1-min chart data mapping problem - Historical vs Real-time data from Interactive Brokers

Hi there,

I found out a data accuracy problem in the 1-min bar chart during the trading session. The data provider is Interactive Broker. It happens at one of below situations.

1. When I open a chart in the middle of a trading session
2. For some reasons when I need to re-load a chart

I looked into the data carefully in Quote Manager and found that the real-time data contained tick data only, even though a 1-min chart was plotted. The data before the time I loaded the chart were historical minute data backfilled. That is where the problems happened. The tick data mapped to the time axis of the 1-min chart were 1 minute later than the actual time. E.g. A 1-min bar for ticks within 9:20am shows a time of 9:21am in the time axis. However, the historical data (1-min data) were mapped to a correct time in the time axis of the 1-min chart.

Because of such difference in time mapping, The tick data caused one missing bar in the chart. E.g. If I load a chart at 9:20am, MC will collect real-time tick data from IB and map them to 9:21am of the time axis. MC will also collect historical minute data up to 9:19am. There will be no bar for 9:20am in the chart. The OLHC data around the upload time may also be wrong.

Can the time mapping problem be solved by adjusting the setup?

Thanks,
McGeorge

See this recent thread:

viewtopic.php?t=51624

See this recent thread:

viewtopic.php?t=51624

Hi TJ,

I am afraid they are two separate issues. Mine is about MC loading historical and real-time data into 1-min chart differently. It is not likely a true data discrepancy between historical and real-time data like the one described in the thread.

Maybe MC support can answer the question. Anyway, thanks for your eagerness to help.

Thanks,
McGeorge

MC does not store real-time ticks (from which it constructs 1-min bars) to QM database by default. You need to "Flush" them to the database manually to be able to observe and compare the timestamps.

1-min bars up to the last full minute come from historical IB servers (and saved), the current "not-yet-closed" bars is created from ticks (cached).

With which instrument do you see this behavior?

MC does not store real-time ticks (from which it constructs 1-min bars) to QM database by default. You need to "Flush" them to the database manually to be able to observe and compare the timestamps.

1-min bars up to the last full minute come from historical IB servers (and saved), the current "not-yet-closed" bars is created from ticks (cached).

With which instrument do you see this behavior?

Hi Zheka,

I did not do any "flushing" but I was still able to see the tick data from "Edit Data" in Quote Manager. That was the place where I compared the historical minute data against the real-time tick data and understood how MC plotted the two sets of data in the 1-min chart. What I found was that MC mapped the tick data to a time axis value that was one minute later. However, that was not the case with minute data.

The instrument is @HSI.

Thanks,
McGeorge

Hello McGeorge!

MultiCharts uses bar close timestamp. So a 1-min bar that opens at 9:20am will have the 9:21am timestamp.