Backfill data question

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evdl
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Backfill data question

Postby evdl » 15 Jun 2012

I use quotemanager to collect data of multiple symbols. I checked all the options (in the fields to collect window) like tick data, ask/bid/ trade etc.

When MC needs to be closed during the day, due to error or whatever situation. There will be gaps in the data. The only data that will be backfilled is the data you have on a chart. So if you have a minute data chart. It will backfill the minute data chart (and also the min. data in quotemanager).

But the tick data or any other data that is not on the chart, will not be backfilled. Is there a way to get quotemanager to backfill all the selected data (in the fields to collect window) when you have closed MC for let's say 5 minutes due to an error. Without making charts of every data type you want. (this will need to many charts I think)

The broker (IB) is capable of backfilling all historical data in case of a short gap due to problems with mc or your pc or data connection.

arjfca
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Re: Backfill data question

Postby arjfca » 15 Jun 2012

Hello

Did you check IB historical data limitation?

http://www.interactivebrokers.com/php/a ... ations.htm

As far as I know, IB does not provide tick historical. Lower you can go is 1 minutes. If you want more flexibility, you may need to buy your data from a provider. I'm using IB and for sure, as soon as I'm more profitable, I will pay for this service

Good luck

Martin

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Re: Backfill data question

Postby NW27 » 15 Jun 2012

I used IB for futures trading and data.
Provided the data your seeking is in the current futures contract, it will backfill the tick data as well.
The trick to getting this is to change the chart from say a 5min chart to a 5 tick chart. or any tick size for that matter.
This then downloads missing tick data. the same goes for daily bars.
Neil
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evdl
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Re: Backfill data question

Postby evdl » 15 Jun 2012

Under 30 minutes, the tickdata is backfilled. So in case of a short interuption it is possible go backfill any gap.

It can be done with making a chart of every symbol with ask, trade, bid, min. So you need at least 4 charts for every symbol. I have about 30 symbols that I follow.

It would be great if there would be a option in quotemanager that lets you backfill data, within the limitations of the datafeed. Now it records only realtime, which will lead to gaps, in case of small interruptions due to restarting mc.

New feature request perhaps?
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Henry MultiСharts
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Re: Backfill data question

Postby Henry MultiСharts » 15 Jun 2012

evdl wrote:Under 30 minutes, the tickdata is backfilled. So in case of a short interuption it is possible go backfill any gap.

It can be done with making a chart of every symbol with ask, trade, bid, min. So you need at least 4 charts for every symbol. I have about 30 symbols that I follow.

It would be great if there would be a option in quotemanager that lets you backfill data, within the limitations of the datafeed. Now it records only realtime, which will lead to gaps, in case of small interruptions due to restarting mc.

New feature request perhaps?

Hello Evdl,

The nature and main purpose of "Collect RealTime data without plotting" is to collect real time data from the moment this option is enabled. Your request is a separate feature. You can create a feature request in PM for it.

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Re: Backfill data question

Postby JoshM » 16 Jun 2012

evdl wrote:It can be done with making a chart of every symbol with ask, trade, bid, min. So you need at least 4 charts for every symbol. I have about 30 symbols that I follow.

It would be great if there would be a option in quotemanager that lets you backfill data, within the limitations of the datafeed. Now it records only realtime, which will lead to gaps, in case of small interruptions due to restarting mc.

New feature request perhaps?

Such a new feature is quite welcome. As a workaround, you can make a workspace with all the symbols and data types (bid, ask, trade) you want to collect, and open this workspace periodically (say once a month) to download the historical data from the IB servers (which contain bid, ask, and expired contracts, up till a year ago). For me that works well for the symbols I don't plot but do want to collect historical data on.

evdl
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Re: Backfill data question

Postby evdl » 18 Jun 2012

Thanks JoshM for the suggestion. I can make a workspace with bid, ask, tick charts of every symbol. And only open this when I need to restart MC for whatever reason. For the tickdata you should open this workaround workspace within 30 minutes of the restarting of MC. Otherwise IB (in my case) will not backfill all the data. This can work in the meantime.

But I also made a feature request. Feel free to support this request if you also want this feature in MC.

http://www.multicharts.com/pm/viewissue.php?issue_no=MC-1017

Thanks!
Edwin
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Re: Backfill data question

Postby arjfca » 18 Jun 2012

evdl wrote:Thanks JoshM for the suggestion. I can make a workspace with bid, ask, tick charts of every symbol. And only open this when I need to restart MC for whatever reason. For the tickdata you should open this workaround workspace within 30 minutes of the restarting of MC. Otherwise IB (in my case) will not backfill all the data. This can work in the meantime.

But I also made a feature request. Feel free to support this request if you also want this feature in MC.

http://www.multicharts.com/pm/viewissue.php?issue_no=MC-1017

Thanks!
Edwin

Did vote for your request
MT :)
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