Data Playback Utility for MultiCharts

Stanley Miller · Aug 03 2006

Dear Users,

For your convenience we created a data playback utility for MultiCharts. In the future we may integrate this feature directly to the chart so you'll be able to playback data from QuoteManager directly, now data is read from ASCII files and sent to MultiCharts via DDE. To set up data playback you'll need to:

1) Run QuoteManager

2) Go to Tools > DataSources, select Universal DDE data source and click Settings...

3) In the Template field enter Playback, in Price and Volume fields enter =TSDDE|*!PRICE and =TSDDE|*!VOLUME correspondingly, set Advanced request rules

4) In QuoteManager create a symbol with Universal DDE as data source

5) Prepare a data file for playback. The simplest way is to export it from QuoteManager by clicking any symbol that has cached tick history and select Export Data. A file can be created manually, but it must have a strictly determined format, e.g:
"Date","Time","Price","Volume"
15.05.2006,11:36:54,2.0010,111

6) Download and run the playback utility http://tssupport.com/products/multichar ... ayback.exe, indicate symbol name (the same name of the symbol added in step 4), indicate path to data file or to several at once (the file prepared in step 5) and click Play for playback.

7) Now you can create a chart for the corresponding symbol and manage the incoming data using the utility settings.

If you have any problems or comments related to this utility, please post in this thread.

Thanks

fs · Aug 03 2006

I am unable to run the program. I receive the error in the attachment when executing the program.

- Fanus

Stanley Miller · Aug 04 2006

Dear Fanus,

I've just downloaded the new version (link is the same), it should work better. Please try it and let me know. Thanks.

Chris · Aug 05 2006

Stanley,

maybe I am missing something, but I can't get the Playback to work.

I have changed the template and set up the symbol in Quotemanager. The Playback tool accepts my data, but when I click on run and open the chart with the playback symbol I am getting the "No Data" message.

Hopefully you can point me in the right direction.

Thank you,

Chris

Stanley Miller · Aug 05 2006

Dear Chris,

Firs of all please run QuoteManager, go to Tools > DataSources, select Universal DDE data source and click Settings... Then click Test button and make sure that it goes correctly.

Chris · Aug 05 2006

Dear Chris,

Firs of all please run QuoteManager, go to Tools > DataSources, select Universal DDE data source and click Settings... Then click Test button and make sure that it goes correctly.

This goes correctly. It's updating continiously.

I have connected the symbol in QM and it's showing that it's receiving Quotes, but whenever I load a new chart (I tried On-Demand, Online and Offline mode) it still shows "No Data"

.

Stanley Miller · Aug 05 2006

Can it be session issue? Please try to set 24/7 session.

Chris · Aug 05 2006

Can it be session issue? Please try to set 24/7 session.

That did not change a thing.

Is it necessary that the DDE symbol has some historic data in QM?

Stanley Miller · Aug 05 2006

Not necessary. I did exactly what you did and the problem was in sessions. Did you recreate a chart after change session settings?

Chris · Aug 05 2006

Not necessary. I did exactly what you did and the problem was in sessions. Did you recreate a chart after change session settings?

Yes, I did. I even closed MC down - no effects.

Chris · Aug 05 2006

Now it works

. The problem really had to do with the sessions - changing Sessions from Regular to 24 hour did it.

I just changed to 24/7 in QM before.

Thank you Stanley.

Stanley Miller · Aug 05 2006

You are very welcome, Chris.

Chris · Aug 05 2006

Stanley,

the concept of tick by tick data replay is something most of your customers will like very much and the implementation of it shows again how closely you guys listen to your customers demands.

After having used this feature for the first time, I'd like to give you some feedback:

It would be great if the chart could reflect the actual date and time of the data origin. If I understand the tool right it uses the current date and time and treats the data just like it would be another realtime data feed. Using the real date and time would give the users the ability to take care of events like news etc. during the day.
Another thing that might be useful would be to have a button or shortcut to force the display of the next tick/bar - now it seems to be a matter of time until the next bar is displayed and this seems to be dependend on the tick timestamp i.e. it get's faster if the ticks are coming faster and vice versa (which makes perfectly sense, but you might start with slow ticks, change to fast ticks and back again thus constantly changing the speed of the incoming ticks; the button would give you the ability to stay with one speed and just click the button if you find it too slow).

