Missing Data  [SOLVED]

Questions about MultiCharts and user contributed studies.
familytrading
Posts: 33
Joined: 24 Sep 2009
Location: Monterey, CA
Been thanked: 3 times
Contact:

Missing Data

Postby familytrading » 17 Nov 2012

I use TS as my data provider and then use MC to automate my trades through Rithmic. Everytime I delete all the TS data in the cache and storage, and then delete all the cache data and other data in the Quote manager, when I re-make the chart, MC always misses some days.

The problem is that I have to use a custom session time since the CME is changing its closing time starting on Monday, November 19. I want to use the legacy (original closing time) which is 15:15 PM Exchange time not the new 16:15 starting on Monday.

Here is what I have tried.

1. In TS, converted from @ESZ12.D to @ESZ12 with a custom start and stop time. I call that Legacy Globex session time. It goes from 8:30 to 15:15 each day, Monday through Friday. This will be the new custom session. This worked great in TS and all the days were downloaded with the correct data. As an example, I used an 8 Min Chart on the @ESZ12 and loaded all the bars back to 1/1/2012 through 11/16/12. All bars where there and no issue.

2. I then deleted all my symbols in the MC quotemanager and re-initialized the @ESZ12 symbol utilizing the load from the data provider.

3. I created a custom session template called the Globex Legacy session time and it ran from 8:15 to 15:15 Monday through Friday.

4. I then went to a new workspace and opened up a chart with the @ESZ12 symbol with the custom session template used and set it back to 1/1/2012.

5. When the data was brought in, all the data from 1/1/2012 is there up to 11/14/12. The data for the 15th and 16th of Novmeber is missing but is clearly present on my TS platform.

I am a CTA that uses MC to trade over 15 different accounts at different brokerages, but if I can't make this work, I'm out of business. I need this to be rectified before the opening of the market on Monday AM.

Hopefully someone is monitoring the forum over the weekend. If not, I will get up real early and try to chat with Russia Monday AM.

Very frustrating. This should be very straight forward but it has me perplexed.

By the way, I have tried everything I can think of. I went back and only brought in data for 11/15 and 11/16 and the chart says no data available but TS is open and signed on???

I have tried to use Default settings for session times, and 24/7 or 24/5 assuming that the definitioon of the symbol in the quote manager would not allow me to bring in the after hours data.

OK, one final point. I went back and defined the instrument in the quotemanager as using a custom sessions which gave me a Sunday at 17:00 through Friday at 16:15 exchange time. When I went to bring in a new chart for 11/14/12 to 11/16/12, it brought in 11/14 and 11/16 but no 11/15?

Weired.

HELP!!!

User avatar
Henry MultiСharts
Posts: 9165
Joined: 25 Aug 2011
Has thanked: 1264 times
Been thanked: 2957 times

Re: Missing Data  [SOLVED]

Postby Henry MultiСharts » 19 Nov 2012

Hello Familytrading,

1) Please disable "save data to local database" in QuoteManager->Tools->DataSources->TS.
2) Close all your workspaces with TS data.
3) Highlight all TS instruments in QuoteManager, right click on them -> Clear Cache and Delete Data.
4) Close MultiCharts and all of its processes.
5) Reload the data in TS.
6) Start MultiCharts and plot a chart with TS data.

TO_Trader
Posts: 35
Joined: 31 Oct 2011
Has thanked: 9 times
Been thanked: 3 times

Re: Missing Data

Postby TO_Trader » 19 Nov 2012

I had the exact problem recently. Henry's solution resolved the problem.

But, the bigger question is, why does selecting "save data to local database" cause data to go missing?

familytrading
Posts: 33
Joined: 24 Sep 2009
Location: Monterey, CA
Been thanked: 3 times
Contact:

Re: Missing Data

Postby familytrading » 19 Nov 2012

Solved the issue, but deleting all the data, and not opening TS prior to opening MC. Now the data loads perfectly after I get the sign on from TS. I have changed my trading platform to only keep data for 2012, so I won't need to keep historical data.

Thanks for the help. I may have to do something with custom sessions, but I will see how TS handles the new close times. So far, the @ESZ12.D seems to still have the 3:15 PM close time.

Regards

TO_Trader
Posts: 35
Joined: 31 Oct 2011
Has thanked: 9 times
Been thanked: 3 times

Re: Missing Data

Postby TO_Trader » 29 Nov 2012

I thought that approach solved the problem but it doesn't seem to have after all. I have unchecked "save data to local database". Today when I shut down a workspace that had data for Nov 27, 28 and 29th and the reopend it all data for Nov 28th was gone.

Any suggestions here? I am not sure this issue is in fact solved.

familytrading
Posts: 33
Joined: 24 Sep 2009
Location: Monterey, CA
Been thanked: 3 times
Contact:

Re: Missing Data

Postby familytrading » 29 Nov 2012

TO:

For the past week, by not opening up TS, and not saving the historical data, I have not had any issues withing MC. I just don't open TS (the platform) if at all unless I need to check something.

One thing that I found is that if you are still logged into TS from MC from a previous time period, you may have to close all the MC processes. I do this the brute force method and re-boot the computer. Seems to work everything.

Hope this helps.

MC, you guys have to fix this. Why we can't keep the data is a mystery. This is on the 64 bit system. I have not tried the 32 bit version.

TO_Trader
Posts: 35
Joined: 31 Oct 2011
Has thanked: 9 times
Been thanked: 3 times

Re: Missing Data

Postby TO_Trader » 29 Nov 2012

I am also using the 64 bit version. My MC and TS were connected non stop since before yesterday's open. So, needless to say all of the data from yesterday's session was there. Then I closed one workspace and the reopened it. I didn't do anything with TS at all. When I reopened the workspace all charts in that workspace were missing all the data from yesterday only.

To fix it I had to go to TS, load the same charts, refresh them and then refresh the same charts in MC. It's quite labour intensive to have to do this before every session.

It's a dangerous bug because it is so hard to detect and, of course, it produces completely inaccurate trades because the strats are using incomplete data.

I sure wish there was a proper fix for this.

User avatar
Henry MultiСharts
Posts: 9165
Joined: 25 Aug 2011
Has thanked: 1264 times
Been thanked: 2957 times

Re: Missing Data

Postby Henry MultiСharts » 29 Nov 2012

TO_Trader, it looks more like TS cache error. If this behavior is reproduced once again please try to copy/paste your chart in TS. Do not reload any charts and do not restart anything. If there is missing data in TS as well as in MultiCharts then there is an error on the data feed side. If the chart is ok in TS then please come to our live chat to demonstrate this behavior to our engineers 6.30am-12pm EST.

familytrading
Posts: 33
Joined: 24 Sep 2009
Location: Monterey, CA
Been thanked: 3 times
Contact:

Re: Missing Data

Postby familytrading » 29 Nov 2012

Henry:

I have demonstrated this affect to your team a number of times. The next time it happens, who should I speak to when I go into the live chat?

Thanks

User avatar
Henry MultiСharts
Posts: 9165
Joined: 25 Aug 2011
Has thanked: 1264 times
Been thanked: 2957 times

Re: Missing Data

Postby Henry MultiСharts » 29 Nov 2012

I have demonstrated this affect to your team a number of times. The next time it happens, who should I speak to when I go into the live chat?
You can demonstrate this behavior to any live chat operator 6.30am-12pm EST. We will do our best to help you.


Return to “MultiCharts”