Hello,
A few minutes ago a member of this forum sent me a screenshot with his chart of ES. These are volume bars of 15,127 contracts.
Then I tried to recreate the same chart of 15,127 contracts.
Please have a look at day 02.01.2009. AGN chart has a lot of more bars than Transact chart. Both data feeds are physically the same, but differently branded.
Would the cause of the difference in number of bars be that:
(i) TransAct chart was made out of historic (1minute data) and AGN chart was being made out of consatntly flowing data, or
(ii) Transact chart uses 24h and AGN chart is set to regular? In this case Transact chart should have more bars than AGN, anyway
Regards
Difference in charts on the same data vendor
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- AGN volume bars.png
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- TransAct volume bars.jpg
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hi phil,
I shut down my computer for 1h+ and TransAct did not backfill the missing data on ALL symbols. Very annoying.
See the screenshot.
I shut down my computer for 1h+ and TransAct did not backfill the missing data on ALL symbols. Very annoying.
See the screenshot.
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- no backfill1.jpg
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- no backfill.jpg
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TransAct server did not backfill data after 2 days. Pretty bad news for someone who would like to backtest their strategiesvery good question I think no but maybe. I have backfill my data from a friend that have esignal data. But right now i'm running my chart all the day for not missing out some data.
![Mr. Green :mrgreen:](./images/smilies/icon_mrgreen.gif)
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- no backfilling after 2 days.jpg
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- Marina Pashkova
- Posts: 2758
- Joined: Jul 27 2007
Hi Tresor,Hello,
A few minutes ago a member of this forum sent me a screenshot with his chart of ES. These are volume bars of 15,127 contracts.
Then I tried to recreate the same chart of 15,127 contracts.
Please have a look at day 02.01.2009. AGN chart has a lot of more bars than Transact chart. Both data feeds are physically the same, but differently branded.
Would the cause of the difference in number of bars be that:
(i) TransAct chart was made out of historic (1minute data) and AGN chart was being made out of consatntly flowing data, or
(ii) Transact chart uses 24h and AGN chart is set to regular? In this case Transact chart should have more bars than AGN, anyway
Regards
In QuoteManager -> Tools -> DataSources -> TrasnAct -> Settings, please check if the option to 'Generate a new tick if Total Volume changes' is enabled. It should be enabled.
Regards.
Could not identify: QuoteManager -> Tools -> DataSources -> TrasnAct -> Settings, please check if the option to 'Generate a new tick if Total Volume changes'.
Please see the screenshot.
Please see the screenshot.
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- QM volume settings.jpg
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- Marina Pashkova
- Posts: 2758
- Joined: Jul 27 2007
Hi Tresor,
It looks like your TransAct dll needs to be updated. Either simply install the latest 5.0 beta 2 version of the program or contact us via LiveChat to have the dll installed on your computer by our support representatives.
Regards.
It looks like your TransAct dll needs to be updated. Either simply install the latest 5.0 beta 2 version of the program or contact us via LiveChat to have the dll installed on your computer by our support representatives.
Regards.
OK, I'll check itHi Tresor,
It looks like your TransAct dll needs to be updated. Either simply install the latest 5.0 beta 2 version of the program or contact us via LiveChat to have the dll installed on your computer by our support representatives.
Regards.
- Marina Pashkova
- Posts: 2758
- Joined: Jul 27 2007
BTW,
The difference was not caused by the lack of the ''Generate a new tick if Total Volume changes'' feature in my MC 5.1.
This feature was added in MC 5.2 for Transact only, and not for AGN.
I was using MC 5.1 with Transact and the other person was using MC something with AGN (both data feeds are the same), yet MC 5.2 has the ''Generate ..'' feature for Transact while it still lacks this feature for AGN.
A possible explanation is that Transact.dll had different logic than AGN.dll although both data feeds are technically the same.
Ergo, one of the two dlls is badly written, or both.
Regards
The difference was not caused by the lack of the ''Generate a new tick if Total Volume changes'' feature in my MC 5.1.
This feature was added in MC 5.2 for Transact only, and not for AGN.
I was using MC 5.1 with Transact and the other person was using MC something with AGN (both data feeds are the same), yet MC 5.2 has the ''Generate ..'' feature for Transact while it still lacks this feature for AGN.
A possible explanation is that Transact.dll had different logic than AGN.dll although both data feeds are technically the same.
Ergo, one of the two dlls is badly written, or both.
Regards
- Marina Pashkova
- Posts: 2758
- Joined: Jul 27 2007
Hi Tresor,
Could you please post the method you used to calculate volume in MC? Received volume values are not obvious and require calculations. We need to know what calculation method you used to be able to compare that to our method as well as your results to our results.
Thank you.
Could you please post the method you used to calculate volume in MC? Received volume values are not obvious and require calculations. We need to know what calculation method you used to be able to compare that to our method as well as your results to our results.
Thank you.