Trying to Use Market Scanner with Free End of Day Quotes  [SOLVED]

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irishkev
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Trying to Use Market Scanner with Free End of Day Quotes

Postby irishkev » 20 May 2012

Hello,

I'm trying to do a simple scanner window with free, end of day quotes. It seems to load the data and indicators work, but there's no price or volume, etc. information displaying.

I've spent an hour fiddling around with the quote manager, but nothing I've tried works.

I can't imagine that something this basic could be a bug, so I think I must be doing something wrong.

Screenshot attached. This is Version 7.4 (Build 4953).

Thanks,
Kevin
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TJ
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Re: Trying to Use Market Scanner with Free End of Day Quotes

Postby TJ » 21 May 2012

irishkev wrote:Hello,

I'm trying to do a simple scanner window with free, end of day quotes. It seems to load the data and indicators work, but there's no price or volume, etc. information displaying.

I've spent an hour fiddling around with the quote manager, but nothing I've tried works.

I can't imagine that something this basic could be a bug, so I think I must be doing something wrong.

Screenshot attached. This is Version 7.4 (Build 4953).

Thanks,
Kevin


have you checked the wiki?

The full name of this feature is called Real-Time Market Scanner

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Henry MultiСharts
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Re: Trying to Use Market Scanner with Free End of Day Quotes

Postby Henry MultiСharts » 21 May 2012

irishkev wrote:Hello,
I'm trying to do a simple scanner window with free, end of day quotes. It seems to load the data and indicators work, but there's no price or volume, etc. information displaying.
I've spent an hour fiddling around with the quote manager, but nothing I've tried works.
I can't imagine that something this basic could be a bug, so I think I must be doing something wrong.
Screenshot attached. This is Version 7.4 (Build 4953).

Thanks,
Kevin

Hello Kevin,

The information to populate these fields in the scanner window is not provided by the FreeQuotes data feed. You need to use any of the supported real-time data providers to get this information.

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Re: Trying to Use Market Scanner with Free End of Day Quotes

Postby irishkev » 21 May 2012

The information to populate these fields in the scanner window is not provided by the FreeQuotes data feed.


Actually, some of the data is provided. The free data gives us open, high, low, close and volume, none of which is displayed on the radar screen. I turned off the built in fields and wrote custom indicators to display these free data. It works well... with these additions I made.

I don't know why the program doesn't do this, since the (OHLCV) data is there.

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Henry MultiСharts
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Re: Trying to Use Market Scanner with Free End of Day Quotes

Postby Henry MultiСharts » 21 May 2012

irishkev wrote:
The information to populate these fields in the scanner window is not provided by the FreeQuotes data feed.


Actually, some of the data is provided. The free data gives us open, high, low, close and volume, none of which is displayed on the radar screen. I turned off the built in fields and wrote custom indicators to display these free data. It works well... with these additions I made.

I don't know why the program doesn't do this, since the (OHLCV) data is there.

As far as I understand you are referring to the last OHLC of the bar.
While scanner window requests the current real-time OHLC bar values supplied in the chart status line which are not provided by the FreeQuotes.

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Re: Trying to Use Market Scanner with Free End of Day Quotes

Postby ericvp » 24 May 2012

Hi Henry,

I'm trying to do something similar with the Sanner, and am trying to figure out the best way to approach the effort. I found this thread, and had a follow-up question...

Like irishkev, I'd like to use a combination of End of Day and real-time data within the Scanner. I completely understand the need for a separate (paid) data provider for the real-time information. But, I am confused by what seems to be a conflict between your response to irishkev, and the Real-Time Market Scanner documentation and wiki entries, which say the Scanner has "Ability to handle both real-time and end-of-day data".

I'd like to use some End of Day data, going back say 250 trading days, combined with real-time (last tick bid and ask data from my paid data provider). I haven't been able to find any documentation, or examples of this being done in my searches of the wiki, the documentation, the discussion forum, or external resources. Can you point me to any examples?

Or, when the documentation says "Ability to handle BOTH real-time AND end-of-day data" does it really mean "Ability to handle EITHER real-time OR end-of-day data" (and not both simultaneously)?

Thanks,
Eric

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Henry MultiСharts
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Re: Trying to Use Market Scanner with Free End of Day Quotes  [SOLVED]

Postby Henry MultiСharts » 24 May 2012

ericvp wrote:Hi Henry,

I'm trying to do something similar with the Sanner, and am trying to figure out the best way to approach the effort. I found this thread, and had a follow-up question...

Like irishkev, I'd like to use a combination of End of Day and real-time data within the Scanner. I completely understand the need for a separate (paid) data provider for the real-time information. But, I am confused by what seems to be a conflict between your response to irishkev, and the Real-Time Market Scanner documentation and wiki entries, which say the Scanner has "Ability to handle both real-time and end-of-day data".

I'd like to use some End of Day data, going back say 250 trading days, combined with real-time (last tick bid and ask data from my paid data provider). I haven't been able to find any documentation, or examples of this being done in my searches of the wiki, the documentation, the discussion forum, or external resources. Can you point me to any examples?

