Pre-market data only?

Questions about MultiCharts and user contributed studies.
jefferey
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Pre-market data only?

Postby jefferey » 27 Aug 2010

Does anyone know if there is a way to see pre-market price and volume only, rather than having to see both pre-market and regular session?

I'm trying to run some analysis on the pre-markets historically, and having trouble finding the raw data, so this would really help speed things up.

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TJ
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Re: Pre-market data only?

Postby TJ » 27 Aug 2010

go to QuoteManger

Tools > Custom Session Templates > add

you can create a session with the pre-market time of your choice.


when you create a chart,
under Format Instrument > Chart settings > Sessions:
select the custom session you have created.

jefferey
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Re: Pre-market data only?

Postby jefferey » 27 Aug 2010

Thank you so much, that worked perfectly. One problem I am still having is seeing the volume per day (pre-markets only). TodaysVolume indicator doesn't show anything, Volume just shows the current bar. Is there an easy way to show volume per pre-market 'day' rather than bar?


Thanks,
Jeff

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TJ
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Re: Pre-market data only?

Postby TJ » 27 Aug 2010

what chart resolution you are using?

jefferey
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Re: Pre-market data only?

Postby jefferey » 27 Aug 2010

1 minute

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TJ
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Re: Pre-market data only?

Postby TJ » 27 Aug 2010

I am not familiar with "TodaysVolume" indicator.
What does it do?
Can you post the code?

jefferey
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Re: Pre-market data only?

Postby jefferey » 27 Aug 2010

It's actually 'Volume Today'. I think it is a standard one, but the code is simply:


plot1 (dailyvolume, "Volume Today");

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TJ
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Re: Pre-market data only?

Postby TJ » 27 Aug 2010

jefferey wrote:It's actually 'Volume Today'. I think it is a standard one, but the code is simply:


plot1 (dailyvolume, "Volume Today");



dailyvolume is for Quote Fields only.

for total volume of the trading session,
try this:

Code: Select all

var:
session.volume(0);

if date > date[1] then session.volume = 0;

session.volume = session.volume + ticks;

plot10( session.volume, "Session Volume");



note:
this indicator does not work over midnight.

jefferey
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Re: Pre-market data only?

Postby jefferey » 27 Aug 2010

Awesome that works perfect. THANKS so much!

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TJ
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Re: Pre-market data only?

Postby TJ » 27 Aug 2010

yw

evanscje
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Re: Pre-market data only?

Postby evanscje » 14 Sep 2010

I have various symbols from TS that are set up in QuoteManager and work fine for the electronic session. I want to load (say) the London trading period or session only so i go to Settings/Sessions and choose London and magically today's bar disappears (the old bars look OK) ??

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Dave Masalov
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Re: Pre-market data only?

Postby Dave Masalov » 15 Sep 2010

Dear evanscje,

Could you please explain the situation in details? I am not sure I got you right. Have you tried to reload the chart?

evanscje
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Re: Pre-market data only?

Postby evanscje » 15 Sep 2010

I have a chart that uses (e.g.) the symbol @US (the TS symbol) which loads perfectly and the data is current. I would like to change the session to (e.g.) the London time frame as defined in your "London" choice. When I do, the chart changes so that either today's bar is no longer there or yesterday's bar appears as today's and there is no bar for yesterday. This is the case for any symbol I pick (@ES, @CL, @QM, etc)

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Dave Masalov
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Re: Pre-market data only?

Postby Dave Masalov » 16 Sep 2010

Dear evanscje,

Please come to our Live Chat so we can connect to your computer remotely and analyze the situation.

evanscje
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Re: Pre-market data only?

Postby evanscje » 16 Sep 2010

I did a chat with Anastassia .. still haven't found the answer .. the issue is fixed if you change the default settings in the Quote manager but then you have a problem if you want to plot 2 charts, one for (say) ten year notes using the electronic session and one for the same contract in the London session .. you need 2 symbols in MC which derive from the same source .. Can that be done?

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TJ
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Re: Pre-market data only?

Postby TJ » 16 Sep 2010

Your description of what you have changed is a bit ambiguous...
I am not sure if I understand what you want to achieve. A diagram would help.

If you have followed my instruction in post#2, I am sure you should have no problem in creating a chart of your choice.

Here are some of the basics for your understanding:

1. MultiCharts collects data 24hrs/day, irregardless of what session times you have programmed into MultiCharts.

2. The bars you see on the chart is only a presentation of selected data. (ie the "session")

3. There are 2 ways to "select" the data/session for your chart:

a) The "Default" way
-- go to QuoteManager
-- under Intruement > Edit Symbol > Session
this creates the "default" session for your symbol.

b) The "Custom Session" way
-- go to QuoteManager
-- under Tools > Edit Session Templates > Add
you can create your own custom session times.

You choose the session template by right click on your chart:
Format Instrument > Settings > Chart Settings > Sessions:

Attached is a sample chart I have created to illustrate what you can do:
1. YM 30 minutes (24hrs)
2. YM 30 minutes from 9:30am to 4:15pm ET (default session template)
3. YM 30 minutes from 3:00am to 12:00pm ET (custom session template)
Attachments
custom session template.jpg
custom session template.jpg (88.25 KiB) Viewed 250 times

evanscje
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Re: Pre-market data only?

Postby evanscje » 17 Sep 2010

I understand all that you have written, and tried it .. my problem is that when I choose a different session other than the default then either today's bar or yesterday's bar disappears .. I'll go back to the chat room again to see if they can figure it out.
Thx for your reply

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TJ
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Re: Pre-market data only?

Postby TJ » 17 Sep 2010

evanscje wrote:I understand all that you have written, and tried it .. my problem is that when I choose a different session other than the default then either today's bar or yesterday's bar disappears .. I'll go back to the chat room again to see if they can figure it out.
Thx for your reply


can you post your chart?

evanscje
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Re: Pre-market data only?

Postby evanscje » 17 Sep 2010

OK .. the bottom chart is the @E7 electronic session for the E7 contract from TS (no problem) .. the top chart is the same data (daily) but shown for a session = the CME F/X open outcry period. The bar for 9/13 has evaporated. If you look back a little you'll see that 9/3 is also missing.. this is a big bug. You'll have to build multiple 1 minute period bars that match the session (I think that may work)
Attachments
E7 eg.png
E7 eg.png (47.22 KiB) Viewed 261 times

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Dave Masalov
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Re: Pre-market data only?

Postby Dave Masalov » 22 Sep 2010

Dear evanscje,

Please use only the Default session template for daily charts to avoid problems like this. If you want to use other session settings please plot 24 hour bars.


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