Jump to content
Medved Trader Forums

ES futures Volume chart issues


Recommended Posts

Filtering is already off.


IB datafeed. The Ameritrade feed I also use doesn't have futures.


All I see at that time is about 10k worth of volume at 16:44-45, then starts up again at 16:30 with normal volume.


Thats' why I think there's an issue, the chart is showing something else as you can see.,


It's a big file, but could always send you the data to look at.

Link to comment
Share on other sites

I ran with your settings. Didn't see anything particularly unusual. Didn't see any high CPU usage except in the first minute of running (that is normal).  Kind of depends on the that you have.  


We did change some stuff in the data cleanup in MT in the last build so that should help, but not immediately. 


There are a few things you can do to help that. I assume based on the stuff you sent me that you don’t need to have 60 days of data. And certainly don’t need more than a few days of tick data.I think the most that you need is maybe 20.  So

Change the “Max # of days of intraday data” value to a 20.
decrease the “Compress Tick data to OHLC beyond X Days” setting to 3 (unless you need more for the volume/tick charts)
Restart MT and wait at least 2 minutes (cleanup of expired data doesn’t start till a minute after startup)
Then go to SETTINGS / CHARTS / GENERAL screen again and check the “Consolidate on next app start”, then restart again
Having less days of data, and having it consolidated to OHLC vs TICK data (that comes in from Level I quotes) will significantly reduce memory usage. 
Please let me know if that helps.  BTW, the multiple restarts above is just in order to speed up the process. Otherwise, MT will do it, but at it’s own pace.
Link to comment
Share on other sites

   I see that the sdata.bin had gotten to 900 meg.   I reduced days to 30 and that brought if down to <500 meg, as expected


  There's an issue with that though.  For stocks, I really dont care, but I'd like to save at least the consolidated bars for FUTURES symbols for at least 90 days.


  I assume I'll lose that intraday data after 30 days on the ES , NQ etc with the setting at 30 . 


 Is there some way to deal with this?

Link to comment
Share on other sites

  Basically, I want the volume chart for futures through expiration.  I don't subscribe to IQfeed, I use IB's data.


 So I think you'd have to do something where certain symbols could be retained for a longer period of time.


Otherwise  would have to keep data on 100+ stocks for 60 days just so ES & NQ can be preserved for that period.

Link to comment
Share on other sites

Join the conversation

You can post now and register later. If you have an account, sign in now to post with your account.

Reply to this topic...

×   Pasted as rich text.   Paste as plain text instead

  Only 75 emoji are allowed.

×   Your link has been automatically embedded.   Display as a link instead

×   Your previous content has been restored.   Clear editor

×   You cannot paste images directly. Upload or insert images from URL.

  • Create New...