Limit on $TICK data at 6 sec interval?

[jgr]

I have a chart with 6sec interval (the interval that $TICK is sent out by NYSE - as I understand) and scrolling back, it stops at 15:36 and it is now 22:55. That is less than 1/2 hour (it stops when market closes at 16:00).


Is that all I should expect? The longer the interval, the longer time frame historical $TICK data seems to be available. Is there a limit of the number of bars/ticks that can be requested?

When I it with 1 minute interval, I get two days from 9:30 on 9/1 (it is now 9/2).

[ScottJ]

From what I can see, $TICK stops updating around 4:07 ET most days (using Time and Sales). If you see less than that, it's likely a server issue so please contact Tech Support directly so we can see where you are connected.

Thanks.

[jgr]

Here is the image that shows what I am talking about. This chart is with 6 Second interval. The $TICK, historical data is only available for the prvious 40 minutes or so.

On the other hand, if I set it to 1 minute interval then I get the full chart back a couple of days.

[ScottJ]

Do you get the same result if you put $TICK in the main chart panel? Maybe it's an issue with your EFS. I can't seem to duplicate.

[jgr]

Scott,

The only situation where there is a problem that I can see is this one,

1. where TICK is in a study panel and the interval is some number of seconds with the study using the interval from the main panel.

The efs is the one I posted a few days ago.

These situations work fine:

1. interval of minute or longer increments
2. If the interval on the TICK study pane is set to "t"
3. Other combinations, such as TICK in the main panel

This brings up a question. It the interval in the main panel is 6 seconds and that in the study pane MA is "t" are the displayed series in time synchronism?

[eSignal_JasonK]

Hello jgr,

The behavior you're seeing is a result of the time template settings you are using. Without a custom time template defined for the 6S interval the chart will load a default of apx 300 bars for that interval. This is why the plot only shows a limited history. Define a custom time template for that interval to load a specific number of bars (greater than 300) and more data will be requested for the external interval.

For more details on this topic, please read through the two threads below, which also deal with the same topic.

Futures Extended Intraday History Problem
Why is high(sym("$ticki") null after some bars?