Missing Days of Historical Data With IB as Datafeed  [SOLVED]

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eztraderjr
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Missing Days of Historical Data With IB as Datafeed

Postby eztraderjr » 01 Oct 2012

I just noticed on my daily charts that I have some daily data missing on the charts. I have a scanner and look through about 60 symbols during the day. I link to a 5 minute and daily chart. The 5 minute chart shows all the data, but the daily will have days missing at times. For instance, my GOOG 5 minute chart shows all data for today and Friday (28 Sep) but the daily does not have a daily 28 Sep bar. There is no blank space between the 27 Sep daily bar and the 1 Oct daily bar, so it is not readily apparent.

Is there a setting I have overlooked for IB which makes the system check for up to date data on the daily chart? Right now the only solution I can find is to go to the Quote Manager window and delete all the data and then reload. I really cannot do this with all the symbols I am monitoring.

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Henry MultiСharts
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Re: Missing Days of Historical Data With IB as Datafeed

Postby Henry MultiСharts » 01 Oct 2012

Hello Eztraderjr,

There are multiple reasons why bars can be missing:
1) Computer date/time/timezone were changed to incorrect one.
2) "Download missing historical data" was disabled in Multicharts->File tab->Preferences->Data server mode.
3) Session settings were wrong.

After the settings are properly adjusted the problem should be fixed with simple data reload (Ctrl+R).

eztraderjr
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Re: Missing Days of Historical Data With IB as Datafeed

Postby eztraderjr » 01 Oct 2012

Did a check and here is what I have found:

1) My date/time/timezone are set and have always been set to EST.
2) The download missing historical data was checked.
3) Session settings. Not sure on this. I have a few charts that are all linked via the scanner window. They are 5 min, daily, weekly and monthly charts. I never change the daily, so not from that. One thing that I would have to defer to you is if I try to look at longer term historical data than one year, I have to change the feed to free quotes. I will not be doing this any more and using the same link because I now have a separate workspace that only uses freequotes. So this brings up one question here:

Is the IB data and Free quotes data for daily kept separately or downloaded every time I select the equity after closing? Will this cause any issues?

Now, prior to Friday evening, I did at times change the feed to free quotes. This did not cause any issues with the daily chart, but the 5 minute chart would change to a 5 day chart. Could this possibly be the problem? Will I no longer have this issue any more since this will not happen again?

Two more points: first, the (Ctrl+R) does not do anything but bring up the edit data in Quotemanager. I do not see where a data reload is available. The edit data does not really help. When I select the missing days, they do not even show up. So I can either spend time looking for OHLC and volume, or delete all data and reload. Deleting all data seems to be easier. If the (Ctrl+R) has some other function I am missing to speed up this process, please let me know.

Second, when I have missing days of data, it is not apparent on the chart. On one chart I had a 9/26 daily bar next to today's 10/1 daily bar as it was forming. Just looking at the chart did not indicate any missing data. Can the tech team look at placing blank spaces where real data should be? Of course if they could do this, then I guess an automatic reload of the missing data should be possible as well. Anyhow, let me know if my multiple datafeeds is somehow causing this.

Thanks,

ez

Hello Eztraderjr,

There are multiple reasons why bars can be missing:
1) Computer date/time/timezone were changed to incorrect one.
2) "Download missing historical data" was disabled in Multicharts->File tab->Preferences->Data server mode.
3) Session settings were wrong.

After the settings are properly adjusted the problem should be fixed with simple data reload (Ctrl+R).

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Henry MultiСharts
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Re: Missing Days of Historical Data With IB as Datafeed  [SOLVED]

Postby Henry MultiСharts » 02 Oct 2012

Data for each instrument is kept separately. Your Free Quotes data will not be mixed up with IB data.
Once the data is downloaded from the data feed server - it is stored in the cache. When you close MultiCharts, QuoteManager and Portfolio Baktester-it is automatically saved to the local database.

You need to reload in MultiCharts, not in QuoteManager. You can hit Ctrl+R or go to View tab->Reload data.

eztraderjr
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Re: Missing Days of Historical Data With IB as Datafeed

Postby eztraderjr » 02 Oct 2012

Got it now Henry. Thanks.


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