Welcome to NexusFi: the best trading community on the planet, with over 150,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- see if you qualify for a discount below.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
MultiCharts and IQFeed vs TradeStation for UpTick/DownTick data
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.)