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Open Feature request MC-1017

Backfilling in Quotemanager

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28
Votes
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Description

When MC needs to be closed during the day, due to error or whatever situation. There will be gaps in the data. The only data that will be backfilled is the data you have on a chart. So if you have a minute data chart. It will backfill the minute data chart (and also the min. data in quotemanager). But not the tickdata or bid and ask.
 
In the option "fields to collect" (rightmouseclick on the symbol), you can specify which data you would like to collect realtime. You can put there an extra option to backfill this data. With IB broker you can backfill all types of data (tick, ask, bid) if you request this within 30 minutes. Other data types like minute, day etc have bigger timewindows to backfill. So in case of a restart of MC you can allways get all the missed data when you take action within the 30 minutes.   
So my feature request is: Would like to have the option to backfill data (within the limitations of the datafeed) in quotemanager.

Steps to reproduce this issue

New feature, so no reproducing.

Comments (3)
#0
user-offline.png  Guest (Guest)
Oct 18, 2014 - 00:31

2 yrs 3 months have passed since this request and it has 15 votes. When are we going to see this feature implemented?

#0
user-offline.png  Guest (Guest)
Dec 04, 2014 - 15:31

Hello, This is an extremely useful feature, a super-hot feature!! It will be great if MC management takes a decision to implement this. Thanks a lot.

#1
user-offline.png  Ettienne (et1hugo)
Sep 10, 2017 - 18:32

It would be very helpful to primarily drive local data and the historical data downloading using the QuoteManager. It is acceptable to be able to input a date range in a chart and it starts to download the data but it is very much a round about way since the QuoteManager has become the central place for data management. Here's a couple of notes on this issue that would be nice to have:
* Be able to get a good overview of the local data available in terms of instruments and data sources from which that data came.
* Be able to validate/check the data to determine the quality of historical data in terms of completeness, error bars and resolution (ticks vs minute vs daily) for a date range or the entire data set of an instrument. This is maybe very much Forex specific but since there's no central data feed for Forex data the quality of historical data from different vendors can vary quite a lot. It would help to have a solid awareness of the quality of the historical data your using for backtesting.
* Be able to explicitly refresh historical data from a given data source to incorporate data corrections etc. While the charts do this it would be nice to have complete control over when data is downloaded, what date/time range it's for without having to go into off-line mode or try and do it in a round about way through a chart.
* In Portfolio Trader when you deselect the "Download Data Before Backtesting" it requires you to close all open charts even when the backtest is performed on historical data for a date range not even close to the current date. It would be nice to be able to perform the backtest while charts or the QuoteManager is busy updating the data. Essentially the backtest loads the data when it starts and that is the set of data being operated on, if you're running a number of updates on backtest data then a warning could be issued but it does not have to require a complete shutdown of other components.

History
Issue basics
  • Type of issue
    Feature request
  • Category
    Usability
  • Targeted for
    MultiCharts 13
  • Status
    Confirmed
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (3)
People involved
  • Posted by
    user-offline.png  evdl (evdl)
  • Owned by
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  • Assigned to
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  • Subscribers
    4 subscriber(s)
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Times and dates
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Issue details
  • Resolution
    Not determined
  • Severity
    Normal
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