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Open Feature request MC-2120

Backfilling and Real Time reconnection

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Description

MC 10 beta 2 is possible by settings of multicharts maps instrument from datafeed to a instrument of brokers, so we can use a good feed to run strategy and send them to the broker.

Now is time to do a better integration.

It's possible that during MultiCharts operation the Internet connection and/or connection to a
real-time data provider from your PC is lost or interrupted.
When this event happens you have a hole of data, untill you waite and the connection is restored, at this point Multicharts, for data vendors that support the backfilling, filles the gap.
Here is how multicharts do this:

http://www.multicharts.com/trading-software/index.php/Auto_data_restore

The point is that we have two problems:
1)
The vendor do not have Backfilling Availability or the possibility do download history data is not possible to fill the gap.
2)
During all time that main feed is not connected we are witout data, the strategy is not working and autotrading is swich off, and the gap became hug.

Now it's time to improve it and we need a simple solution as other trading platform do,
in easy way without waiting the restore of the main feed.

Please add the possibility to map or integrate the main feed with many data feeds and broker feed, so if the first main feed do not support history download or is a lot time that is disconnected we do not have the gap in real time and we are not without real time data and the autotrading swich off. Autotrading should swich off only if broker where order are send go down or that connection go down.

Real Scenarios
Patsystem or TT ( No Backfilling Availability) to built chart where a strategy is applied and
send orders.
Many times Patsystem disconnection or I close mc for any minutus or any reason i close the chart or quotemanager. When i reopen the chart i have a hole for all time that it was disconnected (in this case i use broker feed and i do not use for example iqfeeed maped to pats).

Please add the possibility to map the same simbol with multiple datafeed or broker feed. In this way if the first or main connection broker is lost, MC automatically detected it and get data from the second or third,fourth, without have hole and avoid backfilling.

Another secondary point of this advantage is about Reloading charts
Reloading Charts

http://www.multicharts.com/trading-software/index.php/Reloading_Charts

In this way we could add the possibility to detect from mc if Occasionally a bad tick, an error, or a gap in the price data causes a chart to plot improperly and it automaticall solved.

Steps to reproduce this issue

MC 10 beta 2 is possible by settings of multicharts maps instrument from datafeed to a instrument of brokers, so we can use a good feed to run strategy and send them to the broker.

Now is time to do a better integration.

It's possible that during MultiCharts operation the Internet connection and/or connection to a
real-time data provider from your PC is lost or interrupted.
When this event happens you have a hole of data, untill you waite and the connection is restored, at this point Multicharts, for data vendors that support the backfilling, filles the gap.
Here is how multicharts do this:

http://www.multicharts.com/trading-software/index.php/Auto_data_restore

The point is that we have two problems:
1)
The vendor do not have Backfilling Availability or the possibility do download history data is not possible to fill the gap.
2)
During all time that main feed is not connected we are witout data, the strategy is not working and autotrading is swich off, and the gap became hug.

Now it's time to improve it and we need a simple solution as other trading platform do,
in easy way without waiting the restore of the main feed.

Please add the possibility to map or integrate the main feed with many data feeds and broker feed, so if the first main feed do not support history download or is a lot time that is disconnected we do not have the gap in real time and we are not without real time data and the autotrading swich off. Autotrading should swich off only if broker where order are send go down or that connection go down.

Real Scenarios
Patsystem or TT ( No Backfilling Availability) to built chart where a strategy is applied and
send orders.
Many times Patsystem disconnection or I close mc for any minutus or any reason i close the chart or quotemanager. When i reopen the chart i have a hole for all time that it was disconnected (in this case i use broker feed and i do not use for example iqfeeed maped to pats).

Please add the possibility to map the same simbol with multiple datafeed or broker feed. In this way if the first or main connection broker is lost, MC automatically detected it and get data from the second or third,fourth, without have hole and avoid backfilling.

Another secondary point of this advantage is about Reloading charts
Reloading Charts

http://www.multicharts.com/trading-software/index.php/Reloading_Charts

In this way we could add the possibility to detect from mc if Occasionally a bad tick, an error, or a gap in the price data causes a chart to plot improperly and it automaticall solved.

Comments (1)
#0
user-offline.png  bomberone1 (bomberone1)
Oct 12, 2016 - 11:54

In ninjatrader connection first you connect to Patsystem, where you send order, second use iqfeed , third use esignal.
Charts are plotted by patsystem but in case of problems of feed from pat i do not see anything into chart because iqfeed take the task, if iqfeed has problem esignal takes the task, if also esignal has problem is probabily that you have lost your internet connection. :-)

History
Issue basics
  • Type of issue
    Feature request
  • Category
    Stability
  • Targeted for
    Not determined
  • Status
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  • Type of bug
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  • Severity
    Critical
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