Adventures In .NET Posted April 17 Author Report Share Posted April 17 Here are two videos I made today. The first is toggling odd lots and forcing backfill using dxFeed tick data. Odd lots makes no difference, but you can see all the volume disappear after clearing and not come back after forcing backfill. The second is forcing backfill using TradeStation. The volume looks better, but the candles are not good. Quote Link to comment Share on other sites More sharing options...
Adventures In .NET Posted April 17 Author Report Share Posted April 17 And after I watch it for a while again, the volume since watching looks right. Quote Link to comment Share on other sites More sharing options...
Adventures In .NET Posted April 19 Author Report Share Posted April 19 Any other ideas on this, or some diagnostics I can run to determine where the issue is? Quote Link to comment Share on other sites More sharing options...
Mike Medved Posted April 19 Report Share Posted April 19 I will dedicate some time to this on Mon... If it's the case that the L1 feed of DXFeed produces candles with different volumes than the DXFeed backfill, will report it to them... As a reference, what kind of subscription bundle do you have with DXFeed? Quote Link to comment Share on other sites More sharing options...
Adventures In .NET Posted April 19 Author Report Share Posted April 19 (edited) Edited April 19 by Adventures In .NET Quote Link to comment Share on other sites More sharing options...
Adventures In .NET Posted April 25 Author Report Share Posted April 25 On 4/19/2024 at 11:29 AM, Mike Medved said: I will dedicate some time to this on Mon... If it's the case that the L1 feed of DXFeed produces candles with different volumes than the DXFeed backfill, will report it to them... As a reference, what kind of subscription bundle do you have with DXFeed? Have you had time to look into this? Today I installed MT on another machine and still had the issue. I've only added dxFeed and no other providers. Here is before I cleared the data for WISA. I started watching it at about 8:30, so that's when the live data collection started. Here's right after clearing and backfilling with tick data. Unchecking show odd lots only makes it look worse. Quote Link to comment Share on other sites More sharing options...
Mike Medved Posted April 25 Report Share Posted April 25 I tried running with several of my logins with dxFeed and there is no discrepancy between backfill and collected volumes. I emailed them asking them for a login that matches your subscriptions... Quote Link to comment Share on other sites More sharing options...
Adventures In .NET Posted April 25 Author Report Share Posted April 25 2 hours ago, Mike Medved said: I tried running with several of my logins with dxFeed and there is no discrepancy between backfill and collected volumes. I emailed them asking them for a login that matches your subscriptions... Thanks. Here's a video I just captured that shows it about as bad as it could be. Quote Link to comment Share on other sites More sharing options...
Mike Medved Posted Tuesday at 03:08 AM Report Share Posted Tuesday at 03:08 AM I talked to dxFeed and I think we solved the problem. I will check it again tomorrow during market and release in beta. 1 Quote Link to comment Share on other sites More sharing options...
Adventures In .NET Posted Tuesday at 01:24 PM Author Report Share Posted Tuesday at 01:24 PM 10 hours ago, Mike Medved said: I talked to dxFeed and I think we solved the problem. I will check it again tomorrow during market and release in beta. So you were able to replicate the issue? Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted Tuesday at 01:31 PM Report Share Posted Tuesday at 01:31 PM when switching to an account with same subscription as you, yes. Quote Link to comment Share on other sites More sharing options...
Adventures In .NET Posted Tuesday at 01:53 PM Author Report Share Posted Tuesday at 01:53 PM 21 minutes ago, Jerry Medved said: when switching to an account with same subscription as you, yes. It's good to hear you replicated it and have a fix. I wonder which package you have that hid the problem. Quote Link to comment Share on other sites More sharing options...
Mike Medved Posted Tuesday at 04:22 PM Report Share Posted Tuesday at 04:22 PM 2 hours ago, Adventures In .NET said: It's good to hear you replicated it and have a fix. I wonder which package you have that hid the problem. It's just some confusion with a combo of subs that caused the dxFeed streamer in MT decide to get the Q-suffixed backfill for the stock (meaning Nasdaq only) instead of the full one. 1 Quote Link to comment Share on other sites More sharing options...
Adventures In .NET Posted yesterday at 03:54 PM Author Report Share Posted yesterday at 03:54 PM Is this in the beta yet? Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted yesterday at 03:54 PM Report Share Posted yesterday at 03:54 PM not yet. will put in tonight probably. Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted 22 hours ago Report Share Posted 22 hours ago Just sent you Quote Link to comment Share on other sites More sharing options...
Adventures In .NET Posted 7 hours ago Author Report Share Posted 7 hours ago Sorry, I'm still having the issue. Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted 7 hours ago Report Share Posted 7 hours ago Please just post what is wrong - maybe screenshot of comparison. not video Quote Link to comment Share on other sites More sharing options...
Adventures In .NET Posted 7 hours ago Author Report Share Posted 7 hours ago Sorry, as a developer myself, a video shows me the steps the user takes to replicate the issue. The problem is that tick backfill from dxFeed is missing a significant amount of data. If there's some code I can throw in Visual Studio or other diagnostics in Medved that can help you debug this issue, just let me know. Quote Link to comment Share on other sites More sharing options...
Mike Medved Posted 5 hours ago Report Share Posted 5 hours ago I tried this: 1. I ran TSLA, in a portfolio, collected data for like 5 min. Then went to raw data window, highlighted those 5 minutes, pressed ctrl-C, pasted it into Notepad. 2. Went to chart of TSLA. Cleared data. Backfilled it with Tick data. Went to raw data window, highlighted the same 5 minutes, copied, pasted it into another Notepad 3. Compared the two raw data lists. For me, they were mostly the same (with a one tick discrepancy here and there)... What would happen if you did the same? Also - dxFeed seems to NOT ignore odd lots when building candles for its OHLC backfills. So - do check the "include odd lots" setting in MT. Quote Link to comment Share on other sites More sharing options...
