3acor Posted January 22, 2021 Report Share Posted January 22, 2021 The chart on the right is when it is unchecked and the one on the left is when it is checked. Huge difference in value and seems like if unchecked it gives the right value? Looking at the chart at 16:00 the price closed at 43 and not at 39 Quote Link to comment Share on other sites More sharing options...
3acor Posted January 22, 2021 Author Report Share Posted January 22, 2021 I can see in the Watchlist Prev Close value column is 43, in IB TWS it is 39 which seems right looking at the chart? How come it is giving 43? Quote Link to comment Share on other sites More sharing options...
Mike Medved Posted January 22, 2021 Report Share Posted January 22, 2021 Looking at the chart, 43 is the previous close. Not sure where IB TWS gets 39 from. Not sure also how you get 39 in the chart. Basically - if checked, it calculates the value from the data whereas when unchecked it takes it from the feed's Previous Close value for the last day. Can you take a look at your raw data - is there some spike 39 value right before 16:00 there? (When I do this here with my data I don't get the 39 to show up). Quote Link to comment Share on other sites More sharing options...
3acor Posted January 22, 2021 Author Report Share Posted January 22, 2021 No sorry I meant the opposite, IB is 43 and Medved is 39 as seen in the image below 8 minutes ago, Mike Medved said: Looking at the chart, 43 is the previous close. Not sure where IB TWS gets 39 from. Not sure also how you get 39 in the chart. Basically - if checked, it calculates the value from the data whereas when unchecked it takes it from the feed's Previous Close value for the last day. Can you take a look at your raw data - is there some spike 39 value right before 16:00 there? (When I do this here with my data I don't get the 39 to show up). This issue is on all symbols not just GME Quote Link to comment Share on other sites More sharing options...
Mike Medved Posted January 22, 2021 Report Share Posted January 22, 2021 What data source you using? Quote Link to comment Share on other sites More sharing options...
3acor Posted January 22, 2021 Author Report Share Posted January 22, 2021 IB data. In Medved if "Always use comptued value" is left unchecked, it will give a close value to the Previous close. But if it is checked, it will take the value from the watchlist column I believe Quote Link to comment Share on other sites More sharing options...
Mike Medved Posted January 22, 2021 Report Share Posted January 22, 2021 Ok when I try running MT with IB as the source, for GME it shows Prev Close column as 43.03 Not sure how yours shows 39. Do this: open Intraday GME chart.. Clear data using the ribbon menu. Then look at your portfolio - is Prev Close still 39? Quote Link to comment Share on other sites More sharing options...
3acor Posted January 22, 2021 Author Report Share Posted January 22, 2021 ok it worked now. thank you. Sorry for the bother. IB data API is weird. I need to change data sources. Quote Link to comment Share on other sites More sharing options...
3acor Posted January 22, 2021 Author Report Share Posted January 22, 2021 Even the level II doesn't show full data and the Bid is bigger than the Ask at times Quote Link to comment Share on other sites More sharing options...
Mike Medved Posted January 22, 2021 Report Share Posted January 22, 2021 IB's data is not the greatest. They absolutely refuse to expose the same L2 data you get in TWS in the API. And the API itself is the stuff of nightmares. But you work with what you have. Quote Link to comment Share on other sites More sharing options...
3acor Posted January 22, 2021 Author Report Share Posted January 22, 2021 Yes IB only good for execution. So I just subscribed to Quotestream to give it a try and I know they only provide Level I data to Medved, however I cannot see the Level I data (Bid, Bid Size, Ask, Ask size) Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted January 22, 2021 Report Share Posted January 22, 2021 the Level II window shows Level I fields on top. The bottom section is purely for Level II data. You are not going to see anything there with QM Quote Link to comment Share on other sites More sharing options...
3acor Posted January 23, 2021 Author Report Share Posted January 23, 2021 Yes I understand that the level II would be empty but I thought the level II window would at least show the top Bid and Ask line along with Bid size and Ask Size(NBBO). Anyway way to display it? I know there is Show Quotes in Charts but it doesn't show the Bid Size and Ask Size. (Would be great and appreciated it if it does ) Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted January 23, 2021 Report Share Posted January 23, 2021 no, NBBO is from the Level I quotes - completely different feed. Not going to mix stuff in. As for bid/ask size in the quote box on the chart, I added that. Quote Link to comment Share on other sites More sharing options...
3acor Posted January 23, 2021 Author Report Share Posted January 23, 2021 (edited) I meant to say NBBO in Level I Quote Panel. That's great. This does the job for me. Thanks a lot Jerry, I appreciate it Would it be possible to send me that updated version? Edited January 23, 2021 by 3acor Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted January 25, 2021 Report Share Posted January 25, 2021 the beta will have it. 1 Quote Link to comment Share on other sites More sharing options...
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