Hello,
I'm a new user to MC. I've connected MC to Interactive Brokers and have set up symbol mapping for several futures products. I'm noticing that there are large gaps in the MC charts that do not appear in the IB data. I'm attaching M2K futures as an example.
Has anybody else encountered this issue?
I've spoken to Polly in the chat who suggested clear the cache, which I've done and reloaded the mapping in MC, but still running into the same issue.
Thanks,
Danny
IBKR Data on MC has large Gaps
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DannyS2023
- Posts: 7
- Joined: 02 Jan 2024
IBKR Data on MC has large Gaps
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- M2K MC screenshot.png
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- M2K IBKR screenshot.png
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Re: IBKR Data on MC has large Gaps
Hi Danny...
Im new here too.. But --My guess is Tradingview has auto fill for gaps and or "phantom bars"... There is no way TV could show a chart with a bunch of holes in it... Here in MC,to turn on phantom bars--- go to (right click on the chart) format instrument/settings/(up at top)show phantom bars(click this)..
Im new here too.. But --My guess is Tradingview has auto fill for gaps and or "phantom bars"... There is no way TV could show a chart with a bunch of holes in it... Here in MC,to turn on phantom bars--- go to (right click on the chart) format instrument/settings/(up at top)show phantom bars(click this)..
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DannyS2023
- Posts: 7
- Joined: 02 Jan 2024
Re: IBKR Data on MC has large Gaps
Hi BB123,
The screenshot I attached was actually from IB directly (not TradingView). MC doesn't seem to be picking up the actual data sent by IB so the charts are basically unusable since they have large amount of gaps.
I don't see the option to enable phantom bars under format instruments. Am I missing something?
Thanks!
The screenshot I attached was actually from IB directly (not TradingView). MC doesn't seem to be picking up the actual data sent by IB so the charts are basically unusable since they have large amount of gaps.
I don't see the option to enable phantom bars under format instruments. Am I missing something?
Thanks!
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- GC format instrument.png
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Re: IBKR Data on MC has large Gaps
Hi Danny...
I am running renko charts-- and show phantom bars is on mine.. Must be a tick chart/renko thing... How about building the chart with minutes (dumb suggestion but its worth a try).. Its a option in your pic you sent.. (reaching for straws i know)..
A suggestion is to just subscribe to cqg... Ive heard of problems with IB and their data... Im with amp futures and i pay something like 3$ a month for their futures data...
I feel for you.. There are a few things with MC that are weak... I see people coming in here with problems and then no answer for a week.. Anyways-- that is a different rant for another day... Would you like me to look on my cqg data , to see if i see(or dont see) the gaps ?? What time frame would you like me to look at?
I am running renko charts-- and show phantom bars is on mine.. Must be a tick chart/renko thing... How about building the chart with minutes (dumb suggestion but its worth a try).. Its a option in your pic you sent.. (reaching for straws i know)..
A suggestion is to just subscribe to cqg... Ive heard of problems with IB and their data... Im with amp futures and i pay something like 3$ a month for their futures data...
I feel for you.. There are a few things with MC that are weak... I see people coming in here with problems and then no answer for a week.. Anyways-- that is a different rant for another day... Would you like me to look on my cqg data , to see if i see(or dont see) the gaps ?? What time frame would you like me to look at?
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DannyS2023
- Posts: 7
- Joined: 02 Jan 2024
Re: IBKR Data on MC has large Gaps
Thanks for looking into it.
I did try to check the building charts by minute option but the charts then never loads (I've waited for over an hour for a chart to load and it never did...).
I don't think the issue is with Mondays or anything like that because the chart on IB does not have any gaps.
I've added charts for ZW and M2K. M2K is showing multiple gaps on Nov 1st or so but there are other gaps if you look back.
I've been with AMP Futures before, but unfortunately I live in Canada and as of last year, many brokers are no longer accepting canadian clients so IB is one of the only few options left.
