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»Forums Index »Archive (2017 and earlier) »DTN.IQ Client Software Support »Volume Bar Missing on Daily QT Chart
Author Topic: Volume Bar Missing on Daily QT Chart (5 messages, Page 1 of 1)

PSI_Club
-Interested User-
Posts: 3
Joined: Jun 28, 2005


Posted: May 7, 2006 08:26 PM          Msg. 1 of 5
The volume bar for the most recent trading day (May 5) is missing from the Medved Quote Tracker daily chart (any symbol).
* I tried a backfill with no success
* The volume bar appears when I change to another data feed (TD Ameritrade)

Additionally.... The most recent trading day is often duplicated on the QT chart in the AM before the market opens. Once the market is open, the chart displays correctly.

Gene
Penny Stock Investment Club

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: May 7, 2006 09:59 PM          Msg. 2 of 5
Gene,

I did some testing here, and we are returning the correct data with the historical data request. I was able to replicate the issue you mention with QuoteTracker however. What I did was go into the datasource settings for historical data, and unchecked the "Calculate Last candle from L1 data". This corrected the data for the last bar and allows it to show proper volume. One thing to note is when that option IS checked, not only is the volume not showing, but the bar is incorrect (high and low). I noticed that the bad high and low is also showing in the quote list.

I would guess unchecking this will cause the current day bar to not show during market hours however. I will let Jerry Medved know about it and see if they can come up with a workaround.

The reason for this issue is because a daily historical data set from IQFeed doesn't include the current data until later in the evening. This leaves it up to the client software to use the current "level 1" quote to determine the current bar (if one isn't available).

Jay Froscheiser
DTN - Trading Markets

PSI_Club
-Interested User-
Posts: 3
Joined: Jun 28, 2005


Posted: May 22, 2006 07:36 AM          Msg. 3 of 5
Jay,

I just updated to QT 3.7.6 and this problem still exists. This morning, before market open, the daily chart shows a duplicate of Friday's candlestick unless I uncheck "Calculate Last candle from L1 data". Using this workaround has been acceptable but I sure would like to see this resolved.

Another issue is that during the trading day, L1 data in the Portfolio or Watchlist frequently shows the bid/ask/last as the same value even on non Pink Sheet stocks.

V/R
Gene M

Gene
Penny Stock Investment Club

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: May 22, 2006 08:31 AM          Msg. 4 of 5
The duplicate bar problem is going to continue to work this way with the select box in QuoteTracker. This is just a matter of how they handle the IQFeed.

As for the bid/ask/last all showing the same values, we may need to see some examples. This is possible in fast markets, but shouldn't happen often. When it does happen, do the numbers stay this way, or is it only for a second?

Jay Froscheiser
DTN - Trading Markets

PSI_Club
-Interested User-
Posts: 3
Joined: Jun 28, 2005


Posted: May 22, 2006 02:47 PM          Msg. 5 of 5
All three remain the same until there is a trade posted or the bid or ask changes. I am not sure what triggers the event but I noticed it happen when the bid increased but less than the previous last.

Example: ETLTE 15:12 - Bid .465 ... Ask .47
Ask at .47 was taken out and Ask increased to .475
L1 and L2 both showing Bid .465 ... Ask .475
Bid later went to .466 on L2 and L1 changed to show Bid/Ask/Last (all) as .47 (Ask is highlighted)
15:37 Bid goes to .47 and both L1 and L2 show correct values
15:37 Bid drops back to .466 following a trade at .47 but L1 still OK

I hope this helps. I have noticed it on several other stocks as well. ETLTE is just an example of one I am watching closely today.

Gene
Penny Stock Investment Club
 

 

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