TD Ameritrade Intraday data incorrect?

[Thebattlefront]

Hello,

I have been using TD Ameritrade as a data source for my trading, but the data that it is providing me on the intraday setting is incorrect. That is, I can see the Raw data time and sales being executed in another window, but the chart fails to update this accordingly. As such, the only way to get an accurate chart is to do Clear Data > Auto backfill (which then shows the correct charting).

Any idea?

[Jerry Medved]

not something I can diagnose without seeing the logs, settings.  Not seeing that issue with TD Ameritrade data. Please do the following:

Go to FILE / HELP => Send Log/Settings to support menu (from Dashboard or Portfolio)

And add the Post URL in the comment.  Do not check any check-boxes.

 

[Thebattlefront]

Ok, done

[Thebattlefront]

So, I still have the issue, was hoping it would go away with a fresh install of medved. Here's an example of what im talking about in the pictures below:

 

The first picture is what occurs when the data flows in normally while I'm watching the trading of a security. It's the accrued data from the live feed of TD Ameritrade. It is not correct, it doesn't match the time and sales window that I have running.

The second picture is when I click "Clear Data" and then "Backfill intraday data". The chart corrects itself and the data displayed is correctly. This occurs for both TD Ameritrade and Yahoo finance data. Also, medved trader on my laptop seems to work fine without issues. So I'm thinking its a problem somewhere on my medved.

[Jerry Medved]

My reply to you on August 9 was

"please send me the screenshot that shows the portfolio, chart and raw data for the symbol when there is an issue."

Please do that

[Thebattlefront]

Oops i thought you meant just the picture of the chart. Derp.

It's for every symbol I have too, not just ZN. I will do that now.

Edited September 8, 2017 by Thebattlefront
said something wrong

[Thebattlefront]

Here is another example - HEMP. Screenshot 1 after "Clear data and backfill". Screenshot 2 is before that (Sorry i swapped them by accident)

 

Edited September 8, 2017 by Thebattlefront
wrong order of pictures

[Thebattlefront]

I sent another set of log files too in case you needed them.

[Jerry Medved]

I ran with ZN for 20 min or so and compared the live data collected to the backfill. The live data was actually more accurate, though still aggregated compared to tick data returned from IQFeed.

NOTE though - at no point were the raw data and the chart out of sync.  You indicated before that you saw stuff in raw data but not on the chart. That is why I wanted the screenshot showing both.  But the stuff in your screenshot matches.

[Thebattlefront]

The stuff in the screenshot doesn't match. Look at the last closing trade for HEMP. The intraday chart shows that it was at 0.2415 (This is the bottom chart, the one before i fixed the data by backfill. This is the accrued data.) Now, if you look at Raw data table, the last trade isn't 0.2415, it's 0.24. In fact, there is no trade showing at 0.2415 at all in the Raw Data Table.

The top chart is the one that is backfilled and fixed. The one on the BOTTOM is the messed up one (I swapped the pictures by accident).

[Jerry Medved]

the LAST on the right side of the chart is not matching because you have the chart set to chart the midpoint between bid/ask (Click on the CHART TYPE dropdown on the charts toolbar, main tab).  the contents of the chart itself match.

[Thebattlefront]

Ahh Ok that's why it's doing that. It's been driving me crazy, I'm pretty sure this fixed it. Thank you!!

[AJ7]

Hi:Does DOM feature work with ToS streaming?

[Jerry Medved]

yes

[AJ7]

Thank you . one more. is there anything to be changed for futures. i dont see consistent updates across all windows. Stock ticks work fine. 

[Jerry Medved]

TD Ameritrade datafeed does not currently support futures.  New one will (soon). I actually could enable futures and forex quotes now, but backfill would not work, which would create problems. 

[AJ7]

Thanks Jerry.