I did try to check the building charts by minute option but the charts then never loads (I've waited for over an hour for a chart to load and it never did...).
I don't think the issue is with Mondays or anything like that because the chart on IB does not have any gaps.
I've added charts for ZW and M2K. M2K is showing multiple gaps on Nov 1st or so but there are other gaps if you look back.
I've been with AMP Futures before, but unfortunately I live in Canada and as of last year, many brokers are no longer accepting canadian clients so IB is one of the only few options left.
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- ZW MC screenshot.png
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- M2K MC screenshot.png
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Re: IBKR Data on MC has large Gaps
ugh... Im so over this world tracking money thing.. Bring on bitcoin and all federal agencies can eat a big one lol...
With that said.. You can purchase your own data from cqg and rithmic for IB (this is what i was going to do when i was going to go with them)... IB offers super low data fee's to those services .. Then at that point you are getting data from a DATA PROVIDER... Vs whatever mumbo jumbo that IB is offering( i heard a few people say they had problems with IB free data)...
Id call IB and touch base with them.. See what they say.. Like i said---(when i talked to IB for my futures data)- it was so cheap i had to ask him again.. I swear-- it was a buck or two a month for tick data on cqg for cme futures.. And for something like 5 bucks it was a whole slew of different feeds(forex/future/commodities ect)..
With that said.. You can purchase your own data from cqg and rithmic for IB (this is what i was going to do when i was going to go with them)... IB offers super low data fee's to those services .. Then at that point you are getting data from a DATA PROVIDER... Vs whatever mumbo jumbo that IB is offering( i heard a few people say they had problems with IB free data)...
Id call IB and touch base with them.. See what they say.. Like i said---(when i talked to IB for my futures data)- it was so cheap i had to ask him again.. I swear-- it was a buck or two a month for tick data on cqg for cme futures.. And for something like 5 bucks it was a whole slew of different feeds(forex/future/commodities ect)..
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DannyS2023
- Posts: 7
- Joined: 02 Jan 2024
Re: IBKR Data on MC has large Gaps
I'm actually paying for live data from IB which is supposed to come from the exchange. The TWS platform (IB's desktop platform) is actually showing fairly correct data, that's the thing. Here's a screenshot of MES Mar 24' Futures. Looks correct right? But the way MC is showing the chart is quite weird and full of gaps so I still think the problem is with MC's interpolation of the data.
As a comparison, here's also a screenshot from NT (also connected to IB as a broker) - the chart looks completely normal. So I still argue that the issue is on MC's side and how it interpolates the data received from IB. I was thinking of using NT but it uses C# as its base programming language which I'm not super familiar with.
regarding the data from CQG, Can you point me to how I would go about getting that? would I go through IB to get that? and is that only for historical data or live data as well? I am already subscribed to IB data for CME/CBOT, etc.
Thanks!
As a comparison, here's also a screenshot from NT (also connected to IB as a broker) - the chart looks completely normal. So I still argue that the issue is on MC's side and how it interpolates the data received from IB. I was thinking of using NT but it uses C# as its base programming language which I'm not super familiar with.
regarding the data from CQG, Can you point me to how I would go about getting that? would I go through IB to get that? and is that only for historical data or live data as well? I am already subscribed to IB data for CME/CBOT, etc.
Thanks!
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- MES Ninja screenshot.png
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- MES IBKR screenshot.png
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Re: IBKR Data on MC has large Gaps
Hi Danny.... So i originally was going to go with IB before i ended up at amp... Was a 100% noob to futures at that point.. I downloaded NT for a demo(30 days(before i ended up at MC)) and of course had questions.. I called and talked to tech support there (at IB) . He said that though they (IB) supplies free data--- that a better way to go was to just buy the data through IB for cqg.. You dont seem to be able to interact with cqg at all--- its all through your broker .. When i talked to the guy at IB -- he quoted me the prices and they are much less that i would see from other sites for the same data...
