One of the reasons I am trying you guys is for the data feed and tick charts specifically.
I am trying to load a tick chart with 2430 tick bars. Despite how far back I set the settings it won't go back beyond June 22/23.
Please tell me this is just a setting and not a limitation......
Tick Charts
Also, it looks as though the tick bars "end" at 5pm EST. I need the tick charts to span across days and not have a closing time.
Right now I get a tiny tick bar from 4:59 to 5:00 pm - is there a setting to change this so tick bars are based on the number of ticks only and not based on time of day or session?
Right now I get a tiny tick bar from 4:59 to 5:00 pm - is there a setting to change this so tick bars are based on the number of ticks only and not based on time of day or session?
- Alex Kramer
- Posts: 834
- Joined: 23 Feb 2006
The tick history depth is really limited to a months or so at this moment and you are not able to get more tick data because of this; it's a limitation caused by our new sever still being tested. Over the weekend we plan to get it online and some 3-4 years of tick history will be available.
As concerns the session issues, please indicate what version of MCFX are you using - we've seen a similar problem, maybe you need to update.
As concerns the session issues, please indicate what version of MCFX are you using - we've seen a similar problem, maybe you need to update.
A) VERY HAPPY to hear about the tick data history - whew.
B) As for the version I am using: 1.0.565.690 (I am at work and cannot check the Help / About - so this number came from the properties of the exe).
C) Another question: I will be creating about 15 workspaces each with about 3-4 charts. Each chart will be going back about 100 bars or so. The charts would have tick bars of approximately 2400, 800, 250 and then another one that would be a Weekly chart.
My question is twofold.
1. Is all data downloaded everytime I open up a workspace - or is it stored locally and then only new data is updated?
2. Based on my configuration above, how much data (in terms of size) would I be downloading for each workspace?
I only ask because I need to guage my usage - not on high speed for another month or so.
Thanks!
B) As for the version I am using: 1.0.565.690 (I am at work and cannot check the Help / About - so this number came from the properties of the exe).
C) Another question: I will be creating about 15 workspaces each with about 3-4 charts. Each chart will be going back about 100 bars or so. The charts would have tick bars of approximately 2400, 800, 250 and then another one that would be a Weekly chart.
My question is twofold.
1. Is all data downloaded everytime I open up a workspace - or is it stored locally and then only new data is updated?
2. Based on my configuration above, how much data (in terms of size) would I be downloading for each workspace?
I only ask because I need to guage my usage - not on high speed for another month or so.
Thanks!
- Alex Kramer
- Posts: 834
- Joined: 23 Feb 2006
1) Data is not cached locally
2) A million ticks is about a megabyte of data to download and processing it takes up about 100 megabytes of RAM - you can use those figures as a basis for calculation
Also, your version is not the latest - please download a newer one from
http://tssupport.com/products/mcfx/MCFXPro.exe
(now it's version 571.764) and see if the problem with sessions persists.
2) A million ticks is about a megabyte of data to download and processing it takes up about 100 megabytes of RAM - you can use those figures as a basis for calculation
Also, your version is not the latest - please download a newer one from
http://tssupport.com/products/mcfx/MCFXPro.exe
(now it's version 571.764) and see if the problem with sessions persists.
Ok, I have downloaded and installed the latest version (571.764).
However, I still get the session thing. Let me clarify what is happening.
Regardless of the ticks per bar - every day at 17:00 there is a 1 tick bar with only one price (No high, low, close, open) - just one price on it. And it is everyday at 17:00.
So, not sure what is happening - don't know if data is missing or if it just adds this 1 tick bar at 17:00 or what.
Thoughts?
However, I still get the session thing. Let me clarify what is happening.
Regardless of the ticks per bar - every day at 17:00 there is a 1 tick bar with only one price (No high, low, close, open) - just one price on it. And it is everyday at 17:00.
So, not sure what is happening - don't know if data is missing or if it just adds this 1 tick bar at 17:00 or what.
Thoughts?
