Time and Sales problem

Questions about MultiCharts .NET and user contributed studies.
darob
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Time and Sales problem

Postby darob » 12 Feb 2021

Hi,
Could someone from MC explain why you can run a scanner and charts on their own with multiple instruments and historical data backfill from IB without problems in realtime, but with a linked Time and Sales window you get pacing violations? Doesn’t Time and Sales use the same data?

MC.Net 14.0.21360.400 R2, a problem in prior versions too.

Thanks!

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Kate MultiCharts
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Re: Time and Sales problem

Postby Kate MultiCharts » 23 Feb 2021

Hello darob,

Ask, Bid and Trade data is used for building Time & Sales window.
So the Pacing Violation is caused by requests of historical tick Ask, Bid and Trade data.

darob
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Re: Time and Sales problem

Postby darob » 24 Feb 2021

Thanks Kate, It would be great to have user control over the data range of Time and Sales independently of the charts. You don't really need a backfilling Time and Sales window like you do a chart.


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