Getting non-sensical charts using AGN / TransAct data feed

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Tresor
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Getting non-sensical charts using AGN / TransAct data feed

Postby Tresor » 14 Dec 2008

Hello Marina,

Please have a look at the attached ES screenshot. Can you please tell me if the problem described in the screanshot is an issue at MC or at the data feed provider?

Other users of AGN / Transact data feed, do you have the same?

Regards
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ES Gibberish.jpg
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Postby TJ » 14 Dec 2008

saturday?

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Postby Tresor » 15 Dec 2008

saturday?


Yes, strange, isn't it? The Saturday price action looks weird, compared to Sunday price action.
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ES weekend.jpg
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thehaul
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Postby thehaul » 26 Dec 2008

saturday?


Yes, strange, isn't it? The Saturday price action looks weird, compared to Sunday price action.



Take it off the 24 hr session and it should fix it.

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Postby Tresor » 26 Dec 2008

saturday?


Yes, strange, isn't it? The Saturday price action looks weird, compared to Sunday price action.



Take it off the 24 hr session and it should fix it.


Sure,

But what if one wants to have both regular session charts and 24h charts of the same symbol?

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Postby thehaul » 26 Dec 2008

I'm a agn trader too. If you look closely after you change it the session break plots at 415 but the time continues after. Here's a pic to show u.
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Screen capture 12.png
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Last edited by thehaul on 26 Dec 2008, edited 1 time in total.

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Postby thehaul » 26 Dec 2008

i posted it 3 times on accident!

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Postby Tresor » 26 Dec 2008

You showed a price action chart for Wednesday. My problem is with weekend price action.

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Postby TJ » 26 Dec 2008

Sure,

But what if one wants to have both regular session charts and 24h charts of the same symbol?


yes, you can get both 24hr and reg session charts of the same symbol.

24hr is standard by default.

for reg session... you have to go to QM, edit symbol...
you define your regular session time.

when you create a chart... you have a choice of displaying the chart in 24hr format, or the regular session format.

remember: 24hr/reg session is only a display function... MC collects data on 24hr basis no matter what is the regular session.

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Postby thehaul » 26 Dec 2008

I know... that was just for example. I used to have the same issue but when I changed it to regular session hours it seemed to fix it. Maybe your issue is different? They will be happy to help you out. Just contact them during the week with the Live Chat and if need they can log on to your computer and check it out. Best of luck

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Postby Tresor » 26 Dec 2008


yes, you can get both 24hr and reg session charts of the same symbol.

24hr is standard by default.

for reg session... you have to go to QM, edit symbol...
you define your regular session time.

when you create a chart... you have a choice of displaying the chart in 24hr format, or the regular session format.

remember: 24hr/reg session is only a display function... MC collects data on 24hr basis no matter what is the regular session.


Hello TJ,

I was instructed by TSS and by a member of this forum that in order to collect 24h data I MUST NOT set symbol to ''24h'' in QM (although the common sense would tell me just to do the opposite). So, I set e-minis to: from 08:30 till 15:15 (Mon - Fri) in QM. With the symbol set not to ''24h'' in QM, I can easily switch between Regular and 24h charts in MC. That is the easy part.

The hard part, for me to understand, is why I get e-minis' price action on Saturday (with symbol set to ''24h'' in MC), when there is no trading on Saturday. I was curious if other users of TransAct / AGN data feed have the same problem. I am attaching screenshots with verical lines (date: 20 Dec 2008).

Regards
Attachments
ES saturday.jpg
ES saturday.jpg (117.68 KiB) Viewed 322 times
NQ saturday.jpg
NQ saturday.jpg (108.74 KiB) Viewed 323 times
YM saturday.jpg
YM saturday.jpg (112.69 KiB) Viewed 323 times

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Postby Tresor » 26 Dec 2008

I know... that was just for example. I used to have the same issue but when I changed it to regular session hours it seemed to fix it. Maybe your issue is different? They will be happy to help you out. Just contact them during the week with the Live Chat and if need they can log on to your computer and check it out. Best of luck


Hello thehaul,

I, like you, have no problem when using TransAct / AGN with regular session setting. The catch is I need also 24h reliable price action. This so far I was not able to achieve.

