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Open Feature request MC-1212

Automatically load settlement prices after EOD close

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After the close of trading for each day, the exchanges will release official settlement prices (open, high, low, close) for that day's trading. Certain data vendors, like IQFeed, will provide historical data that reflects the correct settlement prices.
During real-time charting, however, MultiCharts automatically builds the current day's bar based on tick data. Consequently, the daily bars won't necessarily reflect the correct settlement prices, even if the data vendor supports this. E.g., the daily bar will show the close as being the price of the last trade, rather than the official settlement closing price. That's discussed in the thread below.


The workaround is to manually reload the data each day after the settlement prices are released. MultiCharts will then load the historical data for the day, including the official settlement prices. However, this isn't ideal, since it requires the user to manually reload the data for every chart every day -- and if the user forgets to do so, then the data will be incorrect.
It would be better if MultiCharts could automatically attempt to load the historical daily bar (with the correct settlement price) after the close of trading. That way, the user would not need to do this manually every day.
One potential problem is that the settlement prices are released sometime after the close of tradeing (e.g., one or two hours after market close), not immediately on the market close. This means that MultiCharts would need to wait to download the historical data. Some possible solutions would be:
1. Have QuoteManager attempt to download the historical data for the last day's daily bar on a regular basis (e.g., once every minute) until the historical data for the current day becomes available from the data vendor.
2. Provide a configurable setting to the effect of "download historical daily data after ____" (with ___ being a configurable time). E.g., the user could tell QuoteManager to download the official daily bars at some predefined time, like 6:00 PM or 7:00 P.M.

Steps to reproduce this issue

See above.

Comments (1)
user-offline.png  MultiCharts Support (MultiCharts)
Sep 12, 2013 - 09:34
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    user-offline.png  Xyzzy (Xyzzy)
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