CQG data errors in realtime through Multicharts

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wilkinsw
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CQG data errors in realtime through Multicharts

Postby wilkinsw » 06 Dec 2017

Hi,

I've noticed that CQG realtime data will plot open and closing prices on intraday bars that are wrong.

1) Wrong relative to other feeds (IQfeed and TS)

2) Wrong relative to itself: when you reload the data the errors are corrected.

I never seen this "on the fly" erroneous data in IQfeed. Also a colleague who uses the full CQG charting package reports no errors like this.

I'm trying to find out why this is happening.

I've studied the wiki page: https://www.multicharts.com/trading-sof ... ex.php/CQG

"Enable Use minute realtime data for minute based resolutions option if you are running MultiCharts 10.0 Release or later version to receive real-time minute data on minute-based charts. Real-time minute data will be plotted only if your account has the subscription for minute real-time data. If your account has only tick real-time data, you need to disable this option in the data feed settings. "

I have no idea what subscription I have. I've searched CQGs website and can't see anything that differentiates between a tick based and minute based subscription. Is it this "minute based" subscription that fixes the above reported issue?

I just want a reliable datafeed!

Thanks for your help.

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Henry MultiСharts
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Re: CQG data errors in realtime through Multicharts

Postby Henry MultiСharts » 06 Dec 2017

Hello wilkinsw,

This is something our dev team is currently investigating.

wilkinsw
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Re: CQG data errors in realtime through Multicharts

Postby wilkinsw » 16 Jan 2018

Hi Henry,

I've updated to MC 15566 in the hope of a fix for the CQG history/realtime mismatches, but unfortunately I'm still finding they exist.

I know this because I'm currently running duplicate charts side by side....1x IQfeed fed and 1x CQG fed.

On the odd occassion they are generating different entries/exits (as variables in the signal are generating different outputs). If I copy and paste or modify the date range for the CQG chart (ie re request history) the CQG signals will identically match the IQfeed chart.

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Henry MultiСharts
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Re: CQG data errors in realtime through Multicharts

Postby Henry MultiСharts » 19 Jan 2018

Hello wilkinsw,

Please email me specific examples of this occurrence.
We will need full sized screenshots of your charts, CQG and IQFeed data feed settings screenshots, copy of the workspace you are using for replicating it and export of the data from chart when the issue is replicated and when it is rectified (File->Export data).

wilkinsw
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Re: CQG data errors in realtime through Multicharts

Postby wilkinsw » 22 Jan 2018

Hi Henry,

I'll setup a test space on my end and get back to you.

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Re: CQG data errors in realtime through Multicharts

Postby wilkinsw » 22 Jan 2018

Hi Henry,

I'm sending over a workspace and code shortly.

In the meantime this is the first example of the bug today in WTI Crude:
cl example.PNG
cl example.PNG (63.57 KiB) Viewed 315 times


The left chart was the original and the right the copy generated after an IQfeed:CQG "data difference" was flagged.

In short, what you see is that when the chart was reloaded the data difference dissappears.

The indicators called "data stability check" are applied to data1 and the next one down to data2: They add up all the OHLC values for 2018 so far. Here they are showing that it data2 (cqg) and not iqfeed that changed when the chart was copied.

The odd difference here and there between feeds is expected. What is strange is that my CQG feed is routinely generating open and close values in realtime that are changed whenever a chart is reloaded.

I'm using MC11 15566.


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