Any way to prevent chart spyke at market close on IB

Questions about MultiCharts and user contributed studies.
arjfca
Posts: 1292
Joined: 23 Nov 2010
Has thanked: 725 times
Been thanked: 223 times

Any way to prevent chart spyke at market close on IB

Postby arjfca » 04 Sep 2014

Hello

Since few time I see that I get often a spyke on the bid when forex market closed on IB. To remove it, I need to reload data 1 day back

With the spyke
http://my.jetscreenshot.com/21599/20140904-wwxw-178kb

Without the spyke
http://my.jetscreenshot.com/21599/20140904-w6gm-121kb

Martin
P.S. Sorry for late viewer, the screenshot url will last only 30 days

User avatar
Henry MultiСharts
Posts: 9165
Joined: 25 Aug 2011
Has thanked: 1264 times
Been thanked: 2957 times

Re: Any way to prevent chart spyke at market close on IB

Postby Henry MultiСharts » 05 Sep 2014

Hello Martin,
  1. Is the option “Generate new tick if total volume changes” enabled in QuoteManager->Tools->DataSources->IB->Settings?
  2. Does it happen on all currency pairs?
  3. Does it happen every day?
  4. What exact version and build number of MultiCharts are you running? (in MultiCharts go to Help tab-> About)
  5. What is the version of TWS you are running ? (TWS Help tab->About)

arjfca
Posts: 1292
Joined: 23 Nov 2010
Has thanked: 725 times
Been thanked: 223 times

Re: Any way to prevent chart spyke at market close on IB

Postby arjfca » 05 Sep 2014

Hello Martin,
  1. Is the option “Generate new tick if total volume changes” enabled in QuoteManager->Tools->DataSources->IB->Settings?
  2. Does it happen on all currency pairs?
  3. Does it happen every day?
  4. What exact version and build number of MultiCharts are you running? (in MultiCharts go to Help tab-> About)
  5. What is the version of TWS you are running ? (TWS Help tab->About)
Quote manager setting:
http://my.jetscreenshot.com/21599/20140905-0xyg-53kb

TWS 940.4
MC: 8.8 9590

It does not happen to all pairs, but never took note on witch one and when

Martin

User avatar
Henry MultiСharts
Posts: 9165
Joined: 25 Aug 2011
Has thanked: 1264 times
Been thanked: 2957 times

Re: Any way to prevent chart spyke at market close on IB

Postby Henry MultiСharts » 05 Sep 2014

Martin, it does not look like a price spike. The fact that it disappears after reload can be explained by IB using the 5 second correction bars.
Please disable the options "Use server timestamps" and "Generate new tick if total volume changes". Restart all MultiCharts processes to make the changes come into effect. Once you receive this price on a chart in MultiCharts - you should see the same price in IB TWS main window.

arjfca
Posts: 1292
Joined: 23 Nov 2010
Has thanked: 725 times
Been thanked: 223 times

Re: Any way to prevent chart spyke at market close on IB

Postby arjfca » 05 Sep 2014

Martin, it does not look like a price spike. The fact that it disappears after reload can be explained by IB using the 5 second correction bars.
Please disable the options "Use server timestamps" and "Generate new tick if total volume changes". Restart all MultiCharts processes to make the changes come into effect. Once you receive this price on a chart in MultiCharts - you should see the same price in IB TWS main window.
OK, done..
will see if that resolve the problem

I understand that this is not a spike. Just look like when / if I don't reload the chart
A good and relaxing weekend

Martin


Return to “MultiCharts”