1-min data is gone

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1-min data is gone

Postby TraderJ » 12 Mar 2010

One month of 1-min ASK data is gone for the forex symbol EUR/GBP at IB IdealPro.
This is really strange because yesterday it still was there. The only thing I did was restarting MultiCharts. The BID data for the same period is still there, and so is the ASK data with Tick resolution.

I am missing the time period 21. January 2010 to 22. February 2010. This is really annoying because MultiCharts does not give me my data back when I restart it as a whole or when I select "Reload". It is even more strange because I can see in QuoteManager that ASK data with Tick resolution for the same period is still there. I also see in QuoteManager that there is no 1-min ASK data.

I would like to get the data back. Is it possible to force MC to reload this time period from Interactive Brokers? Another way would be to build the 1-min data from the tick data which is still there.

Any Ideas?

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Postby Mobiius » 13 Mar 2010

im new so this may not help...
did you make sure you check the box to save all your information locally? I did this to backup everything and had help from MC for this. I was instructed to open a scanner window with everything I wanted then i backed it up on my hard drive and to make sure i copied it to a different folder.

and if you don't back it up or store it locally IB only has 1 minute ticks I've found that go back 1 month, so if you don't have it then you can't get it for say december now.

but, i may be wrong...

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Postby wegi » 13 Mar 2010

IB provides backfill for one year.
start your TWS, set your data server mode to online, and check the box download historical data.
Open the chart for eur.gbp, 1min aks for your period and MC will download them from IB.

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Really nasty bug

Postby TraderJ » 13 Mar 2010

@Mobiius: All of my data is stored locally because otherwise MC would need several days to load tick data of a whole year. I did not change any settings regarding database storage.

@wegi: Of course I opened a chart with 1-min ASK data of eur/gbp. As I already said, there is ASK data missing for a whole month while the BID data is there. I agree with you that MC should load the missing data from IB, but as I already said, it refuses to do this. Otherwise I would not have written my initial post.

The problem is even tougher because I tried to manually import the missing data. The import was stated by MC to be successful, but the data is still missing. It is not displayed in the chart and it also does not show up when I view the data in QuoteManager. Seems to be a really nasty bug.

When it comes to trading, it seems to be always like this:
If I do not program it myself, it does not work.
It looks like I have to program the historical data collector for IB the hard way in Java. I have already hard-coded my trading systems in C# with OpenQuant, so this should be a lot easier.

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