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Benji

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Everything posted by Benji

  1. Yes, I receive those messages. And the first time I run it for a symbol, I get the correct intraday minute candles. If I try to run it later in the day for the same symbol, it gives me back the same candles I received earlier without any new updates. So it doesn't appear to be performing a backfill. To fix the issue, I have to go into MT and clear the intraday data for the symbol. If I'm subscribed to L1 updates for the symbol, or if the symbol exists in a active MT portfolio, this issue does not occur. Daily candles seem to incrementally backfill correctly. However, if I have bad candles in MT database (e.g. datasource has incorrect stock split data), doing a "full" backfillType has no effect and does not fix them when using 'backfillAndGetCandles'. I also have to manually clear the data in MT to fix that issue. Is there a way I can clear data for a symbol from the API? This would actually solve all my problems. I have this occasionally when using MT directly as well - sometimes backfill just won't merge data updates until I clear.
  2. Upon further testing, I've determined that the issue is with "backfillAndGetCandles". If I call "backfill" first, then call "getCandles", I get the updates as expected when setting "backfillType" to "full". Backfill "full" has no effect when using backfillAndGetCandles. There is a bug, but at least I've found a workaround. This also explains why my historical charts wouldn't fully backfill until I clear data in my MT portfolio windows.
  3. I'm running into an issue in the websocket API when backfilling intraday candles (e.g. 15 minute). The first time I backfill for a symbol, the data comes in correctly. Afterward, the candles never update unless the symbol is in an active portfolio in MT. If I start streaming L1 updates, the backfill will start returning the latest values, but it will never correct the previous candles until I clear data inside MT. The same happens with all data streamers, and it doesn't matter if I do a "full" or "incremental" backfill. I could programmatically get around this if there was a "clear" command in the API, but I don't see that option. I would prefer not to have to keep every symbol I may lookup inside a MT portfolio to get around this. Example request: { "cmd": "backfillAndGetCandles", "reqID": "1246", "streamerID": "AMTD", "sym": "NVDA", "type": "OHLC", "backfillType": "full", "startDate": "2023-02-13T16:00:00.0000000-08:00", "candleSize": "1", "regHoursOnly": true } The last few response candles: { "t": "2023-02-15T19:42:00.000", "o": 227.27, "h": 227.49, "l": 227.2601, "c": 227.4462, "v": 37713.0 }, { "t": "2023-02-15T19:43:00.000", "o": 227.44, "h": 227.6, "l": 227.41, "c": 227.6, "v": 31125.0 }, { "t": "2023-02-15T19:45:00.000", "o": 227.65, "h": 227.6686, "l": 227.62, "c": 227.6399, "v": 6875.0 } Minute 19:44 is missing, but you can see minute 19:45 is there because I started streaming L1 updates at that time. "backfillandgetcandles" will never return minute 19:44 until I clear data inside MT window. I've reproduced this in both the latest production and beta releases (1.1.9810.100 x64).
  4. Of course, not a high priority either way. Thanks for the consideration.
  5. Sorry, maybe I wasn't very clear in my initial question. I'm just wondering if I can use Level I quote data sources in the DOM. I don't really need Level II data, but I find the DOM invaluable in seeing how price moves with a fast Level I feed. I've tried DxFeed and it's great, but unfortunately not exposed in the websocket API.
  6. Yes, the trading works fine - I'm wondering if I can use Tradier as the data source, for example. Tradier's data feed has much lower latency than most of the other providers I've tested.
  7. I noticed that when using TD Ameritrade as the datasource in the websocket API, the current day's historical candles display after-hours data. Is there a way to disable this and use the regular market close? I know the actual TD Ameritrade API has a "needExtendedHoursData" field which is unfortunately enabled by default. Any way to toggle this in MT in settings or the API? Thanks.
