MC3.0 Intraday Price bars late to reflect actual price

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valabhi
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MC3.0 Intraday Price bars late to reflect actual price

Postby valabhi » 22 Apr 2008

I noticed that intraday pricebars does not reflect trading price as much as 4-6 tick. it only reflects after certain amt of volume change. is there a way to correct it. IB shows 4-6 tick high/low than mcchart in pricebar shows.after change in volume pricebar will suddenly change

WarEagle
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Postby WarEagle » 22 Apr 2008

I noticed this too today, only with ER2 contract. Everything was running fine before today. Today the ER2 was 3-4 minutes behind. Very frustrating! No other contracts experienced a lag

btrader2
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Postby btrader2 » 22 Apr 2008

I'm glad someone else saw this. I had this issue with NQ but ES appeared fine. I reinstalled MC and deleted the old DB so I cannot reproduce. I ran it side by side with AB and you could see the difference. Just saw this today also. I will not know if I still have the problem until the market opens tomorrow.

WarEagle
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Postby WarEagle » 22 Apr 2008

Yes btrader2, I opened up quotetracker and ran it side by side, and the problem is definitely with multicharts. I didnt reinstall like you did. I hope this gets fixed!

holbrooke
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Postby holbrooke » 22 Apr 2008

Yes, i had this problem with ES too. I thought it was my PC or connection but now apparently it's not just me. This is a serious issue.

btrader2
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Postby btrader2 » 23 Apr 2008

Why are we seeing this with different contracts when others work?
Could it be this is the chart open when TWS resets overnight?

WarEagle
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Postby WarEagle » 23 Apr 2008

Not sure btrader2. I restart my machine every day, so MC gets closed and re-loaded. I guess I will have to run another chart program so I can get good charts today.

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Marina Pashkova
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Postby Marina Pashkova » 23 Apr 2008

Hi guys,

The problem that you have experienced is related to the fact that MultiCharts only generates a new tick when Volume in TWS changes (because there can't be a tick without a certain volume associated with it). For some reason, Volume in TWS does not always change when it should. Thus MultiCharts can't generate new ticks.

In future, to avoid this problem we'll add TradeSize as an option for ticks (instead of Volume).

Hope the above clarifies the situation.

valabhi
Posts: 45
Joined: 25 Jun 2007

laaate bar price

Postby valabhi » 23 Apr 2008

Marina;
after spending 2 hours with sergee oninteractive help , he also said same as you,however , i ran mc side by ib chart and SC . no other charting has problem except mc. with real time data bar price must show settl, i.e. close price.also,every settled tick must have volume. this is a serous matter for day traders and mc must resolv this issue asap. thanks valabhi

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Marina Pashkova
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Re: laaate bar price

Postby Marina Pashkova » 23 Apr 2008

Marina;
after spending 2 hours with sergee oninteractive help , he also said same as you,however , i ran mc side by ib chart and SC . no other charting has problem except mc. with real time data bar price must show settl, i.e. close price.also,every settled tick must have volume. this is a serous matter for day traders and mc must resolv this issue asap. thanks valabhi


Valabhi and everybody,

Comparisons of data in MultiCharts to that in QuoteTracker or SC cannot be used as a valid test of accuracy. At least MultiCharts (unlike QuoteTracker) plots bars correctly. I can't comment on the behavior of SC because I don't know enough about how their program works. What I can say though, is that associating tick formation to volume changes results in accuracy. This principle has worked fine until the recent changes in IB. As I mentioned above, we will create another option (to use TradeSize) to avoid the current problem in future.

valabhi
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Joined: 25 Jun 2007

prev beta works fine

Postby valabhi » 23 Apr 2008

hi;
i removed mc3.0 and reinstalled prevous latest beta version
and it works much better valabhi

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TJ
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Postby TJ » 23 Apr 2008

Hi guys,

The problem that you have experienced is related to the fact that MultiCharts only generates a new tick when Volume in TWS changes (because there can't be a tick without a certain volume associated with it). For some reason, Volume in TWS does not always change when it should. Thus MultiCharts can't generate new ticks.

In future, to avoid this problem we'll add TradeSize as an option for ticks (instead of Volume).

Hope the above clarifies the situation.


I hope you can make an interim fix, before the next beta.
The problem has been driving me insane.

:-(

holbrooke
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Joined: 26 Jul 2007

Postby holbrooke » 23 Apr 2008

I use IQ feed and facing the same problem. So, it's not related to IB. A second or two delay in charting is critical when you're scalping. Hope you recognise the problem and give us a hot fix soonest possible.

tortoise
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Postby tortoise » 24 Apr 2008

eSignal here. Same issue. This is potentially catastrophic. Please address as soon as possible! Thanks

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Marina Pashkova
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Postby Marina Pashkova » 25 Apr 2008

Hi guys,

We are pretty sure that the problem with IB discussed above is a different problem from what you are having with other data feeds.

Those who use data feeds other than IB and have the delay problem: could you please check your CPU load? If it is 100% then this is what's causing the delay.


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