DTN volume

Questions about MultiCharts and user contributed studies.
york timothy
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DTN volume

Postby york timothy » 09 Mar 2009

Hello,
If any of you use DTN data to trade with and especially if you use volume charts be careful. The volume data from DTN is wrong by substantial amounts. One symbol I just checked about 5 minutes ago was out by over a million shares from Yahoo data and Yahoo data is delayed by 15 minutes or more.
If you use DTN volume in your trading then be careful. It seems as though there is a problem with the MC connection to DTN. Marina and I worked on it for about 30 - 45 minutes on friday and she reported it to the programmers. I haven't heard anything back as yet.

Tim

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geizer
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Postby geizer » 09 Mar 2009

Tim,

Thank you for posting. I am also using the DTN and prior to subscribing to the feed two weeks ago, I specifically asked Marina if DTN had any known issues, and was told that it works perfectly fine.

It's not clear from your post whether programmers are determined to fix the volume problem, or just aware of it. What do you think the outcome is? Are they determined to fix the issue? Or will they just look at it? There is a huge difference between the two.
--
Pavel

york timothy
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Postby york timothy » 09 Mar 2009

Hi Pavel,
I wished I could answer your questions but I can't. Marina is going to let me know as soon as she knows. I will ask her to post the outcome in the forum for all to see. Hopefully they will come up with a fix, because for me, MC is unusable as it stands now. I may have to go back to a previous version so I am able to use the software.

Tim

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Postby Tresor » 10 Mar 2009

Guys,

Do this exercise: set the symbol's resolution to ''1 Day''. Then apply volume study to the symbol and check if both volume value displayed in the status bar is the same as the volume value displayed in the study as in this screenshot (build volume on: trade volume): http://forum.tssupport.com/download.php?id=1915

Regards

york timothy
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Postby york timothy » 10 Mar 2009

Hi Tresor,
When Marina and I were trying to confirm the volume, she checked the volume of a couple of symbols against Esignal and the volume was different by millions in one case. If it was only a few thousand it wouldn't be such a concern but this large a discrepancy when using volume charts makes this an important issue for anyone using DTN.

Tim

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Postby Tresor » 10 Mar 2009

Tim,

Just do the exercise 1h / 2h / whatever time after the session opens, then please post the screenshot. Depending on what is identified on the screenshot I might once again ask you to produce a slightly different screenshot after the session close (ES or NQ).

On the second sreenshot we will count number of ticks during the day thus determining whether the problem is with (i) reading volume only or (ii) not sufficient number of ticks received from DTN data feed.

Regards

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Marina Pashkova
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Postby Marina Pashkova » 10 Mar 2009

Hi Tresor,
When Marina and I were trying to confirm the volume, she checked the volume of a couple of symbols against Esignal and the volume was different by millions in one case. If it was only a few thousand it wouldn't be such a concern but this large a discrepancy when using volume charts makes this an important issue for anyone using DTN.

Tim


Hi Tim,

I have an update for you on this issue.

I asked our engineers to check the volume from IQFeed in MC again. They plotted your symbol both in AB and MultiCharts using IQFeed's data. In their tests volume values were identical in the two programs. I am attaching a screenshot to show that.

Also, it turned out that the suggested eSignal symbol was not exactly what we were looking at in MC and AB. Thus, those values are irrelevant to our tests.

Finally, we have a couple of more questions to you:

1. Do you often see this discrepancy in values between the two programs? Does it happen around the same time of the day or at random times?

2. Do you have a regular or a delayed subscription from IQFeed?

I look forward to hearing from you.
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york timothy
Posts: 166
Joined: 21 Nov 2007

Postby york timothy » 10 Mar 2009

Hi Marina,
My feed for DTN is a real-time feed not delayed and the discrepancy in the volume is anytime. It doesn't happen as far as I know at any particular time. I'm going to go back to an earlier release of MC so I can use it without the volume problems.
How can I go back to an earlier release of MC? Thank you for your help Marina.

Warmest regards,


Tim

york timothy
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Postby york timothy » 10 Mar 2009

I just checked the volume on a CDN ETF, DTN symbol C.XIU, with the TSX exchange and the volume was out approx 9 million shares. I did the same with 2 other symbols, C.HOU and C.BBD.B, and C.HOU was within about 50,000 shares and the other symbol was out several million shares.
I will be reverting back to a previous release of MC where this wasn't a problem, Marina, thank you for your help.

Tim

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Marina Pashkova
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Postby Marina Pashkova » 12 Mar 2009

Dear Tim,

I remember seeing the discrepancies on your PC myself, in real time. But when our engineers ran AB and MultiCharts on the same machine at the same time, they could see (and showed me) that volumes were identical.

We do believe that there is some kind of issue. But exactly because we cannot reproduce it on our end we need help from you. Could you please answer the questions below. They would help us start searching for the possible cause of the problem or at least clarify what conditions are required to observe the issue.

a) What kind of IQFeed subscription do you have? Is it by any chance a
delayed subscription?

b) How often does the problem manifest itself? Does it occur at
certain times of the day or is the time irrelevant to the occurrence of
volume discrepancies?

c) What MC version are you using? You mentioned in your post that you would be prepared to revert to an earlier release, but in our tests we were using the latest MC version, so we do not believe that downgrading your MC would remedy the problem.

Your help with the above questions would be greately appreciated.

Thank you.

york timothy
Posts: 166
Joined: 21 Nov 2007

volume

Postby york timothy » 12 Mar 2009

Hi Marina,
My DTNIQ subscription is real-time not delayed. The volume problem doesn't seem to happen at a particular time of day. It almost seems like MC doesn't update for some reason. Please tell your engineers to check the volume on MC and AB about every couple of hours on DTN, then check the same volume on Esignal. I'm not sure what else to suggest. I was running the latest beta of MC.
My computer is a dual core6300 running at 1.86ghz with 4 gig of ram. My harddrive has only about 20 gig used out of 300gig available. I hope this is of some help, Marina.

Tim

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Marina Pashkova
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Postby Marina Pashkova » 13 Mar 2009

Hi Tim,

What would really be of enormous help is if you could contact us for a remote connection when the problelm is present again. YOu can contact us any time between 7:30 am and 1:00 pm EDT.

Your cooperation would be greately appreciated.

Thank you.

york timothy
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Joined: 21 Nov 2007

Postby york timothy » 17 Mar 2009

Hi Marina,
Now MC won't update at all. I opened AB and it worked fine so the problem isn't DTN. I closed MC and will re-open to see if that makes a difference.

Tim

york timothy
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Postby york timothy » 17 Mar 2009

Hi Marina,
I re-opened MC and it is updating now. The QuoteManager was updating before but the charts were not. Now everything seems to be updating although the volume still hasn't been correct the past couple of days. Thank you for your help and patience as always.

Warmest regards,

Tim

york timothy
Posts: 166
Joined: 21 Nov 2007

Postby york timothy » 17 Mar 2009

Hi Marina,
It looks like I spoke too soon. MC has stopped updating as well as QuoteManager. I honestly don't understand what is happening.

Tim

york timothy
Posts: 166
Joined: 21 Nov 2007

Postby york timothy » 23 Mar 2009

I want to thank Marina and the other support staff who worked on this problem with DTN. They improved the connection to DTN remarkably and now the volume is fine, no more lags. It was partially because of my cpu not being super fast, the number of symbols I was using as well as the connection protocol. It is working fine now thanks to their efforts. Thank you again Marina, I appreciate it very much.

Warmest regards,

Tim


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