Market data update hang on weekend with TS?

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jek
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Market data update hang on weekend with TS?

Postby jek » 30 Nov 2008

In a quest to figure out a safe way to update market data without holes using TS, I have been trying to download historic data outside of market hours. But it seems that the update hangs.

If it is because of being outside market hours, then connecting to TS Support during market hours won't be useful...

Would you please confirm (or not) this situation?

jek
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Postby jek » 30 Nov 2008

Uh, should have included:
MC version build 1724
TS version 8.4 build 1683

This is with various futures and equities.

jek
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Postby jek » 30 Nov 2008

It has begun to work now that it is after 1pm ET.
Prior to 12 noon ET, it definitely didn't work.
Note that charts directly on TS did supply historical data.
No requests showed (or show) up via the TS download scheduler.

jek
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Recipe to fill data gaps in TS market data.

Postby jek » 30 Nov 2008

By the way, the recipe to eliminate data gaps with TS that has worked some of the time for me in the past is as follows:

- Stop all MC and TS processes, confirmed by Process Explorer.
- Clear the cache of TS and MC by deleting the directories.
- Start MC (and optionally TS to view the download scheduler).
- Make sure that the TS data source has "save to database" checked (down through QuoteManger/Tools/Data Sources).
- Make sure that data server mode is online and fill in the gaps selected.
- Open a workspace that has volume bars that displayed that cover the interval of time that has the gap.
- Use "reload" or control-R to re-request the data.
- Sometimes this will fill in the gaps.

Note that this week I will see if I can confirm that gaps occur when doing the following:
- Open workspaces in MC with real-time data for a number of symbols.
- Close a workspace for one of them (say symbol "X") but continue with others (call this time "A").
- After some elapsed time close the remaining workspaces (call this time "B").
- Come back the next day and find a gap for symbol "X" from time "A" to time "B".

These gaps have in the past been fillable for me by the recipe above but I'm trying to verify that it works reliably.

jek
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Postby jek » 30 Nov 2008

It has begun to work now that it is after 1pm ET.


After poking around and trying various splitting of symbols, I believe the hang was caused by some issue with the new @TF Russell contract.

Deleting that from the workspace seems to let it continue.

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Marina Pashkova
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Postby Marina Pashkova » 03 Dec 2008

Dear Jek,

From what I understand the problelm is now gone. If it is still there, please let me know what symbols it is manifested on, what are the resolutions and the times when it happens.

Thank you.


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