Missing Chart Bars  [SOLVED]

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McGeorge
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Missing Chart Bars

Postby McGeorge » 04 Sep 2018

Hi there,

I tried to chart the minute data from an ASCII mapping file but found missing bars for the very last session of the period. The data is for symbol HSI of the HKFE exchange, where the 1st, 2nd and 3rd sessions of each trading day are 09:15 to 11:59, 13:00 to 16:29, 17:15 to 00:59 of next day. Per the quote manager (as shown in the screenshot "Quote Manager Data Problem - 180905"), the data is up to 30/Jul/2018 15:59 (earlier closing time for 3rd daily session due to monthly closing), meaning that there is no missing data. However, the chart window (as shown in the screenshot "Chart Problem - 180905") can only show bars up to 30/July/2018 11:59 (end of 2nd daily session). Bars for the entire 3rd daily session of that last trading data are missing. There is no missing bar for the 3rd daily session on other trading days.

Attached please also find the minute data file in TXT format (HSI 1 Min - 1807). Due to 2 Mb file size limit, I removed the front part of the data. Please help investigate and fix the problem.


Thanks,
McGeorge
Attachments
HSI 1 Min 1807.txt
(1016.88 KiB) Downloaded 162 times
Chart Problem - 180905.PNG
Chart Problem - 180905.PNG (78.13 KiB) Viewed 848 times
Quote Manager Data Problem - 180905.PNG
Quote Manager Data Problem - 180905.PNG (34.84 KiB) Viewed 848 times

McGeorge
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Re: Missing Chart Bars

Postby McGeorge » 04 Sep 2018

Hi there,

I forgot to mention that the MC version is 12.0 Build 16642.

McGeorge

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TJ
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Re: Missing Chart Bars

Postby TJ » 04 Sep 2018

Please check:

1. Symbol Default Session template
2. Chart Session template

McGeorge
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Re: Missing Chart Bars

Postby McGeorge » 04 Sep 2018

Please check:

1. Symbol Default Session template
2. Chart Session template

Hi there,

I have not changed the templates. This problem was found after the recent installation of MC version 12.0. I did not have the problem in the past.

For the sake of clarity, you can refer to the screenshots attached, in which you can see the Symbol session template (quote manager) and the Session template (quote manager). They look very normal and do not exclude the very last trading session of the month.

Thanks,
McGeorge
Attachments
Session Template Problem b -180905.PNG
Session Template Problem b -180905.PNG (20.57 KiB) Viewed 843 times
Session Template Problem a -180905.PNG
Session Template Problem a -180905.PNG (19.36 KiB) Viewed 843 times
Symbol Session Template Problem - 180905.PNG
Symbol Session Template Problem - 180905.PNG (24.34 KiB) Viewed 843 times

McGeorge
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Re: Missing Chart Bars

Postby McGeorge » 04 Sep 2018

Hi there,

I tried to chart the tick data from an ASCII mapping file to see if I can replicate the problem like I had with minute data. Surprisingly, it missed out the very last 2 sessions of the trading period, even worse than the minute data. Again I attached the screenshots showing the chart period (file name "Chart Tick Problem - 180905") and the data in quote manager (file name "Quote Manager Tick Data Problem - 180905"), and also the tick data file in TXT (front part of the data is removed due to file size limit. File name "HSI 1 Tick 1808").

I also tried to chart the tick data for the exact same future from Interactive Broker's data, from which the ASCII mapping file was created. There is NO missing bar in the chart. Attached please find the chart screenshot (file name "Chart Tick Problem IB - 180905").

So, the problem is obvious. There is an application error for charting from ASCII mapping file.

Could you please help look into the error and fix it?

Thanks,
McGeorge
Attachments
HSI 1 Tick 1808.txt
(1.46 MiB) Downloaded 151 times
Quote Manager Tick Data Problem - 180905.PNG
Quote Manager Tick Data Problem - 180905.PNG (36.67 KiB) Viewed 842 times
Chart Tick Problem IB - 180905.PNG
Chart Tick Problem IB - 180905.PNG (78.73 KiB) Viewed 842 times
Chart Tick Problem - 180905.PNG
Chart Tick Problem - 180905.PNG (78.01 KiB) Viewed 842 times

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Henry MultiСharts
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Re: Missing Chart Bars

Postby Henry MultiСharts » 06 Sep 2018

Hello McGeorge,

Please check "Session End" only once at the end of your trading sessions, rather than several times throughout the day. It should fix your issue.
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Re: Missing Chart Bars

Postby McGeorge » 06 Sep 2018

Hello McGeorge,

Please check "Session End" only once at the end of your trading sessions, rather than several times throughout the day. It should fix your issue.
Hi Henry,

I tried your suggestion and saw that it would correct the time mismatch problem on the chart. However, the reason of setting up multiples sessions within same trading day is to view the volume profile for each session. Combining multiple sessions into one will make me unable to use volume profile in the way I want. Could you please help look into the problem and fix it?

Thanks,
McGeorge

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Henry MultiСharts
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Re: Missing Chart Bars

Postby Henry MultiСharts » 21 Sep 2018

Hello McGeorge,

That is not an issue. Having multiple "Session Ends" within the same day is not supported.
You will need to change that and use the "Every X Bar" option for Volume Profile.

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Re: Missing Chart Bars

Postby McGeorge » 29 Sep 2018

Hi Henry,

The question is why multiple "Session Ends" within same day works properly with IB's data but not with ASCII mapping data. It is a reasonable expectation that they both work the same way.

Besides, the "every X bar" option is not a proper workaround as there could be times of half-day trading days or there is no bar for a period of time during night session.

Therefore, it is a reasonable request to have Multicharts look into the ASCII data mapping problem. Please help.

Thanks,
McGeorge

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Henry MultiСharts
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Re: Missing Chart Bars

Postby Henry MultiСharts » 02 Oct 2018

McGeorge, please come to the Live Chat Monday - Friday 6.30 am - 1 pm ET to continue the analysis in your environment.

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Re: Missing Chart Bars

Postby McGeorge » 11 Oct 2018

McGeorge, please come to the Live Chat Monday - Friday 6.30 am - 1 pm ET to continue the analysis in your environment.
Hi Henry,

Sorry, I missed your reply. I installed MC 12.0 Build 17002 yesterday and did a test again. Same problem persists. Yes, let's do a live chat and I will show you the problem. Please reschedule a time and let me know.

Thanks,
McGeorge

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Svetlana MultiCharts
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Re: Missing Chart Bars  [SOLVED]

Postby Svetlana MultiCharts » 12 Oct 2018

We have reproduced this behaviour on our side and forwarded this case to the developers for further analysis.

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Re: Missing Chart Bars

Postby McGeorge » 14 Nov 2018

We have reproduced this behaviour on our side and forwarded this case to the developers for further analysis.
Hi Svetlana,

Any progress on this?

Thanks,
McGeorge

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Svetlana MultiCharts
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Re: Missing Chart Bars

Postby Svetlana MultiCharts » 15 Nov 2018

Hello, McGeorge,

This improvement is currently targeted for the next release version (MultiCharts 12 Release 4).
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Re: Missing Chart Bars

Postby Svetlana MultiCharts » 16 Nov 2018

Developers analysis showed that it is not correct to use instrument sessions to view the Volume Profile for each session. That’s why it was decided to introduce a new feature that will allow users to set up custom time periods for the Volume Profile. Currently it is targeted for the next application version (MultiCharts 13).
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