A difference with exported ASCII data vs live data

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champski
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A difference with exported ASCII data vs live data

Postby champski » 26 Mar 2014

Hi,

I'm having an issue with my exported ASCII data. I downloaded 1 year's worth of LMAX tick data via the live feed. I then changed the instrument to display 1 hour bars.
Next I exported the data to ASCII via Quote Manager > Ticks > Ask. Then did the same for Bid for the entire year. I then created a new symbol in Quote Manager and imported the ASCII. Once for Ask then next for Bid. Once imported, I loaded an hourly chart. I then compared the two charts (ASCII vs Live Feed).

By scrolling along the chart (ascii data) the entire year looks fine except for sections where it appears that there are hourly bars missing from the chart - see attachement. I had a look at the live feed chart and it looks fine.

I'm on MC with powerlanguage v8.8.8593 x64.

Any clues as to why this is happening?

Regards
Champski
Attachments
ASCII Issue.jpg
(100.72 KiB) Downloaded 453 times

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TJ
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Re: A difference with exported ASCII data vs live data

Postby TJ » 26 Mar 2014

please make a bigger screenshot... with time and scale.

File > Save image as file...

champski
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Re: A difference with exported ASCII data vs live data

Postby champski » 26 Mar 2014

please make a bigger screenshot... with time and scale.

File > Save image as file...
TJ,

I have a pic which might be better of quote manager showing the data is missing from the ASCII file. I've tried exporting from the Live feed to ASCII files twice and the data is missing in both.
Attachments
ASCII Issue - Quote Manager.jpg
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TJ
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Re: A difference with exported ASCII data vs live data

Postby TJ » 26 Mar 2014

TJ,
I have a pic which might be better of quote manager showing the data is missing from the ASCII file. I've tried exporting from the Live feed to ASCII files twice and the data is missing in both.
You should use Live Chat to let tech support see it.

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Henry MultiСharts
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Re: A difference with exported ASCII data vs live data

Postby Henry MultiСharts » 28 Mar 2014

Hello champski,

Tick and Minute (hourly) bars are two separate data streams. Both are provided by LMAX data provider. Hourly bars are built out of Minute data. That is not relevant to compare tick data and hourly bars.


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