MC 5 sometimes fails to load market from IB

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ts2mc
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MC 5 sometimes fails to load market from IB

Postby ts2mc » 11 Feb 2009

hello,
when loading 5 min bars, 10 days back from IB, all works fine.
then switching to 1 hour 100 days back, nothing happens.
after waiting ~ 20 min, switch to 1 day 100 days back.
nothing happens.
then switch back to 5 mins. 10 days back, nothing happens.
so normally, data previously loaded should be buffered
or not ?

ts2mc
Posts: 122
Joined: 12 Jan 2009
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Postby ts2mc » 11 Feb 2009

Hello MC,
i tried again data load as described in previous post.
i did this for EUR.USD IDEALPRO.

to get my data back, i deleted chart for EUR.USD 5 min, created
new chart and requested again.
still fails!

i looked in to trace of QuoteManager (IB...log) and found

[02/11/2009 21:28:20] TWS error message: Id= 2; Code= 200; Description= No security definition has been found for the request
[02/11/2009 21:28:20] No security definition has been found: Symbol= EUR.USD;Ask;IDEALPRO;CASH;;
[02/11/2009 21:28:22] Data request for USD.CHF 1 Minute Ask [ 02/07/2009 05:15:00 - 02/11/2009 05:14:00 ] (Id= 1000750)
[02/11/2009 21:30:16] Sending EUR.USD 1 Minute Ask history to data server: 1 quotes downloaded (Key= EUR.USD;A;MINUTE;1;IDEALPRO;CASH;USD;)
[02/11/2009 21:30:17] Sending EUR.USD 1 Minute Ask history to data server: 1 quotes downloaded (Key= EUR.USD;A;MINUTE;1;IDEALPRO;CASH;USD;)
[02/11/2009 21:32:21] Disconnecting from real-time data for EUR.USD
[02/11/2009 21:32:21] Disconnecting from real-time data for EUR.AUD
[02/11/2009 21:32:21] Disconnecting from real-time data for EUR.CAD
[02/11/2009 21:32:21] Disconnecting from real-time data for EUR.CHF
[02/11/2009 21:32:21] Disconnecting from real-time data for EUR.GBP
[02/11/2009 21:32:21] Disconnecting from real-time data for EUR.HKD


i know hist. data for forex are always trade and not bid or ask.
anyhow the request is done for ASK!

why all other symbols disconnection and a reconnection is performed,
i don't know...

please advice
thank you

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Marina Pashkova
Posts: 2758
Joined: 27 Jul 2007

Postby Marina Pashkova » 12 Feb 2009

Hi ts2mc,

Looks like you have added the symbol manually and not from the symbol list in IB. The symbol has been added with errors therefore cannot behave properly. Please re-add this symbol from Symbol -> Add Symbol -> From Data Source -> Interactive Brokers.

If re-adding the symbol from the list does not help, please contact our customer support for remote assistance.

Regards.

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geizer
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Postby geizer » 13 Feb 2009

Hi ts2mc,

Looks like you have added the symbol manually and not from the symbol list in IB. The symbol has been added with errors therefore cannot behave properly. Please re-add this symbol from Symbol -> Add Symbol -> From Data Source -> Interactive Brokers.

If re-adding the symbol from the list does not help, please contact our customer support for remote assistance.

Regards.


Marina,
I just witnessed the same behavior. Two windows retrieved the data from IB without any problem. The other Window with 1 day, and 15 min resolutions could not get any data from IB. Please see the screenshot attached.

The symbol was added automatically from Interative Brokers using "Add new symbol".

In one instance MC could not get data into any of the three windows. It's some weird connectivity problem. When I close workspace and reopen it - everything works. When I close MC and reopen it - I get same problem again. At one time I had all three windows blank not being able to get any data from IB.

See the attached screenshot. Notice that two windows already retrieved the data. Please pay attention to this: Once I click the button to accept connection to Trader Workstation, MC will load the data into the left window.
Interesting detail: please pay attention to the status line in the left window: 15 min series says connected but does not display anything. Daily bars still can't get connected. Once I accept the connection to TWS, both 15 min and daily will be displayed.
This is weird problem, because sometimes the connection does not need to be accepted, it will blink and then just everything gets connected automatically.


MC version 5 (build 2032)

Cheers,
Pavel

P.S I think it all started after I played with checkmark "Merge data sources into a single chart" trying to get Daily bars for symbol from Free quotes for the same symbol. Right now the daily price series is configured with "Merge Data Sources into a Single Chart" Enabled for History, and 15 min Price series with merging Disabled. I remember you explained me once about merging, but I still don't get it :) This merging thing is confusing to me.
Attachments
IB+MC problem.jpg
IB+MC problem.jpg (416.13 KiB) Viewed 204 times

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geizer
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Postby geizer » 16 Feb 2009

Any comments, MC team?
Please comment on the issue described above.
Is it something I did wrong, or is there something I did not do?
-
Pavel

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Marina Pashkova
Posts: 2758
Joined: 27 Jul 2007

Postby Marina Pashkova » 16 Feb 2009

Hi Pavel,

Could you please contact us for a remote connection session?

The problem reported in the previous posts reported in this thread has turned out to be a result of glitches at IB: for some reason they sometimes provide symbols in their symbol list that have a mismatch between the contract month in the symbol name and the contract month in the symbol desciption. Simply editing the symbol manually fixes the problem.

Your case is different, though. And it sounds like something we would need to take a look at.

Regards.

weitau
Posts: 12
Joined: 24 Jun 2009

I have the same problem

Postby weitau » 24 Jun 2009

I added symbol from Data Source (IB) for ESU9 and NQU9 in the same way, used the same defaults. Quote manager is collecting the quotes, but MC will not chart it.

Please see attached screenshot. I can really use some help here because both ES and NQ have the same settings in QM and MC.

I am using MC build 2369, with Quotemanager 2369.400
IB Build 895.3, June 3, 2009 with Java 1.6.0_13
Attachments
IB data not charted MC5.JPG
screenshot of QuoteManager and MC waiting forever for data
IB data not charted MC5.JPG (157.93 KiB) Viewed 183 times

weitau
Posts: 12
Joined: 24 Jun 2009

work around

Postby weitau » 24 Jun 2009

I finally closed MC, and reopened it. At the startup prompt, I clicked off "Download missing historical data" from Online Mode. This seemed to work. Not sure what the hang up was, perhaps IB was throttling the historical download, causing MC to hang and wait, and wait....

It would be best to throw up the chart with existing data from QM, while the historical data gets downloaded slowly.


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