Multicharts/eSig - daily bars not showing for last day

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gerardb

Multicharts/eSig - daily bars not showing for last day

Postby gerardb » 08 Sep 2011

Hi, I'm trying Multicharts DT but for some reason the last daily bar does not show, using stocks with eSignal as backfill.

If I chart the ES #F (Daily) for example it works, but not stocks.

Can anyone please provide some guidance on what to do?

ACS

Re: Multicharts/eSig - daily bars not showing for last day

Postby ACS » 10 Sep 2011

I'm having the same problem with stocks/etfs from IB data.

Guest

Re: Multicharts/eSig - daily bars not showing for last day

Postby Guest » 10 Sep 2011

Anyone from support here? I am amazed by the fact the it doesn't display the last day after the market close... it works during market hours...

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Stan Bokov
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Re: Multicharts/eSig - daily bars not showing for last day

Postby Stan Bokov » 12 Sep 2011

There are no strictly defined begin and end times for daily bars. You could for example have a daily bar that goes from 2 pm until 1:59 pm next day, or you could have one from 7 am until 6:59 am next day. Both are daily bars, and both for the same day. But they will have different OHLC and diff closing times. Your issue is probably the fact that the bar closes later than you want to see it. You would need to adjust the Session times either for the symbol (double-click in the QuoteManager) or for the exchange (QuoteManager > Tools > Exchanges and ECNs). You would then change the session to what you want (when you want the bar to close) and delete all existing daily data for the symbol (right-click the symbol in QM and choose Delete Data > choose Daily).

Then reload that data by making another chart. Your daily bars should now close when you specified, with the OHLC values for that period. This procedure is true for both MCDT and MC full.

Guest

Re: Multicharts/eSig - daily bars not showing for last day

Postby Guest » 12 Sep 2011

There are no strictly defined begin and end times for daily bars. You could for example have a daily bar that goes from 2 pm until 1:59 pm next day, or you could have one from 7 am until 6:59 am next day. Both are daily bars, and both for the same day. But they will have different OHLC and diff closing times. Your issue is probably the fact that the bar closes later than you want to see it. You would need to adjust the Session times either for the symbol (double-click in the QuoteManager) or for the exchange (QuoteManager > Tools > Exchanges and ECNs). You would then change the session to what you want (when you want the bar to close) and delete all existing daily data for the symbol (right-click the symbol in QM and choose Delete Data > choose Daily).

Then reload that data by making another chart. Your daily bars should now close when you specified, with the OHLC values for that period. This procedure is true for both MCDT and MC full.
Stan, I've done everything you suggested and still doesn't work, all I'm looking for is to chart a US stock that trades during RTH hours NY 9:30am to 4:00pm, it's pretty much the standard -- out-of the box Multicharts is not giving me that and I'm sure a LOT of users will have the same issue, can you please give me some specific settings on how I should set up MC to get this working? I've tried creating a different RTH session using Exchange, Local and switching on the chart but still doesn't work, again, using eSignal as datafeed.

Thanks for your help.

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Re: Multicharts/eSig - daily bars not showing for last day

Postby gregcccc » 11 Oct 2011

I have the same problem. For example, I can see EWI on eSingal which closed on 11 October at 13.51. Yet MC (the full version) is showing EWI closed at 13.33 . . .which was the closing price on 10 October. I have played around with session times etc but have not been able to resolve this problem. Any ideas?

tradinghumble
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Re: Multicharts/eSig - daily bars not showing for last day

Postby tradinghumble » 15 Oct 2011

Same here, I'm surprised this wasn't tested -- is the new beta fixing this issue?

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TJ
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Re: Multicharts/eSig - daily bars not showing for last day

Postby TJ » 15 Oct 2011

if you want to see "daily" chart on ES, use a 405 min chart.
(ET 9:30 to 16:15 = 405 minutes)

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Re: Multicharts/eSig - daily bars not showing for last day

Postby tradinghumble » 16 Oct 2011

TJ, I understand this is possible on the ES but I would like to view 50+ stocks and downloading long periods of intraday data is nearly impossible ... I have eSignal and the limit is 120 days ...

I'm still puzzled as this seems like a 'basic' feature to me... we are talking about connecting to one of the most common data providers out there and displaying the daily bar for the last day.

Guest

Re: Multicharts/eSig - daily bars not showing for last day

Postby Guest » 19 Oct 2011

Hi, is anyone else having this problem ? Nobody uses Multicharts for Stocks (Daily bars) ... it works during RTH but not after the market close, basically the bar is not displayed...

I tried:

- Changing the session from Exchange / Local
- Using 24/7 session
- Changing the session to 9:30 to 16:00

None works .. any advice would be appreciated.

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Re: Multicharts/eSig - daily bars not showing for last day

Postby Henry MultiСharts » 21 Oct 2011

This is eSignal API limitation.
The daily data is placed on eSignal server with one or two hour delay.
Unfortunately this is how historical data is provided from eSignal server for all regions.
The API data is provided from a server different than the one eSignal charting software uses.
That is why it is not relevant to compare the data.

MultiCharts requests daily data from eSignal API server on the session end time specified in Quote Manager.
If the bar is not present on the API server-it will be missing in MultiCharts.
The only way to get that bar is to reload the chart in about two hours after the session end.
You may want to ask eSignal to place historical data in time to avoid that issue.

In MultiCharts we have implemented a workaround for realtime-a feature to form the daily bar in realtime from ticks.
This bar is not saved to the database as the daily bar, because the bar can be different from the actual historical daily bar.
Doing that will bring a discrepancy, as most of the data feeds have a small difference between realtime and historical data.
This bar will be present on the chart before closing MC or reload.
After you close MC or reload the chart- the daily bar will be requested from the API server.

Guest

Re: Multicharts/eSig - daily bars not showing for last day

Postby Guest » 21 Oct 2011

Henry, thanks for the explanation ... this is unfortunate as it means I cannot use MC with eSignal ... the only time I have to review EOD charts is when the market closes at night but the bars won't show ...

Is this also an issue with IQFeed?

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Henry MultiСharts
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Re: Multicharts/eSig - daily bars not showing for last day

Postby Henry MultiСharts » 24 Oct 2011

There is no such issue wih IQFeed data.
This is eSignal API limitation.

Snooze

Re: Multicharts/eSig - daily bars not showing for last day

Postby Snooze » 05 Mar 2012

The same for me with forex data from lmax can't see the last day data

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Re: Multicharts/eSig - daily bars not showing for last day

Postby Henry MultiСharts » 06 Mar 2012

The same for me with forex data from lmax can't see the last day data
This issue is confirmed. It will be fixed in one of the future versions of MultiCharts.


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