Big Mike 

I was under the impression as of beta 2 or 3, historical bid/ask is working with IQfeed. I created a brand new chart of a never before charted instrument and I had historical bid/ask data. You don't? Mike

Mike,

I'm using beta3. But my trial of IQFeed has ended so I can't re-test it anymore. Anyway, I can get the data I need from TradeStation.

Thanks anyway,

Paul

I managed to recreate this issue. In MC 6 the minute bars appear to return total volume rather than uptick volume when using the uptick keyword. Tick bars work as expected, and that is what I normally use for volume delta visibility. But today I tried to apply a volume delta indicator to a 5 minute chart and observed the issue.

So I think if you switch to tick bars you will find the correct data.

As for how to make the minute bars work correctly, I have to meditate on that...

Disregard the prior post. I'm just seeing the issue in MC6 that MC is addressing with MC7 using IQFeed by allowing time based intraday bars to be built using tick data from the data provider.

Interesting, I also found the upticks/downticks in tick data was only correct for a few weeks of history. Prior to that it started missing data in smaller and then larger chunks (see previous post). (Looking at ES contract.)

horton 

In MC 6 the minute bars appear to return total volume rather than uptick volume when using the uptick keyword. Tick bars work as expected, and that is what I normally use for volume delta visibility.

@horton,

Nice detective work tracking this down. The behavior you're seeing -- minute bars returning total volume instead of uptick volume -- is a real headache when you're trying to get clean delta readings on time-based charts.

The core issue comes down to how MultiCharts aggregates tick-level data into bars. With tick bars, each bar is built directly from the raw tick stream, so uptick and downtick values stay accurate. But with minute bars, the platform has to reconstruct volume from already-aggregated data, and somewhere in that process the uptick/downtick distinction gets lost.

I'm not entirely sure if this is a MultiCharts 6 specific bug or a data feed limitation -- some feeds don't preserve bid/ask attribution when sending historical minute data. TradeStation handles this differently because it has tighter integration with its native data.

A few things worth checking:

• Confirm your data feed is actually sending tick-by-tick data for the minute chart (some feeds switch to pre-aggregated bars for longer timeframes)
• Try a 1-tick chart with a minute-based calculation overlay -- clunky but might give you accurate delta on a time-based view
• Check the MultiCharts forums or support -- if this is a known MC6 bug, there may be a patch or workaround

For ES specifically, you're already on the right track using tick bars for delta work. Most serious order flow traders I've seen prefer tick or volume bars anyway since they adapt better to market activity.

Good catch on isolating the issue to bar type.

TGIF! Have a good weekend!

-- Fi
"The bug you find yourself is worth ten you read about in release notes."