb 2010

Does anyone have missing data problem with Zen-Fire data ?

Postby FHTrader » 21 Mar 2010

Hi,

I am just wondering if it’s just me or this also happens to others, who uses Zen-Fire for data source.

I am using Multicharts version 6.0 beta (build 3081).

I have 3 problems and hopefully someone can help.

1) Everytime when I started the Multicharts or when the Multicharts crashed. There would be few hours of data missing on my charts USING MINUTE for Resolution.

For example, I started a new chart using 15 minutes for Resolution and the historical data stopped at 4:55am then then next bar is 6:55am. So I have data before 4:55 and after 6:55. It’s the data between 4:55 and 6:55 that is missing.

This problem does not happen when I use Point or Change for Resolution, it only happen with Minutes charts.

I also checked and found out that NT platform’s 15 minutes chart has no missing data, on any date, using the same Zen-Fire data.

2) Also , may I ask if anyone knows the Setting Details and session to use for GCJ0 (Gold) and Silver(SIK0) and EC
Someone posted the following in the forum but nothing on the gold , silver and EC.

..............Pricescale.........MinM.......BPV
FDAX.......1/10................5...........25
FGBL........1/100..............1...........1000
ER2..........1/10...............1...........100
ES............1/100..............25..........50

3) Finally , can I get continous contract symbol for GC, SI and EC to work with Multicahrts and NT/Zen-Fire data.

Thanks for any help.

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Bruce DeVault
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Re: Does anyone have missing data problem with Zen-Fire data

Postby Bruce DeVault » 21 Mar 2010

This problem does not happen when I use Point or Change for Resolution, it only happen with Minutes charts.

I also checked and found out that NT platform’s 15 minutes chart has no missing data, on any date, using the same Zen-Fire data.
Just a couple of quick notes on this - point or change charts are likely only constructed from tick data not minute data, and this may explain the difference you are observing.

Also, historical back fill for NT when connected to Zen-Fire live feed comes from NT's own servers, so it would work differently than MultiCharts.

FHTrader
Posts: 38
Joined: 24 Feb 2010

Postby FHTrader » 22 Mar 2010

Hi Bruce,

Thanks for your kind reply.

Now I underderstand why the difference.

Your info is greatly appreciated.

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Bruce DeVault
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Postby Bruce DeVault » 22 Mar 2010

You are welcome - good luck to you!

FHTrader
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Joined: 24 Feb 2010

Postby FHTrader » 26 Mar 2010

For those that have the same problem as mine. I have solved the problem.
Just use Second for Resolution and it Works! I have double checked my 900 second, for 15 minute chart, with NT chart and it matched.

I just want to post this; so for those who trade on minutes chart and experienced the same problem can trade without missing data.

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Bruce DeVault
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Postby Bruce DeVault » 26 Mar 2010

Interesting that it turns out minute data was less reliable. Thanks for posting this observation. Would be interesting to hear from TSS or anyone who can tell more about how/why this turns out to be the case.

FHTrader
Posts: 38
Joined: 24 Feb 2010

Postby FHTrader » 26 Mar 2010

Bruce, You are very welcome.
Glad that I can contribute something. :D

I agreed with you. It'd be interesting to find out why it worked on chart using Second for resoultion and not working on Minute chart. After all they should be the same. 60 second = 1 minute.

Fortunately, I did not subscribe to another data provider because of this missing data problem.


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