6.03 vs. 6.02 Multi-minute Bars

[bpschultz]

I believe that I reported this issue when 6.03 was first released, so my apologies if I'm being redundant. However, since as far as I'm aware the problem has never been acknowledged or addressed, I feel the need to reiterate it.

The 120-minute, all-sessions bars in 6.03 are different from those in 6.02 for the symbols that I frequently use, including GC, SI, CL, NG, XRB, and all the CME currencies. The charts in 6.03 are corrupted by both missing data (in the form of absent bars) and incorrect data (in the form of inaccurate o/h/l/c).

This issue is not trivial, and I hope that the software engineers will fix the problem. I would appreciate some kind of acknowledgement of the problem as well as the plans (or lack thereof) for fixing it in upcoming releases. Thank you.

[JayF]

Brian,

Please refer to the Beta release notes where we discuss the differences. You can use the more accurate method of constructing bars by going to the Multi-minute Bars tab and choosing the second selection. Please keep in mind that QCharts, when running in that mode, has to download a much larger amount of data to align the interval within the session hours.

We do acknowledge that this is not optimal, and while the next version of 6.0.3 will improve the speed of this, there's still more work to do on the server side to improve this.

[bpschultz]

Jay,

I actually tried your suggestion prior to my initial post. While it seems to eliminate most, if not all, of the gaps, the bars themselves still have inaccurate data and differ from those in 6.02. More work still needs to be done to address these inaccuracies.

Thanks.

Brian

[JayF]

*Moving post to Beta forum*

Brian,

Please post some examples of the differences you are seeing, so that we can better see the differences.

[bpschultz]

Jay,

I was unable to figure out how to upload the images to the forum, so I've sent them to your email instead. Sorry for the technical incompetence on posting the images for all to see.

What I noticed is that the problem always occurs with the 2:00 bar on a 120-minute all sessions chart. I assume you'll be able to replicate the error with any of the Nymex, Comex, and CME currency symbols mentioned in my original post.


Brian

[bpschultz]

Jay,

Here's a good screenshot, courtesy of Larry Marchman.

Brian

Originally posted by bpschultz
Jay,

I was unable to figure out how to upload the images to the forum, so I've sent them to your email instead. Sorry for the technical incompetence on posting the images for all to see.

What I noticed is that the problem always occurs with the 2:00 bar on a 120-minute all sessions chart. I assume you'll be able to replicate the error with any of the Nymex, Comex, and CME currency symbols mentioned in my original post.


Brian

[ckelly]

Jay, I see your note this was moved to the Beta Forum, but I'm not finding it there, so I'll post here.

Brian & Larry,
I've seen similar problems with the Futures as well. See my post 10/06/08: here

fyi,
Carol