Missing trades showed up again as history after reloading

Missing trades showed up again as history after reloading

We trade with these configurations:

- TS datafeed (9.1 build23).

- Four MC64 8.8 build 9189 running on Windows 2008 R2 with different strategy

- Each MC64 running three charts and they are:
@NQU14 800 tick bar with Intrabar
@NQU14 5min
$Tick 1min

- NQU14 5min and $Tick running ADE to provide trending info. for the strategy using @NQU14 800 tick to trade.


Recently all the 4 strategies got missing or extra trades because of either
-the INPUT parameter of the strategy OR
-the beginning date of @NQU14 got changed.

And unknown reasons just happened this morning.

I thought I knew how to get around the missing trades issues by reloading each of the charts just before trading. I am wrong. Missing trades still shows up after I reloaded the @NQU14 800 tick bar (tick by tick) after comparing against with another TS machine we have running in real time.

By comparing against the log value, I found out that Bid price was different before and after the chart was reloaded.
- Before the chart was reloaded, the highest bid was 3978.5 for bar 1125
- after the chart was reloaded, log history shows the highest bid was 3978.75 and a buy signal was triggered.



After reloading the chart (History Log):
A signal was generated at bar 1125 tick 4299 after reloading the chart:

1125.00{BTk:4297 7/30/2014 08:31:30.700 Tk:1 Bid:3975.50 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 0.00 Ent: 0.00 dEnt: 0.00 BSt:0 CCount: 0.00 DEST: 0.00
1125.00}ETk:4297 7/30/2014 08:31:30.700 Tk:1 Bid:3975.50 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 0.00 Ent: 0.00 dEnt: 0.00 BSt:0 CCount: 0.00 DEST: 0.00
1125.00{BTk:4298 7/30/2014 08:31:30.700 Tk:2 Bid:3975.00 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 0.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 0.00 DEST: 0.00
1125.00}ETk:4298 7/30/2014 08:31:30.700 Tk:2 Bid:3975.00 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 0.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 0.00 DEST: 0.00
1125.00{BTk:4299 7/30/2014 08:31:30.700 Tk:3 Bid:3978.75 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 0.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 0.00 DEST: 0.00
----**model Sell:3975.25
4299.00Rot Sell Model init < 0.00 PreviousEntryPrice 3969.50
TimeToSeconds(EODTimeSec) 46800.00 = 130000.00 -OrderEntryTime 31665.0083130.00
** EXEC fnd.spSTAR_FutureEntryDbDateV2 'Hi Lo Scalp NQ S' ,16110, 3975.250000, 3980.250000, 'LMT', 1, 9, 2014, 5, 'Fib Sell', 'S_Stp', 1
1125.00}ETk:4299 7/30/2014 08:31:30.700 Tk:3 Bid:3978.75 CSell=TRUE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 0.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 0.00 DEST: 0.00


Before reloading the chart (Real time log):
There isn't any signal for bar 1125 and the highest price never reach 3978.75

i.e.
1125.00{BTk:7974 7/30/2014 08:30:55.977 Tk:1 Bid:3975.00 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 0.00 Ent: 0.00 dEnt: 0.00 BSt:0 CCount: 0.00 DEST: 1.00
1125.00}ETk:7974 7/30/2014 08:30:55.977 Tk:2 Bid:3975.00 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 0.00 Ent: 0.00 dEnt: 0.00 BSt:0 CCount: 0.00 DEST: 1.00
1125.00{BTk:7975 7/30/2014 08:30:56.000 Tk:2 Bid:3975.00 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 0.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 0.00 DEST: 1.00
..

Pls see the attached file

I know today is the FED day and bid price just keep jumping around. Can this condition affect the data quality? Somehow MC missed some decisive bid tick information.

Hello tonyng,

Data vendors can send different data in history and real-time. Please compare the realtime bars in MC and TS - they should be the same.

We have missing trades again. This time, I have TS NQ tick chart running all the time at the background. Now I have prove that MC64 8.8 build 9589 tadestation plug-in has bug. It's not sync. with TS Tick Chart at all.

