Tick Count OK, Trade Vol not updating rt

[liamk]

Friends, following a reinstall of all the relevant software I'm seeing that Trade Volume does not update in realtime while Tick count works perfectly.

Apparently, Global Server has the data available following a download of tick data with the ActiveX tool because the Trade Volume data will be current.

However, the next bar in a 55 tick/bar chart or a 1 min chart will not have the Trade vol.

Switching the symbol's setting to and from Tick count will also cause the Trade Vol values to be brought up to date on the chart.

A further curiosity is that something sometimes happens to cause the chart to suddently retrieve the Trade Vol data on its own from time to time. For example 4 or 5 hours can elapse without a volume update and suddenly the chart will update the vol info to the current time.

[trichard423]

tick volume updating problems

i have found in the global server if you checkmark for download:
in the trade record section

tick
1min
5min
daily

the volume gets weird and messed up when you create intraday charts with tick volume applied. also the volume updating gets messed up as well.

if you checkmark for download in the trade record section ONLY

tick and daily all the updating problems disappear.

i have found it is unwise to checkmark for download the 1 and 5 min choices.

[liamk]

Following a reinstall of the eSig 7.6 package after removing all winsig.* and winros.* files and deleting the data for ES #F using Global Server File>delete data the problem persists despite downloading only tick and daily data for a couple of recent days.

The most recent bars will have the Trade Volume up to date, but all bars being built realtime after the download or TS startup or change from Tick count to Trade Volume will not update any indi using Trade Volume as an input.

Using the "Tick Count" option in TS symbol settings has the Tick Count update each minute in a 1 min chart following startup or history downloads with the ActiveX tool.

Prior to the reinstall of software, a 1 min chart stayed updated as long as the symbol setting was for Tick Count.

Liam

[ACM]

trichard
With regards to Volume you may want to see this thread on the subject.
FWIW I regularly download 1 Tick, 1 Minute and 1 Day Trade Records using the setups suggested in the linked thread and am not having any issues.
Also Volume problems (and as a consequence Tick Volume chart problems) can be caused by other factors such as for example setting up electronically traded future contracts using Futures as the Category. If you run a Search in this forum you should find a thread on this topic.
Alex

Edit after post: See the link provided by Liam in a message that follows to view how to set up electronically traded future contracts as Index or Stock Category

[ACM]

Liam
With what symbol(s) are you seeing this issue? If electronically traded futures are they set up using Futures as the Category or other?
In reading the description you make of the problem it almost seems like there is some corruption in the database. Have you ever cleaned up and/or compacted the database?
Just some thoughts
Alex

[liamk]

Alex, your cue about "catagory" reminded me that one can't use "dictionary" setup, but instead uses "New" . Then, I found your guide

http://forum.esignalcentral.com/show...t=Tradestation

Which describes the method in wonderful detail.

Noting your guide uses the old trade hours before the change to open the 2nd session at 15:30 instead of 15:45. That was the only change from your guide needed in using ES #F for the symbol.

Also, within TS2000i one may need to reset the symbol if using the same spelling. For example, ES #F is reused. I deleted the ES #F in "Format Symbol" (right click a window) and reselected it from the dropdown list in the same setup window immediately.

Liam

[ACM]

Liam
Glad to hear that may have helped resolve the issue.
Yes using "Dictionary" will set up the symbol as a Future whereas the symbol needs to be set up as Index or Stock to function properly.
And yes I will need to update the starting time of the session, thank you for pointing that out.
Irrespective of the fact that you may have solved the issue I would still suggest that you compact your database now and then if you have not already done so.
To compact your database see the document TS2k - Reducing data file size.mht which you can find here.
Even if you are not deleting any data just following the procedure suggested in that document will compact (ie defragment) the database and can recover a lot of wasted space besides helping GlobalServer work more efficiently.
Alex

[kay]

Real Time Volume for futures

Hello
Your explanations are very useful!

Just need to check some side problems;
It concerns non US futures like EUREX (AX U4-DT for example) on TS 2000i.

1/ Shall I get real time updated upvol and downvol, or uptick and downtick volumes for this type of futures, if I change their category to Index?

2/ I already have in the database these futures. As liamk said I ll' need to delete the symbol which was set with "future" category , then insert the same symbol with index category.
- Will I lose the data for this symbol ?
- will I be able to reuse my workspace based on this symbol, and find my drawings again?

Thank you by advavce
Kay

[spike500]

Re: Real Time Volume for futures

Originally posted by kay
Hello
Your explanations are very useful!

Just need to check some side problems;
It concerns non US futures like EUREX (AX U4-DT for example) on TS 2000i.

1/ Shall I get real time updated upvol and downvol, or uptick and downtick volumes for this type of futures, if I change their category to Index?

2/ I already have in the database these futures. As liamk said I ll' need to delete the symbol which was set with "future" category , then insert the same symbol with index category.
- Will I lose the data for this symbol ?
- will I be able to reuse my workspace based on this symbol, and find my drawings again?

Thank you by advavce
Kay

Kay,
if you set it up as a future you can choose between Tick count and Volume count. You will not have this option if you set it up as an Index.

If you delete a symbol you loose all data. You better first export your data as an xpo file, and try to import it again afterwards. I hope Tradestation will accept the importation but there might be a problem. It might be possibkle that he doesn't accept to import "futures" data as "index"data.

Normally you can download the data again from Historybank.com, but it is very timeconsuming.

[ACM]

Kay

1/ Shall I get real time updated upvol and downvol, or uptick and downtick volumes for this type of futures, if I change their category to Index?

All the considerations made for ES, and other electronically traded US futures are applicable also to non-US futures including the DAX.
To answer your question specifically yes you will get the Up/Down Volume and Up/Down Ticks if you follow the suggestions made elsewhere in this forum regarding Volume
In the following two images you can see the result of both downloaded and real time data for AX U4-DT.
Note that this symbol is set up as an Index.





2/ I already have in the database these futures. As liamk said I ll' need to delete the symbol which was set with "future" category , then insert the same symbol with index category.
- Will I lose the data for this symbol ?

The answer to this question is not simple.
In absolute terms you will. However if you Export the symbol and the existing data (which I would suggest that you do anyhow to have as backup) you could then use one of the xpo utilities available on the market to convert the data to ascii and then back to xpo as Index. At that point you would be able to Import that data back into GlobalServer.
Unfortunately you will need to go through this convoluted process since GlobalServer does not provide a way to directly switch data between categories.

- will I be able to reuse my workspace based on this symbol, and find my drawings again?

I do not actually know the answer to this but my guess is that if you are using the same symbol you should be able to. This is another reason why I would suggest making a backup of the symbol and data in case you want to revert to using the symbol as a future.
Hope this helps
Alex

[ACM]

spike500

if you set it up as a future you can choose between Tick count and Volume count. You will not have this option if you set it up as an Index.

FWIW you can have it also when the future is set up as an Index (or Stock). In the following images you can see two charts one (on top) based on 50 Tick count and the other on 500 Volume count.
Note that the symbol is setup as an Index (see prior post in this same thread)
Alex

[spike500]

Alexis,

i checked on my Tradestation:
Index results in loss of Up volume Down Volume. See $SPXgif.

As a future you will not loose these volumes. See ES U4gif.

[spike500]

part 2

second chart

[ACM]

spike500
There is no Volume for $SPX in the first place. That is why no Up/Down Volume will be available in GlobalServer.
Alex