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Missing minute data IB

Posted: Jan 18 2016
by evdl
Seeing missing minute data on several days in the last months.

Also today there are missing bars. Most bars that are missing are at low volume. Compared the charts with the charts in TWS and the bars are in TWS but not in MC. Usually these are bars with OHLC at same price (no change of price in that bar). Maybe that has something to do with the issue.

Reloading the realtime collected bars often result in more missing bars.

- MultiCharts64 Version 9.0 Release (Build 11210)
- TWS version: Build 954.2q, Jan 8, 2016 10:06:14 AM
- Java 8 update 66 (64bit)
- Windows 7 Ultimate

What can be the problem?

Re: Missing minute data IB

Posted: Jan 18 2016
by TJ
::
Usually these are bars with OHLC at same price (no change of price in that bar). Maybe that has something to do with the issue.
::
What can be the problem?

Do you see volume in TWS?

Re: Missing minute data IB

Posted: Jan 19 2016
by evdl
The bar before the missing bar has volume 0 in TWS. The missing bar in MC has volume in TWS

Re: Missing minute data IB

Posted: Jan 22 2016
by Henry MultiŠ”harts
Hello evdl,

Please send us the following information for analysis of this case to support@multicharts.com:
- workspace you are using;
- in QuoteManager select the symbol you are using, make a right click on it->Export data->Export instrument (with data). Send the Qmd export file;
- screenshot of the chart with the missing bars in MultiCharts;
- screenshot of the chart with the existing bars highlighted in TWS;
- screenshot of IB data feed connection settings.

If the file size is >10 mb please upload it to any file sharing hosting and send us the download link.