In my opinion to implement this feature directly in MC (like you have already mentioned before) would make it a lot easier to use for your customers and should make the tool less prone to support

.

Enjoy your sunday,

Chris

Stanley Miller · Aug 06 2006

Hi Chris,

Thank you very much for your feedback and offers. All this sounds very reasonable but I'm afraid it's not quite possible to implement it within this conception. Actually we have to integrate this feature directly to the chart so you'll be able to playback data from QuoteManager directly, in this case this will work exactly as it should, right now it's not much better than simple DDE real-time tick data generator

Enjoy your weekend!

fs · Aug 07 2006

Hi Stanley

I also got it to work and I have the same comments as Chris. This would be nice if it can display the time as per the file and not the current time. This is very confusing to do the playback and not knowing what the time of the bars/ticks are.

Also the option to jump to the next bar would be great.

Regards
- Fanus

Stanley Miller · Aug 08 2006

Dear Fanus,

When we've integrated the support for playback in QuoteManager, you'll be able to just set a place on the chart from which to start playback and the data will tick from that point as if in actual realtime. Then you'll be able to move from bar to bar and use other useful features.

In the current implementation we cannot display the file time because QuoteManager has no way to know that's playback and won't display the data properly, especially if there's already cached history data with the same time. So now QuoteManager presents playback as a common real-time data with the current time, the only difference is that prices are taken from the data file and you can control the playback speed.

Guest · Aug 08 2006

Dear Fanus,

When we've integrated the support for playback in QuoteManager, you'll be able to just set a place on the chart from which to start playback and the data will tick from that point as if in actual realtime. Then you'll be able to move from bar to bar and use other useful features.

Since you have already integrated this feature, when is this integrated playback from QuoteManager available ?

thanks

Stanley Miller · Aug 08 2006

We don't have the exact estimations so far, please add your request to the following thread:

http://forum.tssupport.com/viewtopic.php?t=938

fs · Aug 08 2006

Stanley

I am looking forward to see it integrated in Quote Manager. I also would like to say thanks for the creating the playback utility. This is a real valuable addition.

Regards
- Fanus

TJ · Aug 12 2006

I can't get this to work.
I created a symbol, but it can't get any data.
The DDE then crashed after sitting there for a while.

Stanley Miller · Aug 12 2006

I can't get this to work.
I created a symbol, but it can't get any data.
The DDE then crashed after sitting there for a while.

Please contact us using the Live support chat or phone, we'd like to use HelpDesk for a direct look at your issue.

TJ · Aug 20 2006

I can't get this to work.
I created a symbol, but it can't get any data.
The DDE then crashed after sitting there for a while.
Please contact us using the Live support chat or phone, we'd like to use HelpDesk for a direct look at your issue.

I have deleted the mc and reinstalled it again.
I have deleted the DDEPlayback and downloaded it again.
I have created another datafile with only one month data with plenty of volume.

I can see the data going through the "test" button in the datasource setting.
But I cannot see the QM collecting any data, nor can I see any charts on the chart window.

Stanley Miller · Aug 20 2006

Dear TJ,

Most probably this is the session issue. Please try to set 24/7 session and let me know how this helps.

TJ · Aug 20 2006

Dear TJ,

Most probably this is the session issue. Please try to set 24/7 session and let me know how this helps.

I have tried both 24/7 and 24/5 to no avail.

Stanley Miller · Aug 20 2006

Please contact us using the Live support chat or phone, we'd like to use HelpDesk for a direct look at your issue.

Chris · Aug 20 2006

Dear TJ,

Most probably this is the session issue. Please try to set 24/7 session and let me know how this helps.

I have tried both 24/7 and 24/5 to no avail.

TJ,

make sure that you set the chart to 24 hours - Under Format Symbol -> Settings -> Sessions -> 24 hour.

The fact that you have tried 24/7 and 24/5 sounds like you have done the changes in QM only.

Changing the Chart Sessions was the thing that solved my last problem.

Hope that helps.

Chris

SteveH · Sep 12 2006

Could you please update your playback utility to handle multiple symbols?

The reason is this:

I trade the ER2 (Russell 2K e-mini futures) and I use market internals heavily to determine my buy and sell points. Having just a playback of the ER2 data alone wouldn't help me to practice how I trade in reality.

