Huge Volume spikes using MBtrading Data.

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scarecrow
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Huge Volume spikes using MBtrading Data.

Postby scarecrow » 01 Nov 2012

I'm getting huge Volume spikes on ES using mbtrading with MC8.
MBTrading Desktop does not show these spikes either... I also don't see
anything unusual when checking data under "edit data" in quote manager. The spikes are killing all
my volume based studies I'm writing.
any help please.
I'll attach screen shots showing spikes at 4:53 and 6:32 a.m. on MC and the same chart from
MBTrading Desktop pro.
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Capture MC Vol.PNG
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Re: Huge Volume spikes using MBtrading Data.

Postby scarecrow » 01 Nov 2012

I'm getting the same spikes on YM around the same times on random days...
??? 11:00 p.m., 4:53 a.m. and 6:32 a.m.
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Re: Huge Volume spikes using MBtrading Data.

Postby Andrew MultiCharts » 02 Nov 2012

Hello scarecrow,

1. Please check your exact build number of MultiCharts (Help -> About MultiCharts) and verson of MB Trading software and let us know.
2. Was the data collected in real-time or it was historical backfill from MBT servers?
3. If you try to reload the chart (CTRL+R), will the spike go away? (make sure that in File -> preferences -> Data Server Mode -> "download missing historical data" is checked)
4. On the YM chart i can see the resolution is 1 minute. What about the other chart in MC? Does it happen only on minute-based resolution, or on tick- and daily-based resolutions too?

If after reloading the chart you still can see the spikes, please make one more screenshot of the chart in MC, its settings (right-click on the chart -> Format Instruments... -> Settings tab) and respective chart in MB Trading software + zip and attach your MultiCharts logs.

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Re: Huge Volume spikes using MBtrading Data.

Postby scarecrow » 02 Nov 2012

Hi Andrew, thank for the reply...
what I've found.
1. i have Multicharts 8.0 build 5622. and MBT desktop pro 2.1.0.59 which must have updated at some point that i can't recall. I should be using MbtDesktopPro_2.0.0.60_11.8.0.44_20111207_release. correct???
2. The data was collected real time.
3. yes. if i reload, the spike goes away. but i had to delete collected data from my quote manager.
yes. "download missing historical data" is checked
4. It happened on all resolutions

I'm going to reinstall desktop pro 2.0.0.60 and see if that works. I still use MBT Desktop pro so Its probably that. An oversight on my part. please let me know what Desktop pro should be used with MC8

Thanks Andrew

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Re: Huge Volume spikes using MBtrading Data.

Postby Andrew MultiCharts » 05 Nov 2012

We always recommend our users to have current release version of MB Trading software. In your case you can check the Pro version number on their site.
if the issue still persists after you update MBT Desktop Pro, please let me know.

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Re: Huge Volume spikes using MBtrading Data.

Postby scarecrow » 05 Nov 2012

Ok, I'm going to go ahead and update... I'll keep you posted.




-Mark

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Re: Huge Volume spikes using MBtrading Data.

Postby scarecrow » 06 Nov 2012

Got the Volume spikes again today. around the same time.
I took a couple screen shots of MC then shut it down to take screen shots of Desktop Pro.
Then when i got back to MC the volume spikes were gone and I notice that some other VIX data I had up changed too. It seems as though it is happening with real-time data. Although when this was happening before the volume spikes never went away with a simple restart of MC. instead i would have to reload the data to take care of the spikes. ???
I updated to the latest version of desktop pro and running MC8 build 5622
were should i send the zipped logs?
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Re: Huge Volume spikes using MBtrading Data.

Postby Andrew MultiCharts » 08 Nov 2012

Is it demo or live account?

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Re: Huge Volume spikes using MBtrading Data.

Postby scarecrow » 08 Nov 2012

It's a live account. I found something interesting on spy too... the last 2 days were waaaay off on MB desktop pro and subsequently MC as well. During today, at some point, the MBT data corrected itself when i checked Desktop pro. With a reload on MC, the data came back correct also. I'm starting to believe that real-time MBT data is not very good and that they refreshes/adjust it periodically.
p.s. i do not run both programs at the same time fwiw...
here is a pic of the discrepancies with spy before a MC reload. keep in mind both Desktop pro and MC had the same looking chart until today...
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Re: Huge Volume spikes using MBtrading Data.

