MultiCharts Easter Sale has jumped in! Up to 50% off Explore offers
+1 888 340 6572 GET STARTED
MultiCharts Project Management
previous_open_issue.png
Go to the previous open issue
previous_issue.png
Go to the previous issue (open or closed)
star_faded.png
Please log in to bookmark issues
feature_request_small.png
Open Feature request MC-2274

Custom Futures Tick/Second chart load too much history data back

action_vote_minus_faded.png
0
Votes
action_vote_plus_faded.png
next_issue.png
Go to the next issue (open or closed)
next_open_issue.png
Go to the next open issue
Description

For Custom Futures Tick or Second chart, Data Range set to N Ticks/Bars back, Multicharts.Net would load too much history data (until previous conract rollover). It's unnecessary and could probably cause Pacing Violiation for IB Data source.

Steps to reproduce this issue

Create any Custom Futures and delete Ticks data for testing. Set chart to 1 Tick Bar or 1 Seond Bar. Open Format Instrument dialog, set Data Range to 1 Ticks Back (or 1 Bars Back for Second chart). Open QuoteManager see Event Log, Multicharts.Net would load many many history ticks data, much more than needed for 1 Ticks Back or 1 Bars Back. I guess it would stop loading history until previous rollover date is reached... This issue only happened for Tick/Second chart. Minute charts don't have this issue.

Comments (4)
#1
user-offline.png  MultiCharts Support (MultiCharts)
Jul 03, 2017 - 12:16
This is not related to Custom Futures. For all tick resolutions MultiCharts requests data for at least 1 session.
#2
user-offline.png  WZero (wzero)
Jul 03, 2017 - 15:14

The problem is it does not only load data for 1 session, it loads data way back to previous contract. That's one month Ticks data for monthly contract and one quarter Ticks for quarterly rollover contracts. This is huge, sounds unreasonable to me.

#3
user-offline.png  MultiCharts Support (MultiCharts)
Jul 03, 2017 - 15:50
For Custom Futures, there might be requested more data than you expect, as it is necessary to define the currently traded contract to make the correct roll-over, according to the settings specified by the user. There might be requests of data up to the expiration date of the previous contract.
#4
user-offline.png  WZero (wzero)
Jul 03, 2017 - 15:57

For best result, Tick/Minute/Day chart should share an unified way to dertiminate rollovers. Ideally, it should only use Day bar if available.

History
Issue basics
  • Type of issue
    Feature request
  • Category
    Not determined
  • Targeted for
    Not determined
  • Status
    Under Review
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (0)
There are no items
People involved
Times and dates
  • Posted at
  • Last updated
Issue details
  • Resolution
    Not determined
Attachments (0)
There is nothing attached to this issue
Commits (0)
There are no code checkins for this issue
Duplicate issues (0)
This issue does not have any duplicates