From my observations, Multicharts overwrites Interactive Brokers real-time data when "download missing historical data" is on. Support has asked me to open a ticket in the PM group. Please vote for this item because:
1. From my tests, the real-time data and the backfill data back test differently.
2. It creates in my opinion needless backfills that lead to pacing violations.
3. I believe keeping the real-time data is the industry practice. I can provide other vendor's charts to show that.
http://www.multicharts.com/pm/viewissue ... _no=MC-763
Background:
MultiCharts Support responce:
IB datafeed does not provide realtime minute data.
In MultiCharts realtime minutes are built from ticks.
They are not saved to the database because the bar can be different from the actual historical minute bar.
But IB provides historical minute data.
So MultiCharts requests the minute data from IB server next time you request this information.
That is why the exported data is slightly different.
Export1 is realtime data built from ticks.
Export2 is the historical minute data from IB server.
Saving real-time data
- TJ
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Re: Saving real-time data
one simple question...From my observations, Multicharts overwrites Interactive Brokers real-time data when "download missing historical data" is on. Support has asked me to open a ticket in the PM group. Please vote for this item because:
1. From my tests, the real-time data and the backfill data back test differently.
2. It creates in my opinion needless backfills that lead to pacing violations.
3. I believe keeping the real-time data is the industry practice. I can provide other vendor's charts to show that.
....
say, your computer's clock is 1 second fast...
you have received the following real time data
your clock (real time data)
10:00 price 1205.00
10:01 price 1206.00
exchange clock
10:00 price 1206.00
10:01 price 1207.00
What time/prices you would like to have in your database?
note:
Multicharts overwrites Interactive Brokers real-time data with Interactive Brokers "historic" data.