Raw Data missing bid/ask

[QTuser]

TDA is source.  Problem first noticed this morning. When click on new symbol for first time, bid/ask briefly appears then is refreshed and disappears. Time, Last and volume are displayed but not updated. Level II appears to function correctly.

 

Same setup for QT works correctly.

 

TIA

 

Cannot swear to it but believe this is related to latest update which did last evening and didn't really pay attention to whether problem was occuring before or after.

[Jerry Medved]

data that comes in from backfill will not have bid/ask.  if you open a chart or have one linked so a new symbol gets loaded and it auto backfills, that will cause raw data to show backfill data. you probably have quotes stopped?

[QTuser]

Top left button under File which is labeled stop or start currently showing STOP but had tried clicking which changed label to start but no change to raw data ... then clicked again and label changed back to stop again with no change to symptoms I reported ...IE time, last and vol displayed but not updated, bid and ask missing.

[Jerry Medved]

changing the stop/start will not in any way change the data already in MT,  I asked because if the quotes were updating, you would have current quotes from the Level I data and thus when backfill occurred, it would fill in missing data but not the period for which it already has data

 

Other than the stop/start - does the status on the Dashboard for TDA show streaming or is it red?  Are quotes updating on the portfolio?

[QTuser]

Backfill upadtes the time, last and volume one time but does not casue it to begin updating going foreward. Dash board status for Ameritade shows:

 

State: Streaming

Status: Running

Bandwidth: 637 and varying

LI: 30

LII: 2

BF: Blank

H.BF: Blank

Nws: Blank

[Jerry Medved]

ok, seems that the quote is not updating.  If you open the chart, then after it backfills, click on the button on the chart ribbon to clear all data.  Then look on the portfolio - do the quotes come in for that symbol? Are the date/time OK on the quote or are they in the future?

 

What symbol is this for?

[QTuser]

Need some help as I am unclear as to how to take actions you requested.

 

As to your instructions:

 

1) Are you calling the raw data table the chart?

 

2) I do not see anything at top of raw data table which will clear data but I do see two different dahboard items labeled clear all INT Data and Clear All Hist Data .... is it one of these buttons you wish clicked?

 

 

 

 

[Jerry Medved]

no, I am calling the chart the chart.  If you do not have a chart open for the symbol, right click on the raw data table and select to option intraday chart.

[QTuser]

Thanks, since I had been talking about raw data, you threw me when talking about the chart.

 

Did the clear and backfill; raw data table symptoms remain the same; portfolio quotes and time appear to function correctly but ALL portfolio symbol quote dates are 5/19 with the exception of GABUX which is 5/20 and subtotals which are 5/21.

[Jerry Medved]

I can't tell what the problem is without seeing the settings, etc.  

 

Please do the following:

 

go to FILE / Export Settings. 

Leave the checkboxes already checked, and also check LOG FILE.

Export, then email me the exported file please.

[QTuser]

Looked around and didn't find mention of email addie, what is it please?

 

Also, on different subject. Is MT 64 bit ... had couple crashes last week and appeared MT might have hit 32 bit RAM limitation?

 

TIA

[Jerry Medved]

I don't like posting email addresses on public forums because spam bots gather them.  Same email you used to request the beta - support@ ^^^^

 

MT is 64 bit if run on a 64 bit system.

[QTuser]

Sent

[QTuser]

Closed MT, installed the new exe, opened MT and now seem to have the problem several others mentioned in that I do have data in all my raw data fields, the date is now correct in portfolio but ALL  data in portfolio and Raw Data is very sporadic and not keeping pace with QT.

 

Level II does not seem to be updating at all.

 

Seems to only get a little bit of data once in awhile and misses most of the data, once in awhile MT seems to aggregate volume for those it missed.

[Jerry Medved]

you would have to be more specific. Give specific symbol. I am running with your setup and comparing PSEC for example.  Level II matches. Raw data - you have it set to show 1000 share blocks, so it isn't going to show everything.  When I set it to show everything and compared to another source, it showed matching trades.   Tried with a few others.  

 

Also, if you are running multiple apps connecting to TDA using the same account, that in itself can cause conflicts.  Check the dashboard to make sure it is connected and the # on the Level I column shows approximately the # of symbols you have in the portfolio

 

Jerry

[Jerry Medved]

Also, because your issue had to do with bad timestamps on quotes, now that you have the new version, can you clear all data on all symbols (can do that from the dashboard).  Then see if you still encounter problems.

[QTuser]

I happened to be using PSEC also ... apparently in process of prior exercise, I unknowingly changed from trades .. I have set back to trades. So operator error on that one.

 

Also just noticed that the order of market makers is reversed between QT and MT, so that accounts for the comparison difference I noticed.

 

Apologize for that. So ATM, all issues corrected.

 

Thanks

[Jerry Medved]

Order of Market Makers - both QT and MT have options for controlling the sorting.  On MT, click on the SORT tab.  Probably should have it on Price/Time.

[QTuser]

Naw, still difference between QT and MT:

 

PSEC:

QT 14:50:01 100 @ 9.92

QT 14:50:01 100 @ 9.92

 

MT 14:50:01 031 @ 9.92

MT 14:50:01 269 @ 9.92

 

STON:

QT 14:51:01 1050 @ 24.48

MT 14:51:01 0100 @ 24.48

[Jerry Medved]

that may just be differences in the datafeed. You have your settings set for regular consolidated quotes from TDA, not tick quotes.  So each row may represent multiple trades. TDA servers can consolidate a bit differently for each connection.  You can go to settings, setup accounts, and select TDA and check the box to get tick quotes.

[QTuser]

OK but for STON from 14:51.01 thru 14:59:43 QT indicates a total of 1650 shares traded while MT shows 812. Changed MT to tick quotes but that did not change the above numbers for the time stamps quoted.

[Jerry Medved]

Both QT and MT show the change in volume in the volume column of raw data by default. Assuming the total volume is the same, if one row is different, then there has to be volume somewhere before or after it.

 

You can switch to show Total Volume (VIEW tab on MT). That would be better for comparison.