Data Mapping Problem found in QuoteManager:Edit Data

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McGeorge
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Data Mapping Problem found in QuoteManager:Edit Data

Postby McGeorge » 31 Mar 2021

Hi there,

I found that tick data was not correctly mapped in QuoteManager:Edit Data. It has happened since I upgraded from MC12 to MC14 R2 (Build 21357).

1) The TickID field does not show valid TickIDs:
1a) Each tick does not show an ascending ID. E.g. “3333”followed by “6666”.
1b) The TickID seems to be somehow related to the beginning characters of MicroSec field from next tick. E.g. A tick shows TickID “6666” and the MicroSec field of next tick shows “666666”.

2) The MicroSec field shows weird data:
E.g. "428571", "571428", etc., are not logical pieces of millisecond data.

Above problems exist in every row of tick data, and on various symbols, which are obvious a data mapping problem. Please refer to the attached screenshots, in which some examples of invalid data is highlighted.

Please help fix the problem.

McGeorge

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Tammy MultiCharts
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Re: Data Mapping Problem found in QuoteManager:Edit Data

Postby Tammy MultiCharts » 07 Apr 2021

Hello McGeorge,

As far as we could understand, you are using Interactive Brokers data feed.
Interactive Brokers API does not support milliseconds or microseconds.

You can ignore the values that are displayed in the MicroSec field, as it does not include data received from your data feed, and the tick order is correct.

The TickID field is auxiliary and was designed for the correct arrangement of the ticks inside a second bar in case the data feed (that provides microseconds) sends several ticks for the same microsecond. This is always calculated by MultiCharts.

The behavior demonstrated in your screenshots is expected. The TickID and MicroSec values within one second are ascending. The specific values, on the other hand, may be ignored, as they are not provided by your data feed.

McGeorge
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Re: Data Mapping Problem found in QuoteManager:Edit Data

Postby McGeorge » 07 Apr 2021

Hi Tammy,

Please see the screenshots attached, which shows the tick data downloaded before the upgrade from MC12 to MC14 R2. You can see that the data in the microseconds and TickID fields was in good order. Although the millisecond data appeared to be calculated by dividing 1000000 microseconds evenly by the total number of ticks within one second rather than being true microsecond timestamp, the microsecond data after the upgrade is obviously not based on correct data processing, as revealed by the cyclical repeat of characters 142857 in both microsecond and TickID fields. Also, the completely wrong TickIDs make it difficult to read from the table how many ticks there are within one second, without counting it manually.

I can't see any reason why MC thinks there is no need to correct such an obvious data processing problem. Also, I am not confident that the tick data presented without logical microsecond and TickID data in the table is truly in ascending order. The only way to prove it is to correct the data processing problem. Please fix the problem instead of avoiding it.

Thanks,
McGeorge

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Tammy MultiCharts
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Re: Data Mapping Problem found in QuoteManager:Edit Data

Postby Tammy MultiCharts » 29 Apr 2021

Hello McGeorge,

We have addressed this to our development team for further tests.
I will make sure you get notified when there are any updates on the topic.


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