Watchlist Quote Doesn't Match Chart Quote

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TrendFirst
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Watchlist Quote Doesn't Match Chart Quote

Postby TrendFirst » 16 May 2019

I've noticed that after the market closes, stock last quotes in a Watchlist linked to a chart are often different from the last quotes displayed in the chart. I am using IQFeed real time daily data. Session for both the Watchlist and chart are set to 24/7 (I have tried other session settings, but the issue persists). I'm referring to Last quote rather than Close quote, as the Watchlist displays a blank close, but does show a Last.

I have attached a jpeg showing FB in a Watchlist, a daily chart which is linked to the Watchlist, and IQFeed Snapquote. The Last quote from Snapquote and the chart is the same, 186.99. The Watchlist shows 187.10, which happens to coincide with the Snapquote Bid. This image capture was done around 10pm eastern, so the regular session and post session should be closed. The chart data has been refreshed/reloaded multiple times before capturing the image.

Based on Snapquote and the chart, the Watchlist Last appears to be incorrect. This makes me question the accuracy of any post-closing scans that I might do on a big watchlist. With a session set to 24/7, I can see why there would not be a real Close, only a Last. But it seems if the sessions are set to 24/7 for both the chart and watchlist, the Last quotes should coincide. Anyone have an idea why this happens, and a potential fix?
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FB Capture.JPG
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TJ
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Re: Watchlist Quote Doesn't Match Chart Quote

Postby TJ » 16 May 2019

AFTER HOURS MARKET

TrendFirst
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Re: Watchlist Quote Doesn't Match Chart Quote

Postby TrendFirst » 17 May 2019

AFTER HOURS MARKET
Please, no shouting.

And of course it's after hours market data, which I mentioned. But it's after hours data for both the chart and watchlist. They should both display the same data. They don't.

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Anna MultiCharts
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Re: Watchlist Quote Doesn't Match Chart Quote

Postby Anna MultiCharts » 17 May 2019

Hello, TrendFirst!

Please post a screenshot of the IQFeed settings and specify the version of MultiCharts and IQFeed client that you're currently using.

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Re: Watchlist Quote Doesn't Match Chart Quote

Postby TrendFirst » 17 May 2019

Hello, TrendFirst!

Please post a screenshot of the IQFeed settings and specify the version of MultiCharts and IQFeed client that you're currently using.
Hi Anna

Thanks for your reply. I am using MultiCharts64 Version 12.0 Release (Build 18038), and IQFeed 6.0.1.1. Looks like I am behind one update on MC, I'll do that update today.

What settings would you like to see in IQFeed? They have multiple apps, each which have their own settings. Let me know which one you would like to see.

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Re: Watchlist Quote Doesn't Match Chart Quote

Postby Anna MultiCharts » 17 May 2019

TrendFirst,

Apologies for the confusion. I meant the IQFeed data feed settings in Quotemanager: https://www.multicharts.com/trading-sof ... php/IQFeed

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Re: Watchlist Quote Doesn't Match Chart Quote

Postby TrendFirst » 17 May 2019

IQFeed Capture.JPG
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Re: Watchlist Quote Doesn't Match Chart Quote

Postby Anna MultiCharts » 22 May 2019

TrendFirst,

We tried to reproduce this on our end using the info from you, but didn’t manage to achieve similar results as captured on your screenshots.
What time zone are you in? Is this reproduced all the time on your end?

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Re: Watchlist Quote Doesn't Match Chart Quote

Postby TrendFirst » 23 May 2019

It seems to be a fairly regular occurrence. Sessions for both the watchlist and chart are the same, and time zone is set to local on both. Time zone is MST.

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Re: Watchlist Quote Doesn't Match Chart Quote

Postby Anna MultiCharts » 31 May 2019

Hello, TrendFirst!

Our engineers have been testing this at the session end for several days and didn’t manage to reproduce what you captured on your screenshots. As a result of the experiment we found out the following:
Last price in IQFeed SnapQuote stops being updated after the end of the regular session (after 16:00 ET), but it continues being updated in IQFeed Time & Sales. Most likely IQFeed SnapQuote doesn’t include the Extended hours. MultiCharts takes the prices from Time & Sales. Please compare the values in your MultiCharts and there.