Postby Andrew MultiCharts » 15 Nov 2012

1. Close MultiCharts.
2. Find the registry key: UseLastSizeForTicks (the path to the key: HKEY_CURRENT_USER\Software\TS Support\MultiCharts64\Datafeeds\tsMBDataFeed)
3. Change its value to 1.
4. Restart MultiCharts and let me know if the issue takes place again.

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Re: Huge Volume spikes using MBtrading Data.

Postby scarecrow » 15 Nov 2012

Ok, done. I'll keep you updated

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Re: Huge Volume spikes using MBtrading Data.

Postby scarecrow » 15 Nov 2012

-Just a heads up-
I got all kinds of errors after changing the registry. I sent the report and rebooted again and it seems to be working now

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Re: Huge Volume spikes using MBtrading Data.

Postby Andrew MultiCharts » 17 Nov 2012

Please let me know if it helped.

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Re: Huge Volume spikes using MBtrading Data.

Postby scarecrow » 29 Nov 2012

still testing a bit, but so far so good...
MBtrading seems to be some of the problem.... argh...

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Re: Huge Volume spikes using MBtrading Data.

Postby Andrew MultiCharts » 29 Nov 2012

If you have any other problems with MB Trading in MultiCharts, please let me know.

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Re: Huge Volume spikes using MBtrading Data.

Postby scarecrow » 19 Dec 2012

If you have any other problems with MB Trading in MultiCharts, please let me know.
I can't get any historical Data stored from MBTrading locally to plot on my charts now... the only difference is i started a CQG/AMP demo.

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Re: Huge Volume spikes using MBtrading Data.

Postby Andrew MultiCharts » 20 Dec 2012

I can't get any historical Data stored from MBTrading locally to plot on my charts now... the only difference is i started a CQG/AMP demo.
If you make a right-click on the symbol in QuoteManager -> Edit Data -> configure filters -> Load -> can you see the missing data there?

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Re: Huge Volume spikes using MBtrading Data.

Postby scarecrow » 20 Dec 2012

O Crap.. today i when i get to work i've got a couple of error messages. no biggie clear em out but none of my MBtrading data is up to date at all. it says i'm connected but no data is coming in. I reload and nothing... CQG is connected and looks good. before even reading what you responded to me i do the same and check the data. It's there and looks ok. when i close QM i get an error and MC crashes. i then get more errors and now unable to make a CQG connection at all and only some of my MBTrading data will load.
sometimes i chart the ES while i collect the data in QM. is that a problem?
is there a conflict running CQG API and MBTrading???
I've been getting the application error if i leave my MC running for any long period of time. and anywhere from 2 to 3 at a time.
the QM error is a new one.
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Re: Huge Volume spikes using MBtrading Data.

Postby scarecrow » 20 Dec 2012

I've since, deleted and reinstalled MC 8.5 beta and deleted CQG API. I'm now only running MBtrading and receiving data as normal. however volume now only comes in real time. And now with a reload(ctrl R), any volume data previously collected real-time goes away.

....

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Re: Huge Volume spikes using MBtrading Data.

Postby scarecrow » 20 Dec 2012

update:
worked out the kinks as far as i can tell. Reset UseLastSizeForTicks to 1
and changed "Build Volume On" to trade volume instead of tick count.

My Question is, is CQG's api in conflict with MBtrading? i can't at the moment but i'd like to test CQG independent of MBtrading if you think that may be the case.

does anyone else use multiple data streams one of which is CQG??? or MBtrading???

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Re: Huge Volume spikes using MBtrading Data.

Postby Andrew MultiCharts » 21 Dec 2012

I've been getting the application error if i leave my MC running for any long period of time. and anywhere from 2 to 3 at a time.
the QM error is a new one.
Next time this happens, please do not restart MultiCharts and contact our support team in live chat as soon as you can.
My Question is, is CQG's api in conflict with MBtrading? i can't at the moment but i'd like to test CQG independent of MBtrading if you think that may be the case.
Different data sources do not conflict. To find out more, we will need MultiCharts logs (this is what we are going to do from the live chat). You can also send logs to our ftp server after the issue took place.

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Re: Huge Volume spikes using MBtrading Data.

Postby scarecrow » 21 Dec 2012

ya it locked up again today... I'll live chat with you guys during the proper hours as soon as i can.


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