Trouble with higher volume based charts

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futurestrader019
Posts: 73
Joined: 14 Apr 2007

Trouble with higher volume based charts

Postby futurestrader019 » 04 Sep 2007

I tried to pull up a 50,000 and 25,000 volume chart on the ES tonight and the data only goes back to 9:30am today. I can't get any more back data other than today's info, which obviously makes certain indicators useless until about 11am (moving average for example).

I am using Open ECry data.

I can pull up a 5000 volume chart no problem and get some back filled data, but going to the higher setting is causing MC to cap it to today's data only. Is there a way to get further back data on a higher volume setting? If not, any particular reason why?

I know Marina likes screenshots, so I've attached 2 - one of the 50,000 and one of the 25,000. As you will see, the my data is capped to what you see there - the start of the trading day on Tue. You'll also see that b/c of this capping, the moving average is useless until there's enough data.

Thanks!
Attachments
es1.png
ES #1
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es2.png
ES #2
es2.png (63.94 KiB) Viewed 171 times

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futurestrader019
Posts: 73
Joined: 14 Apr 2007

Postby futurestrader019 » 05 Sep 2007

Marina,
Not sure what happened, but this morning I am able to get more back data so at least the moving averages are ok. Maybe it was b/c it was late here and there was a problem connecting to the server or something.

Any ideas?

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Marina Pashkova
Posts: 2758
Joined: 27 Jul 2007

Postby Marina Pashkova » 05 Sep 2007

Hello,

We just ran several tests on ES 500, 1000, 25000, and 50000 Volume bars and the earliest they go back is Sept. 4. This is due to the fact that api.openecry.com (this is the server we are using for openecry) has been recently providing tick data going only 1-2 days back.

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futurestrader019
Posts: 73
Joined: 14 Apr 2007

Postby futurestrader019 » 05 Sep 2007

I am connecting to sim.openecry.com per their instructions.

Today my 50,000 chart goes back to 7/25/07 on the sim server.

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Marina Pashkova
Posts: 2758
Joined: 27 Jul 2007

Postby Marina Pashkova » 05 Sep 2007

Well, the bottom line is that how far you can go back depends on how much historic data the provider gives on a particular server. This limitation is not imposed by MC.


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