some issue with the Webank hourly aggregation with an without download missing data

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auato
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some issue with the Webank hourly aggregation with an without download missing data

Postby auato » 28 Feb 2017

Hi, as you probably know, reading other my posts, I operate with the Italian broker Webank which is considered a Multicharts compliant partner. Unfortunately I am experiencing some troubles/problems with the hourly aggregation. Indeed when I use the hourly time resolution (I choose 1 Hour time resolution), I noticed that MC generates wrong bars/candles with wrong values and this problem affects the nature of my trading systems so for me is essential to try to solve this matter. In live mode I experience incorrect values from the first daily bar until the last one. Also the labelling is incorrect (for instance the first bar should be the bar 9:00am instead of the bar 10:00am). Only at the end session of the day, when I choose to "download the missing data" from the server, it miraculously fixes all values even with the correct labels. I already tried to play in the time zone session details in the Quote Manager using both "Default Exchange and ECN's sessions" and also playing all possible rules and combinations in the custom time details with no success. Did somebody of you verify some anomalous aggregations changing time resolution in houtly mode. In 5 minutues I am not experiencing issues.

Thank you,
auato

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Angelina MultiСharts
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Re: some issue with the Webank hourly aggregation with an without download missing data

Postby Angelina MultiСharts » 01 Mar 2017

Hello auato,

Would it be possible to demonstrate this behavior in Live Chat from 6:30 am to 12pm EST?

auato
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Re: some issue with the Webank hourly aggregation with an without download missing data

Postby auato » 02 Mar 2017

Hi Angelina, thanks for your time.
Maybe it will be possible tomorrow from 8:00am - 11_00am and from 2:00pm to 5:00pm your EST but meanwhile I am approching with another workaround solution using 60 minutes aggregation on the charts instead of 1 hour (essentially the same) but to be checked tomorrow morning my local time, overnight for you. I'll let you know tomorrow.

Thank you,
auato

auato
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Joined: 23 Nov 2016
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Re: some issue with the Webank hourly aggregation with an without download missing data

Postby auato » 13 Mar 2017

Okay, I resume this thread to give you an update.
I studied going deeper up to the tick resolution and then tried and tried again some settings in the session window of the Quote manager for the interested symbol I would like to trade.
At the moment I think that Webank doesn't communicate correctly the daily opening value. MC reads correctly the first value of the first bar but in the case of Webank it does not perfectly meet the correct and official open price. Furthermore I suspect that after some minutes Webank changes the opening price of the first bar. Indeed this mornoing I had on my chart my first 5 min bar with a clear opening price. After some minutes, I closed and launched again MC asking for the download of the missing data and.... surprise!!!... the Open value of the first bar was changed.
For me it is a disaster as my signal runs with the opening price and the historical data which it was studied and backtested with were offical and correct values.
Is there anyone Webank customer who verified this issue?

Thanks


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