I would suggest that you allow me to create this text file and include a symbol name along with the data line. That way, I can have (and chart) the market internals (e.g., the $TICK) running alongside the ER2. In other words, I'll take care of sorting the times related to all of the symbols I want to have charted and you take care of getting those symbols to the charts through the DDE interface.

Thanks for considering this request,

Steve

P.S. Allowing me to increase the speed of the playback and jumping through to whever I would like to start the playback (updating the historical data over the parts I skipped, just like eSignal playback does) would be excellent.

Stanley Miller · Sep 13 2006

Could you please update your playback utility to handle multiple symbols?

The reason is this:

I trade the ER2 (Russell 2K e-mini futures) and I use market internals heavily to determine my buy and sell points. Having just a playback of the ER2 data alone wouldn't help me to practice how I trade in reality.

I would suggest that you allow me to create this text file and include a symbol name along with the data line. That way, I can have (and chart) the market internals (e.g., the $TICK) running alongside the ER2. In other words, I'll take care of sorting the times related to all of the symbols I want to have charted and you take care of getting those symbols to the charts through the DDE interface.

Thanks for considering this request,

Steve

P.S. Allowing me to increase the speed of the playback and jumping through to whever I would like to start the playback (updating the historical data over the parts I skipped, just like eSignal playback does) would be excellent.

Dear SteveH,

The utility is not very convenient so far (see the discussion above) but allows you to handle multiple symbols, all you need to do is to attach different data files. Please let me know if you need further details.

nikola · Sep 29 2006

Is it possible to use the playback utility with OwnData2 and TS8? If I understand correctly, this program transmits data via DDE, so OwnData2 should work with it, too?

Thank you.

Alex Kramer · Oct 02 2006

Yes, this should be possible since the DDE handling in Own Data is identical to Multicharts.

widgetman · Nov 18 2006

Hi,
I am trying to get the Playback feature working so I can debug some custom indicator stuff. I was able to install and test a Universal DDE link using the test btn in quote manager. It plays my EURO data just fine. On the symbol I created I used the same symbol as IB which is 6EZ6. When I open a new chart I select the symbol from the DDE database and no matter what option I use I always get a No Data message. I have tried loading 1-10 days of dats, 100-1000 ticks of data, and different time frames on a tick chart. When I created the symbol in the Universal DDE I chose Globex as the exchange, but was not sure it that matters. I also tried 24/5 and 24/7 for the sessions. On the charts I selected 24hr as well. I am using the latest beta version from Oct. 6. Is there something else I am missing ?

Alex Kramer · Nov 20 2006

Is the Universal DDE using the correct template? Please post step-by step screenshots of what you tried to do here.

Guest · Dec 10 2006

I found the playback utility works on minute charts, but not volume bar chart.

Guest · Dec 10 2006

I found the playback utility works on minute charts, but not volume bar chart.

correction, it is working now. Thanks.

janko · Feb 08 2007

Any news on integrated and feature richer data playback utility?

Thank you.

Guest · Mar 07 2007

the playback facility needs a lot more work.
this is obviously a quick code to provide the basic function. It was not designed with the user in mind. The operation is just too akward.

Guest · Mar 21 2007

Sure, I just wonder why no charting platform implements this (I know only of eSignal platform that has this feature in usable form) and everyone is implementing features that already exist in every other platform.

I'm developing discretionary trading systems that can't be put in ELS, so forward testing is a must and would be a great feature.

Guest · Apr 03 2007

Hi,

I had been MC user for more than one year. Can I know when the Play back features will be integrate with MC ?

This is an very important features and a number of charting package offer it, like esignal, ensign....etc.

I look forward to your reply.

Thank you.

TJ · Apr 03 2007

is it true that data extracted from a 5 min chart can only be played back in a 5 min format ?

ndn · Apr 13 2007

Stanley,
I am not able to run the playback utility after downloading it.
It pops up an error message "The procedure entry point AttachConsole could not be located in dynamic ---- library KERNEL32.dll".
Any advice appreciated.
Regards.

bowlesj3 · Oct 13 2007

Hi,

I tried your playback utility. I did everything exactly as stated. When I tried to open up the file txt file with the utility which I exported from my ESZ7 futures symbol I got an error "can not open file or wrong format". Here is a bit of the file as opened by notepad. Seems okay. Any siggestions? Thanks John.