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Postby TJ » 26 Dec 2008

Hello TJ,

I was instructed by TSS and by a member of this forum that in order to collect 24h data I MUST NOT set symbol to ''24h'' in QM (although the common sense would tell me just to do the opposite). So, I set e-minis to: from 08:30 till 15:15 (Mon - Fri) in QM. With the symbol set not to ''24h'' in QM, I can easily switch between Regular and 24h charts in MC. That is the easy part.

I hate to tell you, but that is NOT correct.

You DO NOT flip between 24hr/RTH in QM. You do that at the chart level via Format Symbol.

Like I explained before, what you see on the chart is only a presentation. It can be presented at 24hr format, or from 11:00am to 2:00pm, if you like. It does not change the data in the database.


The hard part, for me to understand, is why I get e-minis' price action on Saturday (with symbol set to ''24h'' in MC), when there is no trading on Saturday. I was curious if other users of TransAct / AGN data feed have the same problem. I am attaching screenshots with verical lines (date: 20 Dec 2008).

Regards


The e-minis do not trade on weekends. You should not have any data.
Unless you use IB's demo system, which streams delayed data 24/7 for testing purposes.

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Postby Tresor » 27 Dec 2008

I hate to tell you, but that is NOT correct.

You DO NOT flip between 24hr/RTH in QM. You do that at the chart level via Format Symbol.

Like I explained before, what you see on the chart is only a presentation. It can be presented at 24hr format, or from 11:00am to 2:00pm, if you like. It does not change the data in the database.



Hello TJ,

I do exactly what you do. The settings are fixed in QM (08:30 - 15.15, Mon-Fri). I only flip in MC (on chart level) between 24h and regular.

Regards

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Postby TJ » 27 Dec 2008

Hello TJ,

I do exactly what you do. The settings are fixed in QM (08:30 - 15.15, Mon-Fri). I only flip in MC (on chart level) between 24h and regular.

Regards


OK, I misunderstood you in the previous post.

;-)

have a good holiday.

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Postby TJ » 27 Dec 2008

...
The hard part, for me to understand, is why I get e-minis' price action on Saturday (with symbol set to ''24h'' in MC), when there is no trading on Saturday. I was curious if other users of TransAct / AGN data feed have the same problem. I am attaching screenshots with verical lines (date: 20 Dec 2008).

Regards


MC collects whatever the dataprovider sends, 24/7.

Have you asked your data provider?

does this happen every weekend?

the quickest fix is to manually delete the unwanted data.

if you delete the unwanted data, does the bad data come back after Reload?

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Postby Tresor » 27 Dec 2008

MC collects whatever the dataprovider sends, 24/7.


Sure, MC is a good programme.

Have you asked your data provider?


What I actually did was I arranged for Infinity Futures data feed (it is rebranded TransAct data feed, the same as AGN); I asked Infinity a number of questions and (i) received suggestions on MC's failing to plot charts correctly and (ii) proposal to switch to another charting software.


does this happen every weekend?


No.


the quickest fix is to manually delete the unwanted data.

if you delete the unwanted data, does the bad data come back after Reload?


TJ, unfortunately the unwanted bad data fills back after being removed. Now I regret having once criticised a member of this forum who had suggested that TSS become a data feed provider.

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Postby TJ » 27 Dec 2008

the quickest fix is to manually delete the unwanted data.

if you delete the unwanted data, does the bad data come back after Reload?


TJ, unfortunately the unwanted bad data fills back after being removed. Now I regret having once criticised a member of this forum who had suggested that TSS become a data feed provider.


if the bad data comes back... then the problem rests with the dataprovider. because MC only plots whatever the dataprovider sends (24/7). MC does not filter any data.

:-(


p.s. make sure you clear the cache after deleting the data, before reloading.

p.p.s. NO! pls don't ask MC to be a dataprovider... the problem will not go away... it just get shifted to MC.

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Postby Tresor » 27 Dec 2008

p.s. make sure you clear the cache after deleting the data, before reloading.


I will try this, thanks

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Postby Tresor » 27 Dec 2008

thehaul,

Does your AGN data have open interest? I seem to lack this data from AGN. My OI is never plotted when I set my resolution to ''daily''.


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