Or, when the documentation says "Ability to handle BOTH real-time AND end-of-day data" does it really mean "Ability to handle EITHER real-time OR end-of-day data" (and not both simultaneously)?

Thanks,
Eric


Hello Eric,

Real time market scanner is able to handle both real-time and end-of-day data.
If you want to merge them into a single data series - you just need to import the historical data into your realtime data feed instrument and use this instrument in the scanner.
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Re: Trying to Use Market Scanner with Free End of Day Quotes

Postby ericvp » 24 May 2012

Thanks Henry. I'll try this approach.

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Re: Trying to Use Market Scanner with Free End of Day Quotes

Postby ericvp » 29 May 2012

Hi Henry,

This looks to have worked smoothly when I did it with a single security, following the process outlined in the "Merge historical and real-time data" tutorial video. But I have hundreds of symbols (I am using this within a scanner) that I would like to merge, and my historic ASCII data set changes once per day. Is there a way I can do this with lists of instruments, instead of one at a time?

Thanks,
Eric

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Re: Trying to Use Market Scanner with Free End of Day Quotes

Postby Henry MultiСharts » 30 May 2012

ericvp wrote:Hi Henry,

This looks to have worked smoothly when I did it with a single security, following the process outlined in the "Merge historical and real-time data" tutorial video. But I have hundreds of symbols (I am using this within a scanner) that I would like to merge, and my historic ASCII data set changes once per day. Is there a way I can do this with lists of instruments, instead of one at a time?

Thanks,
Eric

Merging feature should be setup for each chart individually. Merging is not available in the scanner. This is not what I have suggested.

If you want to combine your historical data and real time data into a single data series - you just need to import the historical data into your realtime data feed instrument and use this instrument in the scanner.

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Re: Trying to Use Market Scanner with Free End of Day Quotes

Postby eztraderjr » 03 Sep 2012

I have a similar question to ericvp and wanted to follow up. I am currently on a trial and have spent many hours familiarizing and setting up my trading environment in MC; however, I also came across the IB one year limitations on the charting and looked to the merge function to assist. This seems to work (but still have to check in real time), but I then ran into issues with the Market Scanner. I am trading mostly stocks which means that I am looking at over a hundred equities each day and on many days am adding equities on the fly. If I had a fixed number of instruments allowed by only futures or forex trading, then this would be easy to import data ahead of time. I use the Scanner like a quote screen and link this with charts to determine the viability of a transaction. I not only look at intraday moves, but also use this to run through charts at the end of the day. So basically what I would like is a Scanner that lets me add symbols on the fly and can show the realtime data. I also want to use this same Scanner to look through historical data on stocks; however, when I try to do this, the historical information (beyond the one year of IB) is not there.

I basically just want to verify that the only way to have realtime with more than a year of historical data (using only IB) is to import the historical data one by one to the symbols. I do understand that adding a different data feed would also fix this limitation, but I am looking to keep only IB at this point. If there is no other solution, then I will have to abandon all of my previous work and look for another vendor who can feed both historical and IB real time data from separate feeds (I used another vendor that could do this previously, but their platform did not lend itself to trading equities since their quote window was not very robust). Thank you.

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Re: Trying to Use Market Scanner with Free End of Day Quotes

Postby Henry MultiСharts » 05 Sep 2012

Hello Eztraderjr,
eztraderjr wrote:I basically just want to verify that the only way to have realtime with more than a year of historical data (using only IB) is to import the historical data one by one to the symbols. I do understand that adding a different data feed would also fix this limitation, but I am looking to keep only IB at this point.

Yes, that is correct. You can import historical data into IB instrument or change the data vendor.

That is also possible to purchase extension for the amount of provided historical data directly from IB. If you have such IB account with extension-let us know and we will send you the updater to enable extended historical data functionality in MultiCharts.

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Re: Trying to Use Market Scanner with Free End of Day Quotes

Postby TonyB » 17 Jan 2013

Not sure if it merits a new thread start, so I'll post here in this related thread...

Do these free quote providers (Yahoo! & Google) also provide EOD market data, in addition to equity data?

- Looking for popular things like:

- Number of daily 52-week highs / lows for the NYSE and NASDAQ

- Number of daily advancing / declining issues for the NYSE and NASDAQ

- Number of daily NYSE and NASDAQ stocks trading above 50 day moving average

- Equity put / call ratios (I'm guessing this won't be available)

I see of course that Yahoo! has the first two here, but I don't know if the data provided, that one would pump into MC contains such:

http://finance.yahoo.com/advances

Thank you.

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Re: Trying to Use Market Scanner with Free End of Day Quotes

Postby Henry MultiСharts » 22 Jan 2013

Hello TonyB,

Only the following fields are provided by Free Quote providers and can be accessed in MultiCharts:
Date, Open, High, Low, Close, Volume.

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Re: Trying to Use Market Scanner with Free End of Day Quotes

Postby TonyB » 22 Jan 2013

Henry, thanks for the follow-up. Was hoping they might include some market data too, as see on the website, but apparently not.

I've got TS now, so all should be ok in that respect (equity market data). Thanks again.


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