So if it was me-- id call IB-- and talk to customer service/ tech support , and just talk straight " i have IB account and im using multicharts.. Im showing one chart on my MC vs your tws (which sucks-- i agree with you(danny) ).. Id ask him how much it was to add cme data through cqg to your account" ,And go from there.. If the new data doesn't help, well you only wasted 5 bucks or something like that.. But then you know regardless to IB data and CQG data-- they both show wrong.. Now you know with some certainty -- that its a way MC is showing the data vs the data provider..
I had talked to a few people that said they had problems with the free data through IB.. So who knows-- were they knuckleheads or were they right? This will be a easy way to get to the bottom of where the problem is..
remember there are 4 entitles going on here..
1. Your broker
2. your data provider (which remember-- cqg is the company that supplies your cme data)
3. the exchange that has the data and trades (cme)
4. your software
so your broker is IB / your provider with me cqg / Your exchange is cme / and your software is MC..
The main question your looking to find out is-- is the problem with MC or the data your getting.. This is a way for you to find out.
So if it was me-- id call IB-- and talk to customer service/ tech support , and just talk straight " i have IB account and im using multicharts.. Im showing one chart on my MC vs your tws (which sucks-- i agree with you(danny) ).. Id ask him how much it was to add cme data through cqg to your account" ,And go from there.. If the new data doesn't help, well you only wasted 5 bucks or something like that.. But then you know regardless to IB data and CQG data-- they both show wrong.. Now you know with some certainty -- that its a way MC is showing the data vs the data provider..
I had talked to a few people that said they had problems with the free data through IB.. So who knows-- were they knuckleheads or were they right? This will be a easy way to get to the bottom of where the problem is..
remember there are 4 entitles going on here..
1. Your broker
2. your data provider (which remember-- cqg is the company that supplies your cme data)
3. the exchange that has the data and trades (cme)
4. your software
so your broker is IB / your provider with me cqg / Your exchange is cme / and your software is MC..
The main question your looking to find out is-- is the problem with MC or the data your getting.. This is a way for you to find out.
Re: IBKR Data on MC has large Gaps
Danny.. Also-- id reach out to MC techsupport.. They were great.. The guy sent me a pass for him to connect with my computer.. Looked around-- showed me a setting that was wrong and was off.. Maybe get tech support online-- show him what your seeing-- maybe there is a setting that is off in MC..
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DannyS2023
- Posts: 7
- Joined: 02 Jan 2024
Re: IBKR Data on MC has large Gaps
Thanks! believe it or not I actually subscribe to paid CME data through IB, I'm not charting using free data. It's not expensive as you mentioned but it's not IB's free data. See screenshot attached.
I will try to connect with MC's tech support again, but I spoke to Polly from the tech team last time and she couldn't really help to be honest. She just said that MC receives whatever they get from IB through their API.
I'm starting to think IB may not be a great choice but unfortunately it's one of the only options I got here in Canada....
I will try to connect with MC's tech support again, but I spoke to Polly from the tech team last time and she couldn't really help to be honest. She just said that MC receives whatever they get from IB through their API.
I'm starting to think IB may not be a great choice but unfortunately it's one of the only options I got here in Canada....
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- IBKR market data subscriptions.png
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Re: IBKR Data on MC has large Gaps
I took a look and came up with this site that shows futures brokers that allow canadian clients... I know optimus is supposed to be a good broker...
Here is the link. https://brokerchooser.com/best-brokers/ ... -in-canada
Here is the link. https://brokerchooser.com/best-brokers/ ... -in-canada
Re: IBKR Data on MC has large Gaps
Danny.. There is a good thread going on here in the forums--- viewtopic.php?t=45346
There might be some great info in there for you... Looks like Optimus is well regarded in the thread.. Also-- the last post by brown talked about using IQ Feed which isnt a clearing house-- rather just a data only feed.. I like the idea of that-- cause then you have your good data no matter which broker you go with... You can keep ibkr to trade with but use IQ Feed for data in MC... I agree with you --- One thing you cant question is your data feed...