  8. I noticed both Tradier and Fidelity are missing from the DOM data source drop down. Is there a setting I can toggle to have them show up? I presume they're missing because Level II quotes aren't supported. The DOM is my favorite way to trade, and I find it extremely useful regardless of Levei II data support.
  9. I absolutely appreciate and understand that - it's why I'm using MT as opposed to working with IQFeed and IBKR apis directly 🙂. I have no expectations of fixes and I'm not saying any of this is high priority. MT reduces my need for a lot of different software products, and having reliable data would let me use only MT almost exclusively without needing other software to sanity check. I'm happy to post less and only on more urgent concerns if that's the goal of these forums.
  10. Depending on a stock's price and volatility, I often need to adjust the price increment quickly when changing symbols. It would be nice if some of the following would be considered: Allow the user to adjust the DOM price increment with ctrl+mouse scroll similar to zooming in and out of charts currently (would be intuitive for me at least) And/Or add assignable hotkeys for adjusting the DOM price increment up and down Would be a nice to have a few additional increments, like 0.02/.03 and .50. I often have to type these in. A bigger ask would be to allow customizations in settings like the spin increments (overkill, I know). If there's a way to do any of this now, let me know - thanks!
  11. Thank you, I probably will exclude odd lots going forward. I did see those ticks on the QQQ chart and in T&S in MT (the other ones were filtered out by my spike filtering settings and were crossed out in T&S).
  12. Thank you! I think I found one other pesky status - ODDLOT/NEXTDAYCLR.
  13. I've been noticing quite a few spikes in IQFeed on various tickers that are tough to filter (e.g. 0.4% out of range). I was able to track one of these ticks down and was wondering if it could be filtered. IQFeed listed the trade as TTEXEMPT/PRP. I tested other charting software with spike filtering disabled using IQFeed, and this spike was not displayed.
  14. Right, that is my workaround. I'll just need to toggle daily at market open & close. My ideal option would be "Real-time Updates for Historical Charts During Regular Trading Hours". Are there any plans for settings to be exposed in the API?
  15. Is there any way to get the historical to stop updating in extended hours? Even if I "stop" my portfolio windows, the values continue to update. The issue is the value being updated for "close" in today's candle is not correct. This will be obvious when I clear and backfill tomorrow as the value will get corrected to the proper market close. I've tested just about every possible charting application and I can't say I've seen one that works this way. RTH/Extended hour toggles make sense for intraday charts, but for daily/weekly/monthly usually they're fixed to regular market hours.
  16. My daily/weekly/monthly historical charts are all updating in real-time with extended hours stock quotes. I have "Never" selected for "Extended hours" in settings under Charts/General, and all my intraday charts are currently set the same way. The intraday charts are working as expected.
  17. That works great for the portfolio window, but could we have the option chain window allow puts and calls to be drag/dropped as well?
  18. It would be nice if there was an option in the context menu to send any ticker to specific symbol link group. For example, I like my option chain to be linked to one group, but I'd want to be able to right-click a specific option and send it to another group for trading with different charts auto-populated. Being able to right click a ticker in a portfolio window and send to an alternate group would be nice as well. If there's a way to do this now let me know. Thanks!
  19. Thanks for the quick update! Since the shortcut is chart-specific, is it possible to make it honor the respective "Auto-backfill after clear" option?
  20. Yes that's what I've been doing. You could say the same for most hotkeys though. I like to keep the ribbons closed, so that adds an extra step. I often have to clear when there's gaps between candles - backfill doesn't do anything in that case. I've also had issues with volume being displayed incorrectly (IBKR data, or perhaps receiving data from multiple sourcecs) that clearing will quickly correct. Also, it can be a quick fix for getting rid of spikes.
  21. Can we get a hotkey for clearing data for a ticker? I see there are hotkeys for backfilling data; it would be nice to have it for clearing as well. I do this often enough to find it useful.
  22. Just to add - as soon as I switch my Portfolio window from IQFeed to TD Ameritrade or IBKR, the IQFeed option chain time gets up to sync.
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