"Date","Time","Price","Volume"
2007/09/17,04:00:04,1487.0000,4
2007/09/17,04:00:12,1487.0000,3
2007/09/17,04:00:20,1487.2500,1
2007/09/17,04:00:23,1487.0000,3
2007/09/17,04:00:27,1487.0000,1
2007/09/17,04:00:28,1487.0000,24
2007/09/17,04:00:35,1487.0000,5
2007/09/17,04:00:42,1487.0000,10
2007/09/17,04:00:43,1487.0000,1
2007/09/17,04:00:51,1487.0000,6
2007/09/17,04:01:07,1487.0000,1
2007/09/17,04:01:24,1486.7500,2
2007/09/17,04:01:31,1486.7500,1
2007/09/17,04:01:38,1487.0000,47

Marina Pashkova · Oct 17 2007

"Date","Time","Price","Volume"
2007/09/17,04:00:04,1487.0000,4
2007/09/17,04:00:12,1487.0000,3
2007/09/17,04:00:20,1487.2500,1
2007/09/17,04:00:23,1487.0000,3
2007/09/17,04:00:27,1487.0000,1
2007/09/17,04:00:28,1487.0000,24
2007/09/17,04:00:35,1487.0000,5
2007/09/17,04:00:42,1487.0000,10
2007/09/17,04:00:43,1487.0000,1
2007/09/17,04:00:51,1487.0000,6
2007/09/17,04:01:07,1487.0000,1
2007/09/17,04:01:24,1486.7500,2
2007/09/17,04:01:31,1486.7500,1
2007/09/17,04:01:38,1487.0000,47

Hi John,

Try changing the date format: 17.09.2007 instead of 2007/09/17

Let me know if that doesn't help.

Regards.

bowlesj3 · Oct 17 2007

Hi,

I have done all the steps for the playback utility but I am getting no data when I try to run a chart off the playback utility.

After reading the whole thread to try and find the problem, I ran the Universal DDE test button test at the highest speed and the performance is good. I have set the chart to 24 hours, however I don't see anything under (Quote Manager > Tools, Data Sources > Universal DDE > Settings) that suggest 24 hours sessions to match the chart setting of 24 hours. In that screen all I see is Trade, Bid, Ask, Request Rules (which I set to advanced) and the test button.

The symbol which I called "JOHNES" was added with all the standard settings based off the e-mini globex futures and I used the default exchange settings. The chart is set to 1 minute, trade, 24 hours, trade volume, 100,000 bars back form the current date, local time zone, etc and of course data source is Univeral DDE.

When I initially create the chart, before I get the "no data" message I get a quick flash which says "no connection". I flip back and the playback utility is still playing at the highest speed and I can see the slider moving a little bit.

If this is of any significance, the quote manager shows offline for the symbol while the playback manager utility is playing. I took everything down and brought it back up but there was no change.

So something is stuck amuck.

Thanks for any suggestions,
John.

Marina Pashkova · Oct 18 2007

Hi John,

Could you please contact us through LiveChat? We will need to have a look at the playback utility via HelpDesk.

Just a reminder: our online support hours are 6:30 am - 2:00 pm EST.

bowlesj3 · Oct 18 2007

Thanks Marina and Sergee for getting the playback utility to work on my computer with your helpdesk assistance.

I did not realize that I had to go into (file > Preferences > Data Server Mode) and select "Online" and "I want to download missing data" which solved the problem. I guess it makes sense, however at the same time the selection I had set up "Offline, I want to use the local database only" made sense to me since the txt file is local to my machine. I get the difference now. Local data base are those files being built up during the day. Now that I know this, I am assuming that running this utility does not effect that local database which I use at night to review the trading day from the IB feed.

This is such a great utility. It will be so helpful.

Thanks again.
John.

bowlesj3 · Oct 18 2007

Hi,

I just tried a test on the playback utility (at the highest speed). It works but it stops too soon. I exported an afternoons data from 12:20 on the 17th just past to the end of the day at about 16:30. Things were going well but I set it to the highest speed and the slider went right to the end and the data stopped after about 11 minutes on the chart (yes, only 11 minute bars were built). So maybe it does not actually read the times coming in on the txt file to know when to complete the minute bar. Under this assumption, I am running another test at normal speed to see if it builds a proper minute bar with a minutes worth of data which properly reflects the data on the exported file in terms of minute bars to roughly match the minutes that the ticks are coming in from.

