Discrepancies with Volume Charts

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futurestrader019
Posts: 73
Joined: 14 Apr 2007

Discrepancies with Volume Charts

Postby futurestrader019 » 30 Aug 2007

When using volume charts on MC with Open ECry data, I've noticed many times that when I refresh the chart, the candles printed can be dramatically different. Why is that? There's something going on with how MC is handling the OEC data to print those candles in real-time and then something changes when the chart is refreshed. And these discrepancies can be substantial.

If needed, I'll post some screenshots.

Is this just an issue with volume charts and using 2 different companies to produce those charts or is there a way to filter/speed up the OEC/MC connection so that all data is used properly?

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Marina Pashkova
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Postby Marina Pashkova » 30 Aug 2007

Hello,

Could you send us the screenshots please?

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futurestrader019
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Joined: 14 Apr 2007

Postby futurestrader019 » 30 Aug 2007

Marina,
Here are screenshots of the ES and CL that I just took. As you'll see, the refreshes are literally one minute apart, but the candles print differently after the refresh. It is very noticeable on the CL chart.

The settings on this chart are 5000 for ES and 300 for CL.
Attachments
es.png
ES 5000 Volume Chart
es.png (136.1 KiB) Viewed 472 times
gcl comparison.png
CL 300 Volume Chart
gcl comparison.png (127.3 KiB) Viewed 472 times

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futurestrader019
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Postby futurestrader019 » 31 Aug 2007

Marina,
If you need more screenshots today, let me know and I will put some more up.

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Marina Pashkova
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Postby Marina Pashkova » 31 Aug 2007

Hello,

We do need more information.

When you do a reload is the whole data series changed (starting with session opening) or only the data around the time when the reload is done?

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futurestrader019
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Postby futurestrader019 » 31 Aug 2007

Marina,
Just about EVERY candle changes. So, somewhere along the way in real-time, something is 'off' and then when I reload, it backfills itself fine.

Something is going on in the real-time transmission of the data. And it stays that way until a refresh is done.

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Marina Pashkova
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Postby Marina Pashkova » 31 Aug 2007

So the issue is as follows:

When you are plotting a real-time chart you get all the data from the provider's real-time server. When you reload the chart the past data are taken from their storage for historical data (because those data are already history) and then keeps plotting real-time. Due to the complexity of data management there can be discrepancies between real time and history data from the same provider.

The reason why I asked you if the data for the whole session change or only around the time of reload is that
a) if all the data change - it means that the problem is on the provider's side, i.e. their history IS different from real-time.
b) if only the data around the reload time changed the problem would be that of the MC reload mechanism

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futurestrader019
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Joined: 14 Apr 2007

Postby futurestrader019 » 31 Aug 2007

Marina,
I see what you are saying. So, should I contact Open ECry and direct them to this thread for reference or will you (or someone from MC) contact OEC to correct the problem? Assuming the problem can be corrected to begin with.

If you have other ideas/suggestions, please let me know!

Thanks!

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futurestrader019
Posts: 73
Joined: 14 Apr 2007

Postby futurestrader019 » 04 Sep 2007

Marina,
Do you recommend that I contact OEC directly and see what their reply is or is there something on MC's end that can be done?

Thanks!


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