Difference in charts on the same data vendor

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Tresor
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Difference in charts on the same data vendor

Postby Tresor » 05 Jan 2009

Hello,

A few minutes ago a member of this forum sent me a screenshot with his chart of ES. These are volume bars of 15,127 contracts.

Then I tried to recreate the same chart of 15,127 contracts.

Please have a look at day 02.01.2009. AGN chart has a lot of more bars than Transact chart. Both data feeds are physically the same, but differently branded.

Would the cause of the difference in number of bars be that:
(i) TransAct chart was made out of historic (1minute data) and AGN chart was being made out of consatntly flowing data, or
(ii) Transact chart uses 24h and AGN chart is set to regular? In this case Transact chart should have more bars than AGN, anyway

Regards
Attachments
AGN volume bars.png
AGN volume bars.png (190.53 KiB) Viewed 307 times
TransAct volume bars.jpg
TransAct volume bars.jpg (164.47 KiB) Viewed 310 times

Tresor
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Postby Tresor » 05 Jan 2009

BTW, was ES traded on Sunday (04.01.2009)?

Thanks

phil
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Postby phil » 05 Jan 2009

it's seem that the backfill server from transact doesn't work right now. I also have problem this morning with live data feeed if I use a demo account I receive data and if I use my account username I receive no realtime data. Very strange.

phil :?

Tresor
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Postby Tresor » 05 Jan 2009

Yeah,

but TransAct data feed and AGN data feed is all the same. They should be working wrong the same way :wink:

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Postby Tresor » 05 Jan 2009

hi phil,

I shut down my computer for 1h+ and TransAct did not backfill the missing data on ALL symbols. Very annoying.

See the screenshot.
Attachments
no backfill1.jpg
no backfill1.jpg (75.74 KiB) Viewed 304 times
no backfill.jpg
no backfill.jpg (81.31 KiB) Viewed 301 times

Tresor
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Postby Tresor » 05 Jan 2009

It seems to be the problem with TransAct data server
Attachments
missing data in QM.jpg
missing data in QM.jpg (166.49 KiB) Viewed 307 times

phil
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Postby phil » 05 Jan 2009

I had the same problem as you. Very annoying!!

Transact server

Tresor
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Postby Tresor » 05 Jan 2009

From your experience with TransAct, when they fix their server, will MC collect the hisstoric data? Will TransAct server send them to MC?

Regards

phil
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Postby phil » 05 Jan 2009

very good question I think no but maybe. I have backfill my data from a friend that have esignal data. But right now i'm running my chart all the day for not missing out some data.

Tresor
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Postby Tresor » 06 Jan 2009

very good question I think no but maybe. I have backfill my data from a friend that have esignal data. But right now i'm running my chart all the day for not missing out some data.


TransAct server did not backfill data after 2 days. Pretty bad news for someone who would like to backtest their strategies :mrgreen:
Attachments
no backfilling after 2 days.jpg
no backfilling after 2 days.jpg (102.56 KiB) Viewed 313 times

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Marina Pashkova
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Re: Difference in charts on the same data vendor

Postby Marina Pashkova » 15 Jan 2009

Hello,

A few minutes ago a member of this forum sent me a screenshot with his chart of ES. These are volume bars of 15,127 contracts.

Then I tried to recreate the same chart of 15,127 contracts.

Please have a look at day 02.01.2009. AGN chart has a lot of more bars than Transact chart. Both data feeds are physically the same, but differently branded.

Would the cause of the difference in number of bars be that:
(i) TransAct chart was made out of historic (1minute data) and AGN chart was being made out of consatntly flowing data, or
(ii) Transact chart uses 24h and AGN chart is set to regular? In this case Transact chart should have more bars than AGN, anyway

Regards


Hi Tresor,

In QuoteManager -> Tools -> DataSources -> TrasnAct -> Settings, please check if the option to 'Generate a new tick if Total Volume changes' is enabled. It should be enabled.

Regards.

Tresor
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Postby Tresor » 15 Jan 2009

Could not identify: QuoteManager -> Tools -> DataSources -> TrasnAct -> Settings, please check if the option to 'Generate a new tick if Total Volume changes'.

Please see the screenshot.
Attachments
QM volume settings.jpg
QM volume settings.jpg (108.85 KiB) Viewed 312 times

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Marina Pashkova
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Postby Marina Pashkova » 16 Jan 2009

Hi Tresor,

It looks like your TransAct dll needs to be updated. Either simply install the latest 5.0 beta 2 version of the program or contact us via LiveChat to have the dll installed on your computer by our support representatives.

Regards.

Tresor
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Postby Tresor » 16 Jan 2009

Hi Tresor,

It looks like your TransAct dll needs to be updated. Either simply install the latest 5.0 beta 2 version of the program or contact us via LiveChat to have the dll installed on your computer by our support representatives.

Regards.


OK, I'll check it

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Marina Pashkova
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Postby Marina Pashkova » 23 Jan 2009


Tresor
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Postby Tresor » 24 Jan 2009

Thanks Marina, I replied in the same thread.

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Postby Tresor » 25 Jan 2009

BTW,

The difference was not caused by the lack of the ''Generate a new tick if Total Volume changes'' feature in my MC 5.1.

This feature was added in MC 5.2 for Transact only, and not for AGN.

I was using MC 5.1 with Transact and the other person was using MC something with AGN (both data feeds are the same), yet MC 5.2 has the ''Generate ..'' feature for Transact while it still lacks this feature for AGN.

A possible explanation is that Transact.dll had different logic than AGN.dll although both data feeds are technically the same.

Ergo, one of the two dlls is badly written, or both.

Regards

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Marina Pashkova
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Postby Marina Pashkova » 26 Jan 2009

Hi Tresor,

Could you please post the method you used to calculate volume in MC? Received volume values are not obvious and require calculations. We need to know what calculation method you used to be able to compare that to our method as well as your results to our results.

Thank you.

Tresor
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Postby Tresor » 26 Jan 2009

Build Volume On: Trade Volume.


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