- Stanley Miller
- Posts: 556
- Joined: 26 Jul 2005
- Has thanked: 3 times
Not sure what you mean....
In a tick chart you can also see what the time is on each bar. Everytime 17:00 (5pm EST) rolls around the tick bar has only 1 tick on it.
I am at work and cannot send a screen shot till tonight.
However, if you open up a tick chart (say 500 ticks per bar), start going back over each bar looking at the time, H,L,C.O, etc. When you see the time getting around 17:00 (5pm EST) you will notice that there will be a bar of only 1 tick - i.e. just one price - no high, low, close or open info.
Not sure I can really show anything with a screen shot anyway - you would have to look really closely to see the 1 tick bar throughout the data series.
In a tick chart you can also see what the time is on each bar. Everytime 17:00 (5pm EST) rolls around the tick bar has only 1 tick on it.
I am at work and cannot send a screen shot till tonight.
However, if you open up a tick chart (say 500 ticks per bar), start going back over each bar looking at the time, H,L,C.O, etc. When you see the time getting around 17:00 (5pm EST) you will notice that there will be a bar of only 1 tick - i.e. just one price - no high, low, close or open info.
Not sure I can really show anything with a screen shot anyway - you would have to look really closely to see the 1 tick bar throughout the data series.
- Stanley Miller
- Posts: 556
- Joined: 26 Jul 2005
- Has thanked: 3 times
The thing is that I don't see any 1 tick bars, at least on the history (see the attached screenshot). Do you experience this in real-time only?
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Actually, it IS there on your screen shot. You see the vertical grid lines that separate the "sessions"?
That session break is exactly 17:00 (5pm EST) of each day.
If you left click on that grid line you will see information for that tick bar. That's why it looks like a gap between bars - when there should only be full length tick bars.
That session break is exactly 17:00 (5pm EST) of each day.
If you left click on that grid line you will see information for that tick bar. That's why it looks like a gap between bars - when there should only be full length tick bars.
- Stanley Miller
- Posts: 556
- Joined: 26 Jul 2005
- Has thanked: 3 times
The principle of sessions breaks is such that if at the time (17:00 in this case) there is no bar, the session break is set as a pseudo-bar. In other words it takes place as a bar but there is no bar in that location – I was somewhat puzzled by our mention of a single-tick bar, actually there is noting there.
Another couple of questions.
1. Is it possible to log onto MCFX without being connected to the Internet? Can't seem to do that.
2. To confirm the local caching of data - say I opened a chart and downloaded 500 bars (tick chart) and then closed MCFX. Then, if I open MCFX while NOT connected to the Internet - would that chart still be displayed with all the data that was previously downloaded - or would ALL the data have to downloaded again.
Basically, want to know if the local cache is for that session or if it is a file stored permanently.
Thanks!
1. Is it possible to log onto MCFX without being connected to the Internet? Can't seem to do that.
2. To confirm the local caching of data - say I opened a chart and downloaded 500 bars (tick chart) and then closed MCFX. Then, if I open MCFX while NOT connected to the Internet - would that chart still be displayed with all the data that was previously downloaded - or would ALL the data have to downloaded again.
Basically, want to know if the local cache is for that session or if it is a file stored permanently.
Thanks!
- Stanley Miller
- Posts: 556
- Joined: 26 Jul 2005
- Has thanked: 3 times
That's fine.
But I am curious to know the caching mechanism.
I will have 3-4 tick charts (large ones) multiplied by 10 - 15 workspaces.
So, that is about 30 - 60 tick charts. Will each of these charts have to be reloaded from the server everytime I open MCFX? Or is the local cache for data stored on my PC and only data from the last update is downloaded?
But I am curious to know the caching mechanism.
I will have 3-4 tick charts (large ones) multiplied by 10 - 15 workspaces.
So, that is about 30 - 60 tick charts. Will each of these charts have to be reloaded from the server everytime I open MCFX? Or is the local cache for data stored on my PC and only data from the last update is downloaded?
- Stanley Miller
- Posts: 556
- Joined: 26 Jul 2005
- Has thanked: 3 times