As an afterthought, I guess that would explain why the minutes showing on the scale at the bottom of the chart are the current time rather than the minutes on the file when that data was actually obtained from Interactive Brokers. Now I understand some of the prior posts to this thread.

As of 2007/10/25 I finally have the daily bars for the e-mini appearing correctly after changing the default settings for interactive brokers regarding the time stamps (see attached document showing these settings). Maybe this is what needs to be added to the DDE settings since there is no checkbox to force the playback file to read the time stamps on that file when deciding what bar to allocate the tick data to.

Here is what I would like to see:

1/ Ability to play things back fast or slow but based off proper allocation of ticks to the original bars based upon the original time stamps from IB which should be the ones on the playback file.

2/ Ability to slide ahead with a text box showing the date and time that we are starting at before we actually start the playback. Maybe some sort of calendar and time popup too to precisely select.

3/ Ability to replay the latest replay again for repeat attempts at practice.

4/ Ability to create a replay list from a prior chart by placing the cusror in position then hitting a special key to mark it then select how much is to be played back in terms of bars before the replay stops. Then the user could simply select what to replay from the list of replay points. For the discresionary trader such as myself who does not bother trying to program his whole approach into MC this is useful.

John.

TJ · Jan 06 2008

"Date","Time","Price","Volume"
2007/09/17,04:01:24,1486.7500,2
2007/09/17,04:01:31,1486.7500,1
2007/09/17,04:01:38,1487.0000,47
Hi John,

Try changing the date format: 17.09.2007 instead of 2007/09/17

Let me know if that doesn't help.

Regards.

The user can go to the "Regional Setting" in the computer, and change the date separator from "/" to "."

Then all the exports will comply with the MC playback format.

kelly simon · Jun 08 2008

Do I have to open the exported Symbol Manager txt file in the Playback utility. If so, when I try to do so, I receive the error: 'can not open file or it has unsupported format'.

Here is a sample of the data in the exported txt file:

"Date","Time","Price","Volume"
05.06.08,19:00:01,1405.25,24
05.06.08,19:00:35,1405.00,1
05.06.08,19:00:57,1405.00,1
05.06.08,19:01:24,1405.00,1
05.06.08,19:01:42,1405.00,1

I'd be grateful for information about how to fix this.
Thanks.

TJ · Jun 08 2008

the format has to be exact:

05.06.2008,19:00:01,1405.25,24

kelly simon · Jun 08 2008

Thanks TJ. That has solved that particular issue.

The DDE Realtime Player now allows me to select the play button. I have created symbol @PLAYBACK (symbol root PLAYBACK). Symbol is listed in the realtime player and shows as connected in Quotemanager. However the DDE Data Sources .dll though listed as active, shows as not connected (Realtime : Not connected), and activating the 'test' in the settings screen just shows the word 'wait'.

I have tried this with MC in both online, and offline mode (not sure which is should be for playback). When in offline mode, a message shows in the Quotemanager by the @playback symbol of 'Not supported'.

Simon

TJ · Jun 08 2008

The data server mode should be Real Time.
(The download missing data has no impact.)

The symbol should have the Data Source: Universal DDE.

Marina Pashkova · Jun 10 2008

Thanks TJ. That has solved that particular issue.

The DDE Realtime Player now allows me to select the play button. I have created symbol @PLAYBACK (symbol root PLAYBACK). Symbol is listed in the realtime player and shows as connected in Quotemanager. However the DDE Data Sources .dll though listed as active, shows as not connected (Realtime : Not connected), and activating the 'test' in the settings screen just shows the word 'wait'.

I have tried this with MC in both online, and offline mode (not sure which is should be for playback). When in offline mode, a message shows in the Quotemanager by the @playback symbol of 'Not supported'.

Simon

Hi Simon,

If you still need help playing data with our data playback utility, please contact our customer support representatives at http://messenger.providesupport.com/mes ... pport.html

Regards.

TJ · Sep 01 2008

An alternative for the Data Playback Utility:

if you just need some data to test out an indicator or signal, you can use Interactive Broker's demo system. It is free, and you don't even need to be their customer to use it.
http://individuals.interactivebrokers.c ... entity=llc

Click on the Demo tab, then select Individual Demo.

The data is not live, it is a replay of previous days real data. And it is available 24/7 !

p.s. The demo has order processing simulation; you can even test your autotrading with this facility.