A little mishap with the symbols and its solution

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bowlesj3
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A little mishap with the symbols and its solution

Postby bowlesj3 » 17 Mar 2008

I use MC with IB's TWS.


Last week I changed the quote manager to have the new symbol ESM8 (the old was ESH8).
I changed all the charts one by one to ESM8. I never checked this but I think it worked. I made these changes with a right click on the bars on the chart to format the symbol.
Something went wrong (an abort).
For some reason I felt I needed to return the 3 data bases (maybe because of the time difference).
I returned the databases and when I brought up MC the data for the new symbols could not be found (no history - lots of info - Realtime symbol not found.).
Okay, so I go back and put in the new symbol into the quote manager again.
That appeared to solve it at first glance but I just noticed today while testing that the prices were off (it is picking up the old symbol prices).
Okay so I create the new chart and put on the new symbol and it gets the correct prices to match TWS.
However I try to change the old chart to the new symbol by switching it to the old symbol (let it load) then switch it back to the new symbol (let it load) and it does not fix the problem. It gets wrong prices.
So to confirm this I create a new chart with the old symbol and sure enough the data in these incorrect charts exactly matches the old symbol data on the new chart even though I have tried to put in the new symbol and it appears on the chart.
So I go back and remove all the old symbols from the quote manager and try loading the workspace and it gets the error I had last week (Realtime symbol not found). (same error as last week).
So I right click directly on the symbol on that chart (very top left corner), then click "format ESM8" and highlight that symbol and click okay and this time it works to get the correct data fro ESM8.
I have to repeat the above line for all charts and they all get the correct data.

So it seems that internally the chart got linked to the old symbol somehow even though it was saying I had the new symbol. I had to remove the old symbols from the quote manager.

bowlesj3
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May cause data to get lost until the next live session.

Postby bowlesj3 » 18 Mar 2008

The above problem may have been the cause of another problem. At the same time, I was finding that when I shut MC down at the end of the day then brought it back up later at night (choosing offline price input from the databases) that these databases had lost (or not been updated with) the data I was seeing on the charts during the live trading session. After fixing the first problem (this fix took place yesterday late in the trading day) I found that later that night this second problem did not occur (all the data was in that databases for offline viewing).

2haerim
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QM has a bug not saving the last ticks and it was confirmed.

Postby 2haerim » 18 Mar 2008

When you close MC at the end of the day session and open it offline mode,
you won't be able to see the last ticks which you had seen during the session. It is because QM does NOT save the last ticks and it is a QM's confirmed bug.

I hope this bug to be fixed next release.

bowlesj3
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Actually.

Postby bowlesj3 » 19 Mar 2008

Actually (last afternoon and normally) when I close MC just after IB's TWS stops its feed at 16:15 my clock time, then reopen MC offline after that, I do get all the ticks from the days session (I do this every single day to capture in bmp format my trade calls and sometimes to analyze the 10 second bar stalls).

However I do loose the daily bar for that day. I believe this is because MC is making this daily bar accurate using the data from the ticks use for the lower level bars and they do not want to save this data in the daily bar data base since it takes up too much room on disk. This daily bar will appear (correct) the next day. I think what is happening is interactive brokers is doing a batch run at night during one of their close downs to consolidate the data into daily bar summary data and it is this data that MC loads down the next day and it is this data and only this data that it writes into that data base (maybe the TS-Support staff can confirm my assumptions or correct them). To me this all makes a lot of sense. What would be nice would be if they had a temporary database for that daily bar data so it could be seen for that night then once IB presents the consolidated data the next day they can put this bar in the consolidated data base and delete the temp one (assuming my assumptions are correct of course).


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