IQFeed Rangebar problem

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signalworks
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IQFeed Rangebar problem

Postby signalworks » 13 May 2019

Hello,

I try the IQFeed and noticed, the symbol INDU.X (DowJones Industrial Average Index) is not correctly built as pointchart. Is there a special setting for that? Thanks.
Attachments
compare_pointchart_iqfeed_tsfeed_different.PNG
compare_pointchart_iqfeed_tsfeed_different.PNG (62.98 KiB) Viewed 215 times
compare_tickchart_iqfeed_tsfeed_identical.PNG
compare_tickchart_iqfeed_tsfeed_identical.PNG (62.36 KiB) Viewed 215 times

signalworks
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Re: IQFeed Rangebar problem

Postby signalworks » 15 May 2019

Hello, here a few more pictures to illustrate the problem. tick-based bars are not built correctly. Is there any solution? Thank you.
settings_indu.x_01.PNG
settings_indu.x_01.PNG (15.4 KiB) Viewed 199 times
settings_indu.x_point.PNG
settings_indu.x_point.PNG (19.3 KiB) Viewed 199 times
point_chart_indu.x.PNG
point_chart_indu.x.PNG (21.16 KiB) Viewed 199 times
settings_indu.x_kasebar.PNG
settings_indu.x_kasebar.PNG (19.68 KiB) Viewed 199 times
kasebar_chart_indu.x.PNG
kasebar_chart_indu.x.PNG (19.75 KiB) Viewed 199 times

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Svetlana MultiCharts
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Re: IQFeed Rangebar problem

Postby Svetlana MultiCharts » 16 May 2019

Hello, signalworks,

In your screenshots we can see that the 15th bar is longer than previous. You can face this behaviour during heavy price changes on point or other contract-based charts. In your charts, the size of a point is quite small due to the Price Scale settings. Therefore, in order to display the price change, MultiCharts needs to plot very many point bars.
There is a limitation to the number of bars that can be used to display a price change – it is 15. That’s why the last bar is bigger than others – this size is required to fill the gap between prices. This behaviour was designed for optimization purposes: to optimize the chart plotting.
What you can do to avoid it:
1) Increase the size of a point by changing the Price Scale in instrument settings. Please try Price Scale = 1/100. You will need to re-built the charts to apply the changes. We recommend this method.
2) Change the 15-bars limitation in the registry, if you want to roll back to the previous behavior. However, it is not recommended, because then you can have numerous bars plotted on chart, that can lead to performance issues. Please contact support directly to get the registry key in case you need to use this variant.

signalworks
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Re: IQFeed Rangebar problem

Postby signalworks » 16 May 2019

Thank you for the explanation, Svetlana. It's strange how you can see in my first post where I compare the TS-feed with the IQFeed. Both feeds have optically seen the same tickchart. But the point chart is different. MC can properly display the TS feed as a point-chart, IQFeed cannot. What 15bar limit should the IQFeed exceed here that the TS feed would not or should not have exceeded? This is strange, don't you think? The Kase-Bar-Chart from the IQFeed is also strangely displayed by MC. Does this also have something to do with the 15Bar exceedance? Or rather not? The Kase-Bar-Chart of the TS-Feed looks fitting. Does the IQFeed require other plot conditions or similar?

FogChaser2011
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Re: IQFeed Rangebar problem

Postby FogChaser2011 » 16 May 2019

I have exactly the same problem and it is certainly not related to times of high market activity. The problem appeared only recently, can be seen after hours, is IQfeed-specific as it does not occur when I use a different data feed and manifests only at one of two trading computers with the same version of MC installed. Same markets, same workspaces and chart layouts on both machines.

signalworks
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Re: IQFeed Rangebar problem

Postby signalworks » 20 May 2019

@Svetlana: Your first point solved the problem:
1) Increase the size of a point by changing the Price Scale in instrument settings. Please try Price Scale = 1/100. You will need to re-built the charts to apply the changes. We recommend this method.
Setup in Quotemanager (custom settings):
iqfeed_pricescale.PNG
iqfeed_pricescale.PNG (11.06 KiB) Viewed 154 times
Thanks!


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