Tick filtering  [SOLVED]

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ACS

Tick filtering

Postby ACS » 26 Oct 2011

Is there any way to filter bad ticks?

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JoshM
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Re: Tick filtering  [SOLVED]

Postby JoshM » 26 Oct 2011

Is there any way to filter bad ticks?
Not yet. It will be implemented in future versions, but I don't know when this might happen (also see this thread back from 08).

ACS

Re: Tick filtering

Postby ACS » 26 Oct 2011

It should be a priority since the editing has to be done not once, but for all fields collected.

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Henry MultiСharts
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Re: Tick filtering

Postby Henry MultiСharts » 27 Oct 2011

Is there any way to filter bad ticks?
Please let me know who is your data feed.

ACS

Re: Tick filtering

Postby ACS » 29 Oct 2011

I watch the SPY and there are frequent bad ticks using IB as the data source. Sometimes reloading the data removes them but often they must be edited out. Being able to filter beyond a user defined boundry of number of ticks or percentage from the last price would be very helpful.

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Re: Tick filtering

Postby Henry MultiСharts » 31 Oct 2011

To receive data in MultiCharts from IB we use their API. Sometimes IB API sends bad ticks to MultiCharts, and as MC plots all the data coming from API, you see these spikes on your charts. This bad ticks issue has been confirmed by IB API support.

The checkbox "Generate new tick if total volume changes" in IB data source settings will help you to avoid these spikes in MultiCharts (go to Quote Manager --> Tools --> Data Sources --> double click on Interactive Brokers).

ACS

Re: Tick filtering

Postby ACS » 31 Oct 2011

That is already done in IB settings.


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