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Re: Watchlist Quote Doesn't Match Chart Quote

Postby TrendFirst » 31 May 2019

Thanks Anna

The primary issue is that the MC chart does not match the MC watchlist. So calculated indicators in the chart and watchlist are not the same. For example, if I calculate an RSI on the chart and an RSI in the watchlist, they do not match. So I question the validity of any watchlist RSI scans that I might run. I have set sessions on both the watchlist and chart to 24/7, in an attempt to capture both the regular and extended sessions.

I chatted with IQFeed support, Snapquote shows both the Last at the end of the regular session and the ET Last at the end of the extended or post market session. I have no issue with what Snapquote is showing and I understand it.

I suspect that the changes to the session should be made at the Quote Manager level, not on the chart or watchlist. Can you comment on this?

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Re: Watchlist Quote Doesn't Match Chart Quote

Postby Anna MultiCharts » 04 Jun 2019

TrendFirst,

As far as we don’t know at what point you open your charts and scanner (before or after the session’s end) we’d ask you to perform the following experiment:
- before 16:00 ET create a chart that uses 24/7 session and a scanner for the same symbol;
- leave them be till the session’s end, don’t change anything on them;
- check the chart and the scanner after the session’s end. The last price on the chart should coincide with the values in the status line and in the scanner. Let us know what happens in your case.

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Re: Watchlist Quote Doesn't Match Chart Quote

Postby TrendFirst » 04 Jun 2019

Hi Anna

As per your request, I set up a new workspace with a new chart and new watchlist. I added FB to both the chart and watchlist, linked them, and set sessions to 24/7. I did not touch anything after initial setup. As you can see from the attached jpeg, the Last shown on the chart matches the Last shown in the watchlist.

But I still see the issue on other instruments in my regular workspaces. Any thoughts on why this is happening?
Session Test.JPG
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Re: Watchlist Quote Doesn't Match Chart Quote

Postby Anna MultiCharts » 05 Jun 2019

TrendFirst,

Please carry out the same experiment for other symbols and post an example of one of them that has differences between last price on the chart and in scanner.

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Re: Watchlist Quote Doesn't Match Chart Quote

Postby TrendFirst » 05 Jun 2019

Hello Anna

Thanks for your reply. But I fail to see the logic behind this request. It worked once, under ideal pre-defined conditions. I have a watchlist with hundreds of symbols and multiple charts, and it is not working for dozens of the symbols. If you have any ideas why MC is failing to post the proper quotes in my real-world situation, I would like to hear them. If you don't, then I would like to hear the reasoning behind your last request. Thanks.

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Re: Watchlist Quote Doesn't Match Chart Quote

Postby Anna MultiCharts » 06 Jun 2019

TrendFirst,

Status line is updated 24/7, QuoteManager settings have no influence over it. But the chart is only updated during the session hours selected for it.
The last price on the price scale and the last price in status line will coincide only during the session hours. Then after the session has ended the last price on the chart will stop updating. Therefore the discrepancy.
If you open your chart outside session hours, then it will receive the historical value for Last price on the chart, and status line – the most recent value. So you’ll also see the mismatch of values.
If you need the values to match please use 24/7 session for the chart.
As for the scanner – scanner displays the same values as status line. Session settings that are available for it only influence the trend and indicator plots, but they don’t affect the fields of the scanner.

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Re: Watchlist Quote Doesn't Match Chart Quote

Postby TrendFirst » 06 Jun 2019

Thanks Anna, this is helpful.
Status line is updated 24/7
I assume you are referring to the status line at the top of the chart? FYI, I have not been looking at price in the chart status line. I'm only comparing the Last price from the chart price scale to the scanner Last price.
But the chart is only updated during the session hours selected for it. The last price on the price scale and the last price in status line will coincide only during the session hours. Then after the session has ended the last price on the chart will stop updating. Therefore the discrepancy.
If you open your chart outside session hours, then it will receive the historical value for Last price on the chart, and status line – the most recent value. So you’ll also see the mismatch of values. If you need the values to match please use 24/7 session for the chart.
As stated since post #1, I am using 24/7 sessions for ALL instruments in the scanner and charts. So in my case, using 24/7 sessions does not work. Hence this thread, and hence my confusion about why the chart and scanner do not match.
As for the scanner – scanner displays the same values as status line. Session settings that are available for it only influence the trend and indicator plots, but they don’t affect the fields of the scanner.
OK, thanks, it is helpful to know that scanner session settings only impact trend and indicator plots.

To summarize: I still don't understand why, if my charts are set to 24/7, Last price is not the same on the chart price scale, chart status line, and scanner.


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