Just look at the attached screen capture. During the period of 10:03:44 the price is 3908.25. With MC64 $3908.25 begins at:
7/31/2014 10:03:46.002 Tk:199 Bid:3908.25

So its almost 2 seconds off.


1451 = Bar Number
BTk, ETk = The beginning and the ending of the tick. Event may exist during the tick.
Bid = CurrentBid
Tk = Tick number in the current Bar


1451.00{BTk:82153 7/31/2014 10:03:44.001 Tk:195 Bid:3908.00 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00}ETk:82153 7/31/2014 10:03:44.001 Tk:195 Bid:3908.00 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00{BTk:82154 7/31/2014 10:03:44.252 Tk:196 Bid:3908.00 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00}ETk:82154 7/31/2014 10:03:44.252 Tk:196 Bid:3908.00 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00{BTk:82155 7/31/2014 10:03:44.253 Tk:197 Bid:3908.00 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00}ETk:82155 7/31/2014 10:03:44.253 Tk:197 Bid:3908.00 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00{BTk:82156 7/31/2014 10:03:44.253 Tk:198 Bid:3908.00 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00}ETk:82156 7/31/2014 10:03:44.253 Tk:198 Bid:3908.00 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00{BTk:82157 7/31/2014 10:03:46.002 Tk:199 Bid:3908.25 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00}ETk:82157 7/31/2014 10:03:46.002 Tk:199 Bid:3908.25 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00{BTk:82158 7/31/2014 10:03:46.003 Tk:200 Bid:3908.25 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00}ETk:82158 7/31/2014 10:03:46.003 Tk:200 Bid:3908.25 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00{BTk:82159 7/31/2014 10:03:46.004 Tk:201 Bid:3908.25 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00}ETk:82159 7/31/2014 10:03:46.004 Tk:201 Bid:3908.25 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00{BTk:82160 7/31/2014 10:03:46.005 Tk:202 Bid:3908.25 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00}ETk:82160 7/31/2014 10:03:46.005 Tk:202 Bid:3908.25 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00{BTk:82161 7/31/2014 10:03:46.006 Tk:203 Bid:3908.25 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00}ETk:82161 7/31/2014 10:03:46.006 Tk:203 Bid:3908.25 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00{BTk:82162 7/31/2014 10:03:46.007 Tk:204 Bid:3908.25 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00}ETk:82162 7/31/2014 10:03:46.007 Tk:204 Bid:3908.25 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00{BTk:82163 7/31/2014 10:03:46.008 Tk:205 Bid:3908.25 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00}ETk:82163 7/31/2014 10:03:46.008 Tk:205 Bid:3908.25 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00{BTk:82164 7/31/2014 10:03:46.009 Tk:206 Bid:3908.25 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00}ETk:82164 7/31/2014 10:03:46.009 Tk:206 Bid:3908.25 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00{BTk:82165 7/31/2014 10:03:46.010 Tk:207 Bid:3908.25 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00}ETk:82165 7/31/2014 10:03:46.010 Tk:207 Bid:3908.25 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00{BTk:82166 7/31/2014 10:03:46.011 Tk:208 Bid:3908.25 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00}ETk:82166 7/31/2014 10:03:46.011 Tk:208 Bid:3908.25 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00{BTk:82167 7/31/2014 10:03:46.011 Tk:209 Bid:3908.25 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00}ETk:82167 7/31/2014 10:03:46.011 Tk:209 Bid:3908.25 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00{BTk:82168 7/31/2014 10:03:46.012 Tk:210 Bid:3908.25 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00}ETk:82168 7/31/2014 10:03:46.012 Tk:210 Bid:3908.25 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00{BTk:82169 7/31/2014 10:03:46.685 Tk:211 Bid:3908.25 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00
1451.00}ETk:82169 7/31/2014 10:03:46.685 Tk:211 Bid:3908.25 CSell=FALSE CBuy=FALSE MPos: 0.00 RPos: 0.00 OrdEtMKTCont: 16.00 Ent: 0.00 dEnt: 0.00 BSt:1 CCount: 9.00 DEST: 1.00

tonyng, do you have 2 second difference on a constant basis on each bar or is it a one time occurrence? Please send me the MultiCharts workspace you are using to support@multicharts.com