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Trading: Silver(ShangHai AG future contract), China IF index option
Frequency: Several times daily
Posts: 105 since Aug 2017
Thanks Given: 19
Thanks Received: 29
Hi guys,
I am using Multicharts + Lmax, after I run Multicharts, the volume of the data being downloaded " Real time" is much less than the "real" volume( I first noticed them to be very low, seems not true, then I reload, and the volume is much bigger and "real" )
The first picture above is snaped after I run the software more than One hour, see the last 15 bars, their volume is formed "real time", and they seem so light so untrue.
Then I reloaded data,
Compare those bars, look at the volume, So the volume downloaded real time indeed is untrue.
So how to fix this problem?
Can you help answer these questions from other members on NexusFi?
If you guys are looking at volume, it would be limited in FX to the market maker. Consider adding Futures data that gives you real exchange data and stays constant. Consider even trading the FX Futures if you are not trading mini and micro lots. You will find good liquidity. MC can work with Rithmic or CQG data.
There is a substantial risk of loss in futures trading. Past performance is of indicative of future results.
Trading futures and options involves substantial risk of loss and is not suitable for all investors. Past performance is not necessarily indicative of future results. You may lose more than your initial investment. All posts are opinions and do not claim to be facts. Please conduct your own due diligence. Use only Risk capital when trading Futures.
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I approached MC with this question this was the reply i received:
The issue is with data provided by LMAX. They provide less ticks in real-time than in history.
Before the Reload the volume is calculated according to the real-time data. Reload forces data request from the data source, the data collected in real-time is replaced by historical data and Volume Avg indicator re-calculated on a new data set gives different results.
I then asked LMAX this was there reply:
I have just confirmed with our tech team, so the explanation is Multicharts is connected us via .NET, and the default price update is 10 updates/ second however if you press Reload, .NET will send all historical data which is more than 10 updates/second, and like what Multicharts explained, volume is then re-calculated on a new data set gives different results. So we would recommend you not to press Reload in order to get real time data.
This obviously wouldn't help because as you know the volume goes nearly flat!
I am not sure why it doesn't cause an issue with other brokers data feeds.
Anyhow i said it NOK for me and they are going to investigate some more with there tech team. And promised to get back to me next days!
from your description it sounds that "the default price update is 10 updates/ second" is something imposed by LMAX and that would explain why you don't see this with other brokers or data feeds. Multicharts just displays the data it's provided.
