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Closed Feature request MC-2260

QM: backfilling gaps in the data

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icon_info.png This issue has been closed with status "Declined" and resolution "Not determined".
Description

It is a real pain and wastes a lot of time, when you discover that certain data had not been dowloaded by MC (from IB) (for some reason) and all your work should be thrown away.

I assumed that MC scans for gaps in the data and tries to download those missing but discovered this not to be the case. And then found the following 'disclaimer" in the docs:

https://www.multicharts.com/trading-software/index.php/Problems_with_Data_in_MultiCharts
''Important information: When the software requests historical data from a data source’s server, the returned data is stored locally in the database (TradeStation data can be either saved or unsaved depending on the specific setting). If a data vendor doesn’t return historical data for whatever reason, a so-called “empty interval” is recorded in the database, so MultiCharts will not fill the gap when the missing data becomes available on data source end (you can check what data is already stored in the database by making a right-click on the symbols in QM and selecting "Edit Data..."). In this case customers should reload the data manually in MultiCharts: new historical data for the specified period will be requested; previously stored data and empty intervals will be replaced by new data from the server and saved in the local database.''

I believe marking intervals "empty" to NOT (!) download data is an erroneous approach and a very costly one to a trader.

MC should be smart enough to recognize situations when it is clearly just a 'this-time" error, (e.g. data exist before and after the interval") and try to re-download specifically such periods !

At the very least, this must be an option.

Comments (2)
#1
user-offline.png  Alex MultiCharts (Alex MultiCharts)
Jun 19, 2017 - 08:12
This is how it works by design, as many data providers ban the application, which requests the same data continuously, for example "Pacing violation" of IB.
#2
user-offline.png  Zheka (Zheka)
Jun 19, 2017 - 09:09

I believe exceptions should not dictate the rule.
Instead of marking periods as "empty" , is it possible to record the datetime of the last data request, so that the next automatic " historical data download" is only allowed after X min?

Even an impartial solution (e.g. only requesting data again after restarting MC or even next day) will be better than a manual one!

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    user-offline.png  Zheka (Zheka)
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