There might be some great info in there for you... Looks like Optimus is well regarded in the thread.. Also-- the last post by brown talked about using IQ Feed which isnt a clearing house-- rather just a data only feed.. I like the idea of that-- cause then you have your good data no matter which broker you go with... You can keep ibkr to trade with but use IQ Feed for data in MC... I agree with you --- One thing you cant question is your data feed...
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DannyS2023
- Posts: 7
- Joined: 02 Jan 2024
Re: IBKR Data on MC has large Gaps
Thanks! I'm actually in the process of opening an account with Optimus now, appreciate the recommendation. Not sure how I overlooked that they accept Canadian clients. It looks like according to their policy, they are allowed to accept Canadian clients but are not allowed to solicit them.
IQ feed is a good option as well definitely but it's quite pricey. Optimus offers Rithmic or CQG data for like $10/month whereas IQFeed would be closer to like $200/month....
IQ feed is a good option as well definitely but it's quite pricey. Optimus offers Rithmic or CQG data for like $10/month whereas IQFeed would be closer to like $200/month....
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TomasD
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Re: IBKR Data on MC has large Gaps
Hi Danny.... I would try to check the Session settings for downloading data in QuoteManager. This affects the amount of data available.
Then check the custom Session settings in the chart in MC.
You can also create your own Session. This is done in QuoteManager.
Then check the custom Session settings in the chart in MC.
You can also create your own Session. This is done in QuoteManager.
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- Quote Manager.JPG
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- FormatInstrument.JPG
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DannyS2023
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- Joined: 02 Jan 2024
Re: IBKR Data on MC has large Gaps
Thanks Thomas, I did check both the instrument settings and session (session is set to Nymex energy futures electronic which should be from 6pm to 415 or so). Still even after reloading all the charts, I'm still seeing large gaps in the data which doesn't make any sense. It looks to be an issue with how IB is sending data to MC so not sure if others are having the same issue.
here are some screenshots for reference.
here are some screenshots for reference.
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- MCL sessions screenshot.png
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- MCL instrument settings.png
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- MCL and M2K charts.png
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Kate MultiCharts
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Re: IBKR Data on MC has large Gaps
Hello Danny,
Please check whether you have the Regular Trading Hours box checked in File → New → QuoteManager → Tools → Data Sources → IB.
If you do, you need to make sure only RTH data is displayed in IB TWS too when comparing charts: Edit → Chart Parameters → Chart Time Options → uncheck the Show data outside of regular trading hours box.
But I believe you’d prefer to just not filter data in MultiCharts.
In that case, please uncheck the Regular Trading Hours box, restart MultiCharts (including QuoteManager and other apps) and reload your charts (View → Reload).
Please check whether you have the Regular Trading Hours box checked in File → New → QuoteManager → Tools → Data Sources → IB.
If you do, you need to make sure only RTH data is displayed in IB TWS too when comparing charts: Edit → Chart Parameters → Chart Time Options → uncheck the Show data outside of regular trading hours box.
But I believe you’d prefer to just not filter data in MultiCharts.
In that case, please uncheck the Regular Trading Hours box, restart MultiCharts (including QuoteManager and other apps) and reload your charts (View → Reload).
Re: IBKR Data on MC has large Gaps
Hi @BB123, were you able to get CQG data via your IBKR account? I found this thread from searching around and asked their support via chat, but got he couldn't help meSo if it was me-- id call IB-- and talk to customer service/ tech support , and just talk straight " i have IB account and im using multicharts.. Im showing one chart on my MC vs your tws (which sucks-- i agree with you(danny) ).. Id ask him how much it was to add cme data through cqg to your account" ,And go from there.. If the new data doesn't help, well you only wasted 5 bucks or something like that.. But then you know regardless to IB data and CQG data-- they both show wrong.. Now you know with some certainty -- that its a way MC is showing the data vs the data provider..
Unfortunately, I was unable to find any option to subscribe for data from CQG.