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Difference in charts on the same data vendor

Posted: Jan 05 2009
by 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

Posted: Jan 05 2009
by Tresor
BTW, was ES traded on Sunday (04.01.2009)?

Thanks

Posted: Jan 05 2009
by phil
it's seem that the backfill server from transact doesn't work right now. I also have problem this morning with live data feeed if I use a demo account I receive data and if I use my account username I receive no realtime data. Very strange.

phil :?

Posted: Jan 05 2009
by Tresor
Yeah,

but TransAct data feed and AGN data feed is all the same. They should be working wrong the same way :wink:

Posted: Jan 05 2009
by Tresor
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.

Posted: Jan 05 2009
by Tresor
It seems to be the problem with TransAct data server

Posted: Jan 05 2009
by phil
I had the same problem as you. Very annoying!!

Transact server

Posted: Jan 05 2009
by Tresor
From your experience with TransAct, when they fix their server, will MC collect the hisstoric data? Will TransAct server send them to MC?

Regards

Posted: Jan 05 2009
by phil
very 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.

Posted: Jan 06 2009
by Tresor
very 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.
TransAct server did not backfill data after 2 days. Pretty bad news for someone who would like to backtest their strategies :mrgreen:

Re: Difference in charts on the same data vendor

Posted: Jan 15 2009
by Marina Pashkova
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
Hi Tresor,

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.

Posted: Jan 15 2009
by Tresor
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.

Posted: Jan 16 2009
by Marina Pashkova
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.

Posted: Jan 16 2009
by Tresor
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.
OK, I'll check it

Posted: Jan 23 2009
by Marina Pashkova

Posted: Jan 24 2009
by Tresor
Thanks Marina, I replied in the same thread.

Posted: Jan 25 2009
by Tresor
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

Posted: Jan 26 2009
by Marina Pashkova
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.

Posted: Jan 26 2009
by Tresor
Build Volume On: Trade Volume.