Quote Manager requests tick data even when not required  [SOLVED]

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seneca
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Quote Manager requests tick data even when not required

Postby seneca » 08 Jul 2013

I noticed that in some cases Quote Manager will request "tick data" from IB data feed - which is not real tick data as we all know - for creating charts with much lower time resolution (e.g. Minute bars / hour bars), which will result in data request pacing violations. In the example attached, EUR.JPY is a 30 Minutes candlestick chart. There are no signals, indicators or anything else connected to this instrument that requires tick data or even a higher resolution than 30 minutes. This happens quite frequently on several instruments, whilst for other instruments the appropriate chart resolution is being downloaded. Has anyone else experienced this behavior?
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Henry MultiСharts
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Re: Quote Manager requests tick data even when not required

Postby Henry MultiСharts » 15 Jul 2013

Hello seneca,

1) What exact version and build number of MultiCharts are you running? (in MultiCharts go to Help tab-> About)
2) What is the version of TWS you are running? (TWS Help tab->About->Scroll it down so that we can see the version)
3) Are you able to replicate this behavior on a constant basis? What are the exact steps of replicating it?

seneca
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Re: Quote Manager requests tick data even when not required

Postby seneca » 17 Jul 2013

Hello Henry,

1) MC version is 8.7 Build 7472
2) TWS version is 932.4 standalone

The issue seems not being connected to a certain MC or TWS version and occurs on older versions of MC and older and newer versions of TWS as well.

3) I can reproduce it on a constantly basis. Even when I create a new workspace from scratch, containing nothing more than a minute bar chart, all settings to default, it will show up.
Attached is an example log of opening a workspace that contains only one CLU3 1 Minute bar chart. As you can see, MC requests Tick Trade right from the beginning, then it requests Minute Trade and then again Tick Trade.

(I wonder why QM requests EURUSD data from "MCFXPrivate"; I guess that has something to do with MC's currency conversion database)
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Re: Quote Manager requests tick data even when not required

Postby arjfca » 24 Jul 2013

Hello Henry,

1) MC version is 8.7 Build 7472
2) TWS version is 932.4 standalone

The issue seems not being connected to a certain MC or TWS version and occurs on older versions of MC and older and newer versions of TWS as well.

3) I can reproduce it on a constantly basis. Even when I create a new workspace from scratch, containing nothing more than a minute bar chart, all settings to default, it will show up.
Attached is an example log of opening a workspace that contains only one CLU3 1 Minute bar chart. As you can see, MC requests Tick Trade right from the beginning, then it requests Minute Trade and then again Tick Trade.

(I wonder why QM requests EURUSD data from "MCFXPrivate"; I guess that has something to do with MC's currency conversion database)
I had once a similar problem. There was an hidden charts that was loaded. On your tool bar, select Window. Look if you have only one workspace in the list. If not, that could be the problem.

Martin

seneca
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Re: Quote Manager requests tick data even when not required

Postby seneca » 25 Jul 2013

I had once a similar problem. There was an hidden charts that was loaded. On your tool bar, select Window. Look if you have only one workspace in the list. If not, that could be the problem.

Martin
No, this is not the case at my end. There are no "hidden" charts. So there must be another reason for this behavior.

seneca
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Re: Quote Manager requests tick data even when not required

Postby seneca » 09 Aug 2013

I still wonder what is causing this issue. The strange thing is that on startup, Quote Manager will initially request "Tick" data for the last 10 minutes for each symbol, regardless of the chart resolution. After the Tick data for this 10 minutes period has been downloaded, it will start to request the Minutes data.

Maybe someone can reproduce this behavior?

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Re: Quote Manager requests tick data even when not required

Postby piranhaxp » 09 Aug 2013

May it this issue is connected to your settings for IB here :

Image

Other issue could be you have a scanner window open with symbols set up with "tick"-resolution. MC will have an answer ... :)

seneca
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Re: Quote Manager requests tick data even when not required

Postby seneca » 09 Aug 2013

May it this issue is connected to your settings for IB here :

Image

Other issue could be you have a scanner window open with symbols set up with "tick"-resolution. MC will have an answer ... :)
There must be another reason. I tried this setting (see attachment), but the issue persists.
And there are no scanner windows open.
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seneca
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Re: Quote Manager requests tick data even when not required

Postby seneca » 22 Aug 2013

Henry,
any suggestions how to narrow down this issue?

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Henry MultiСharts
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Re: Quote Manager requests tick data even when not required

Postby Henry MultiСharts » 23 Aug 2013

Seneca,
Do you use a 10 minute chart to replicate this behavior?
How long do you usually wait between all MC processes are finished and you start MC again to replicate this behavior?

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Re: Quote Manager requests tick data even when not required

Postby seneca » 23 Aug 2013

Seneca,
Do you use a 10 minute chart to replicate this behavior?
How long do you usually wait between all MC processes are finished and you start MC again to replicate this behavior?
No, I use mainly 15 minute charts and 30 minute charts, I do not use 10 minute charts at all. This behavior occurs every time I start MC, so even when I start MC for the first time after a break of several days, this issue will show up.

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Henry MultiСharts
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Re: Quote Manager requests tick data even when not required  [SOLVED]

Postby Henry MultiСharts » 28 Aug 2013

Seneca,
There is no issue. That is expected behavior:
The last minute bar of the chart (realtime bar) is built out of tick data as IB does not provide realtime minute bars. The length of the request is 10 mins as IB has a fixed data request length-600seconds.


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