MC shows incomplete tick data

Hi all,

I am using esignal tick datafeed. I found Multicharts fails to download all the tick data, especially the huge volume tick. This makes the volume profile misleading.

Attachments are the screen shots of esignal tick chart and MC tick chart. The problem persists even I open a new chart to try to force MC to update the tick data from esignal. And it happens to every symbols I check when the tick volume is huge.






Is there anything to do with my setting in QuoteManager?
Is there any way I can get back the missing data?

Looking forward to any help
Thanks
Jimmy

Hello Jimmy,

How often do you have such behavior replicated?
Does it happen with realtime data only?
If you reload the data in eSignal - can you still see this tick?
If you reload the data in MultiCharts - is this tick backfilled?

Hi Henry,

///How often do you have such behavior replicated?
I have esignal data subscribed for about a month. I noticed the incompleteness for about a week. The problem may exist before that. I noticed two things when I did the checking. 1) For trading days with scarce trades (e.g. Chrismas Eve), MC has no missing. 2) Missing happens when the tick volume is huge, probably the largest tick of the day. My observation is biased as I did not check all the symbols and every day.

///If you reload the data in eSignal - can you still see this tick?
If you mean turning the eSignal DataManager On and Off, then no, the tick is still absent in MC QuoteManager. I suspect it is the data bridging issue between MC and eSignal. Just a wide guess.

///Does it happen with realtime data only?
I collect data in realtime as I trade by the volume profile in MC. The data is missing. When the market closes, I recollect all the data by market scanner with the below setting. The data does not refill either. So I open a chart, try to force MC to update the data and I fail. But the data can be shown in eSignal Platform.


///If you reload the data in MultiCharts - is this tick backfilled?
Negative. Even a couple of days later, the missing tick is still missing.

Setting of QuoteManager for your reference:

I recollect all the data by market scanner with the below setting. The data does not refill either. So I open a chart, try to force MC to update the data and I fail. But the data can be shown in eSignal Platform.

What do you mean exactly? There is no data loaded at all or the required tick is still missing? Please make sure you force data reload, not just plot a chart and backfill the data.

Hi Henry,

What do you mean exactly? There is no data loaded at all or the required tick is still missing? Please make sure you force data reload, not just plot a chart and backfill the data.

Allow me to say a bit about my routine and rationale.
I subscribed only 200 real time symbols but I oversee more than 600. Esignal would not allow me to grab all symbols in one go. So I have to place 200 symbols in each market scanner to get the tick data from esignal. Then I offline MC (to force MC to grab data from QM and not esignal online) and run all the 600 symbols in market scanner to look for trading opportunities for tomorrow. This is what I do when the market closes.

Every time when I close MC and QM, the following appears:

So I believe MC will collect new data and refill the missing. But I was wrong. I reloaded the data as you suggested and yes the missing data was filled in QM. Does it mean that the method I use can only update the data but cannot refill the missing?

Here is another thing. Given that I am not sure whether there is any missing data, all I can do is to reload all the symbols' data before I run market scanner. But Reload is only available in Charts, making extensive reload / reload in one go impossible. What would you suggest?

Appreciate your help.
Jimmy

Allow me to say a bit about my routine and rationale.
I subscribed only 200 real time symbols but I oversee more than 600. Esignal would not allow me to grab all symbols in one go. So I have to place 200 symbols in each market scanner to get the tick data from esignal. Then I offline MC (to force MC to grab data from QM and not esignal online) and run all the 600 symbols in market scanner to look for trading opportunities for tomorrow. This is what I do when the market closes.

Have you tried using the PreScanning part of the Scanner window? It was introduced to workaround such data provider limitations.

Every time when I close MC and QM, the following appears: So I believe MC will collect new data and refill the missing. But I was wrong. I reloaded the data as you suggested and yes the missing data was filled in QM. Does it mean that the method I use can only update the data but cannot refill the missing?

This dialogue shows the progress of saving the data to the database. It does not request any data. If MultiCharts is in "online mode" and "download missing historical data" is enabled in File tab->Preferences->Data server mode, then when you use an instrument in scanner/chart/portfolio - MultiCharts will request the missing data ( if there is any ) from the data provider. But if it was requested once and no data was received from the vendor for this request then an empty period can be saved to the database to avoid excessive data requests. In such situation Reload is required to force data request from the data feed servers. Reload is also useful when historical data is different from realtime data.

Here is another thing. Given that I am not sure whether there is any missing data, all I can do is to reload all the symbols' data before I run market scanner. But Reload is only available in Charts, making extensive reload / reload in one go impossible. What would you suggest?

You can close all instances of the instrument (scanner/chart/portfolio/DOM), delete the data in QuoteManager, clear the cache and then load the instruments in the scanner to get it from the data provider.
At the moment there is no functionality for directly reloading all data in the scanner window. This is something we evaluate for adding in the future.

Thank you Henry. I got a better understanding of the data workflow now.

Pre-scanning. A wonderful functionality. I have read but forgot it. Thank you for bringing it up. I will test it in details.