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Open Feature request MC-1714

Universal DDE build current session minute bars from minute data when tick data is unavailable

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Description

As Universal DDE only reports the last tick price and volume, any data prior to the streaming of the data needs to be back filled. This can be done by importing minute data into the database. If there is minute data in the database but no tick data for the current session, multicharts will leave a blank space on the chart and only show data from when it started receiving tick data.

This is somewhat illogical given that I'm building a minute chart, minute data is available but Multicharts chooses to show a blank space until the current session ends, then it fills the space in with the minute data.

This makes displaying current session data on the chart impossible if historical tick data is not available.

Steps to reproduce this issue

Where tick data is unavailable in quotemanager for the current session, fill in the gaps with any other available data (minute data) immediately rather than waiting until the end of the current session.

Comments (2)
#0
user-offline.png  Alex MultiCharts (Alex MultiCharts)
Oct 15, 2014 - 08:50

Minutes are built out of minutes. If there is no minute data, but minute data is requested on chart, there will be a gap.

#0
user-offline.png  JoeTrader (Guest)
Oct 15, 2014 - 09:07

Unless this has changed in v9.0, which I don't believe it has as Henry informed me that there were in plans to change it, then you are wrong. To quote Henry...

"When Universal DDE data provider is used...Tick data series has priority above minute data series when the data for the current session is plotted. But if you delete the tick data then current session will be plotted out of minute data.
Please make sure you have the complete tick data for the current trading session in order to have the complete chart, otherwise only the available tick data will be plotted for the current session."

History
Issue basics
  • Type of issue
    Feature request
  • Category
    Usability
  • Targeted for
    Not determined
  • Status
    Under Review
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (2)
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    Not determined
  • Severity
    Critical
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