Adventures In .NET Posted 4 hours ago Author Report Share Posted 4 hours ago When I do that, the data from the 5 minutes I was watching does not get filled. I watched TSLA (also in a portfolio) from 13:40:00 to 13:44:59, cleared and backfilled and this is the Raw Data. I have "include odd lots" checked. 05/03/24 13:46:10 180.7210 180.7200 180.7500 129 05/03/24 13:46:10 180.7210 180.7200 180.7500 50 05/03/24 13:46:10 180.7300 180.7200 180.7500 47 05/03/24 13:46:10 180.7300 180.7200 180.7600 24 05/03/24 13:46:10 180.7400 180.7200 180.7600 30 05/03/24 13:46:10 180.7487 180.7200 180.7600 25 05/03/24 13:46:10 180.7301 180.7200 180.7600 30 05/03/24 13:46:10 180.7428 180.7200 180.7600 75 05/03/24 13:46:10 180.7400 180.7200 180.7600 30 05/03/24 13:46:10 180.7600 180.7200 180.7600 10 05/03/24 13:46:10 180.7408 180.7200 180.7600 50 05/03/24 13:46:10 180.7400 180.7200 180.7600 100 05/03/24 13:46:09 180.7300 180.7200 180.7600 0 05/03/24 13:46:09 180.7300 180.7100 180.7500 30 05/03/24 13:46:08 180.7200 180.7100 180.7500 100 05/01/24 19:59:48 181.0000 0.0000 0.0000 1,569 05/01/24 19:59:36 180.9000 0.0000 0.0000 1,569 05/01/24 19:59:24 181.0500 0.0000 0.0000 1,569 05/01/24 19:59:12 180.9800 0.0000 0.0000 1,569 05/01/24 19:58:48 180.9800 0.0000 0.0000 751 05/01/24 19:58:36 180.8600 0.0000 0.0000 751 05/01/24 19:58:24 180.9999 0.0000 0.0000 751 05/01/24 19:58:12 180.9999 0.0000 0.0000 751 05/01/24 19:57:48 180.9800 0.0000 0.0000 1,268 05/01/24 19:57:36 180.8800 0.0000 0.0000 1,268 Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted 4 hours ago Report Share Posted 4 hours ago huh? So you are saying your backfill does not work at all? Quote Link to comment Share on other sites More sharing options...
Adventures In .NET Posted 4 hours ago Author Report Share Posted 4 hours ago I cleared all days, so the data you're seeing from 5/1 is from backfill and does show the BF mark on the volume cell. If I backfill using dxFeed OHLC, I get this during that timeframe. 05/03/24 13:44:48 180.7529 0.0000 0.0000 52,541 05/03/24 13:44:36 180.6200 0.0000 0.0000 52,541 05/03/24 13:44:24 180.8499 0.0000 0.0000 52,541 05/03/24 13:44:12 180.8499 0.0000 0.0000 52,541 05/03/24 13:43:48 180.8400 0.0000 0.0000 40,431 05/03/24 13:43:36 180.8200 0.0000 0.0000 40,431 05/03/24 13:43:24 181.0799 0.0000 0.0000 40,431 05/03/24 13:43:12 181.0799 0.0000 0.0000 40,431 05/03/24 13:42:48 181.0600 0.0000 0.0000 22,752 05/03/24 13:42:36 181.0000 0.0000 0.0000 22,752 05/03/24 13:42:24 181.2499 0.0000 0.0000 22,752 05/03/24 13:42:12 181.2499 0.0000 0.0000 22,752 05/03/24 13:41:48 181.2300 0.0000 0.0000 38,081 05/03/24 13:41:36 180.9800 0.0000 0.0000 38,081 05/03/24 13:41:24 181.2953 0.0000 0.0000 38,081 05/03/24 13:41:12 180.9900 0.0000 0.0000 38,081 05/03/24 13:40:48 180.9701 0.0000 0.0000 19,586 05/03/24 13:40:36 180.9300 0.0000 0.0000 19,586 05/03/24 13:40:24 181.1499 0.0000 0.0000 19,586 05/03/24 13:40:12 181.0000 0.0000 0.0000 19,586 But the candles are solid and don't show any wicks. Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted 4 hours ago Report Share Posted 4 hours ago in your previous post, where you show raw data with a gap between 5/1 and 5/3, you did a backfill, right? TICK backfill? so the backfill did not work? Quote Link to comment Share on other sites More sharing options...
Adventures In .NET Posted 4 hours ago Author Report Share Posted 4 hours ago (edited) 10 minutes ago, Jerry Medved said: in your previous post, where you show raw data with a gap between 5/1 and 5/3, you did a backfill, right? TICK backfill? so the backfill did not work? Correct. 1) Watched TSLA on the chart and in a portfolio from 13:40:00 to 13:44:59 2) Saw lots of data in the raw data window 3) Cleared All Data 4) Tried "Backfill with TICK data". Waited for the "backfilling" icon to go away. 5) Checked the time period from 13:40:00 to 13:44:59 and saw no data for that, but did see OHLC data from 5/1 and older. 6) Cleared All Data 7) Tried "Backfill TSLA using...", then selected "dxfeed (Tick)". Waited for the "backfilling" icon to go away. 8 ) Checked the time period from 13:40:00 to 13:44:59 and saw no data for that, but did see OHLC data from 5/1 and older. Edited 4 hours ago by Adventures In .NET Quote Link to comment Share on other sites More sharing options...
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