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In QuoteManager / MultiCharts I've got my data collection set to record 'All' which includes bid/ask, and I 'connect' to symbol and load QuoteManager on startup (it runs 24/7), so I think I am good and am recording all the info.
Thats fine.......I did notice that MC has an option to record Bid/Ask..I think MarketDelta and perhaps Investor R/T have the same feature....I use GomRecorder to record this data in Ninja (thanx Gomi!).......but from what I got so far all the historical Bid/Ask data is something that the user should create/maintain.....it looks to me that data feeds do not offer this service.......
From what I understand the issue is that the CurrentBid/Ask is being read asynchronously. So the possibility exists for these to change while processing the incoming ticks. TS Support confirmed the issue and said they planned to address it in 6.0 (Release version, not beta).
Don't have enough posts to insert a link but a search of "IntraBarPersist" will most likely find the 3 page thread.
There has been some ambiguity in previous posts. I just want to clarify that, for it to be possible for indicators like the volume ladder and buy sell volume to work properly, the charting application does not need to provide bid ask SIZE.
What you DO need to know is: for each trade that is reported, whether the trade price was at, above, or below the current bid or ask. You DON'T need to know the actual value of the current bid or ask price.
If, for each trade, you can get the actual current bid and ask price as well as the close price, that is just as good.
Maybe I am missing something but still not sure from reading previous posts whether Multi Charts supports this, can anyone help?
You are 100% correct Zondor, you only need the bid and ask price for each trade. Interestingly, this is exactly how IQFeed delivers their tick stream.
It has been a while since I talked to MC, so this may have changed, but the last time I talked with them they were not able to do this kind of analysis, but they claimed they would be working on it for the future. The problem is that you need to change the way you store tick data, so it is not a seamless change.
I am pushing up this old topic.
I have MC8 and DTN IQFeed as a data feed.
Is there now a built-in way to have real Cumulative Delta in MultiCharts? [I have not found]
Or shall we use an external indicator? Which one is the most up-to-date?