GlobalServer and Realtime Volume

Questions about MultiCharts and user contributed studies.
kh_model
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Joined: 13 Jul 2005
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GlobalServer and Realtime Volume

Postby kh_model » 04 Jun 2009

I have been testing GlobalServer symbols in MultiCharts with tick-based and minute-based charts.

Initially, I tested local GlobalServer symbols.
My tests did not seem to have significantly different results after I added TSDataHub and began working with a remote GlobalServer that was being fed with MetaServer RT.

My tests were a bit hasty, so I will not claim that they are perfect.
Here are my informal observations:

All of the collected data appears in the remote GlobalServer database, but not everything is displayed in MultiCharts until after charts are reloaded.

It appears possible to display price data properly in MultiCharts for GlobalServer symbols, for both historical and realtime data.
Unfortunately, charts with realtime volume data seem to always receive "0" values for "UpVol" and "DnVol" fields with tick-based and minute-based charts.

I found that the following workaround is possible: reload the chart in MultiCharts, and then the correct historical values for "UpVol" and "DnVol" will appear if certain other necessary conditions are met. Such results are to be expected when the remote GlobalServer database already contains the correct information thanks to MetaServer RT, and TSDataHub is also present.

In general, I prefer to build volume based on "tradeVolume", because I expect it to be more accurate than "tickCount" for markets that have volume data, but there seem to be limitations with GlobalServer symbols in MultiCharts and not with remote GlobalServer database when it comes to handling "UpVol" and "DnVol" fields in realtime.

I have also observed that the problem mentioned above does not exist for minute charts when MultiCharts is replaced with OwnData2.3 and TS.1, so I hope that my findings will be useful to those at TSSupport who may wish to replicate them in the future.

I have attached some chart pictures showing different ways to build volume for a few popular bar types. In the pictures, please note the differences in volume data between the historical data (most of the bars on each chart) and the realtime data (just a few bars at the right of each chart).
Attachments
01_gs_pointBar_tradeVol_no.jpg
01_gs_pointBar_tradeVol_no.jpg (367.29 KiB) Viewed 103 times
02_gs_pointBar_tickCount_ok.jpg
02_gs_pointBar_tickCount_ok.jpg (372.08 KiB) Viewed 111 times
03_gs_tickBar_tradeVol_no.jpg
03_gs_tickBar_tradeVol_no.jpg (358.76 KiB) Viewed 103 times
04_gs_tickBar_tickCount_ok.jpg
04_gs_tickBar_tickCount_ok.jpg (362.28 KiB) Viewed 108 times

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