Data issues

[jbclem]

I'm using TWS Build 936.9I Nov 7, 2013  .  No problems connecting.   There is a problem with phantom bars, but I'm not sure if it's a MT problem, IB, or TDAmeritrade.  Backfilling doesn't solve it.

 

Phantom bars, in QT used to manifest themselves as a duplicate bar next to the most current daily bar.  They would usually disappear when the market opened the next day.  Right now, In MT, most recent update, I'm getting a non-duplicate phantom daily bar, it has a date of 12-07-13 and is a different size on each of two different symbols.  I might have had this problem on the previous build, but on some earlier builds it wasn't seen.

 

Another data related problem:  starting with last Weds, I'm getting gaps in the two intraday charts I have up. 

  

    Weds 12-04-13   TRIP: 15 min bars begin at 8am end at 12:45     MYL:  15 min bars begin at 9:30 am end at 12:45pm

    Thurs 12-05-13   TRIP 15 min bars begin at 7:30am end at 12:45   MYL: 15 min bars begin at 10:30 am end at 12:45pm

    Friday 12-06-13  TRIP 15 min bars begin at  8:15am  end at 12:45  MYL: 15 min bars begin at 10:30 am end at 12:45pm

 

All previous day show the 15 min bars begining at 6:30am end at 12:45pm

 

Extended hours (Default..Never)

Timeframe: US Equity Markets

 

I'm using IB, AMTD, and YAHOO. 

 

John

[Jerry Medved]

On historical charts, you will most likely find that the data matches what shows in the quotes for the symbol because the default is to show real-time data for the last day.

 

issues with TRIP - are you using Pacific Timezone ? so your 6:30 is 9:30 US Eastern?

 

can I assume you tried backfilling? If so, which source?

 

If the backfill does not fill in the gap, then could you please ZIP and send me the data file - its huge so zipping is very important .  Maybe via Dropbox or similar?

 

The data file is SDATA.BIN and will be located in your "Local" directory. If you go to Help/About, you can click on the LOCAL link to open it.

 

Thanks

Jerry