Feature request: Bar chart spike protection

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Feature request: Bar chart spike protection

Postby danilo » 25 Sep 2008

Recently I had big quality problems getting historical data from IB regarding the OMX futures, I wrote to IB and I have received the following answer:

The big bars you can see in your charts are coming from miss trades reported on the exchange, unfortunately we can not remove the these miss trades out of the chart data and that's why you see these spikes. In order to remove these spikes, please add something to the "bar chart spike protection" which you could find when you click on the top of your chart window on Configure -> Settings, and then on the right hand side, in the middle of the page you should see now the "bar chart spike protection".

(Bar chart spike protection (max. % change from previous bar) - if you want to apply spike protection, enter a percentage value. If any bar exceeds this percentage relative to the previous bar, it is automatically eliminated from the chart.)

Should be a good idea to add this kind of spike protection also in MC, maybe as a option in the QuoteManager.

OMX Future chart with spike
TWS_OMXS308I@OMS_bug.png (121.92 KiB) Viewed 154 times

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Postby SUPER » 26 Sep 2008

+ 1 Support

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Marina Pashkova
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Postby Marina Pashkova » 03 Oct 2008

Hi Danilo and Super,

We are planning to implement a bad tick filder in one of the upcoming versions of MultiCharts.


brodnicki steven
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Postby brodnicki steven » 03 Oct 2008

We Desparately need a bad tick filter ASAP !!!

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