Data Playback

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joshdawson
Last seen: 1 year 2 months ago
Joined: 04/14/2015 - 12:25
Data Playback

Hello,
I am attempting to play back the last 100 days.
I am attempting to do so on a 2 tick Renko
I have tried on two symbols
@ES#
and ESU2

I can get the tick data loaded, but when I go to replay the data, it is extremely choppy and not fluent. You cannot use the dom at all bc it sits on 1 price and then jumps up 10 handles. I am running at playback speed 10 seconds.

When I move the time frame to <10days or less then the dom and chart act normal and is fluent and you can sim trade etc on it.

How can I fix this so that I can sim trade 100 days ago, and make the charts fluent and be able to use the chart dom.

I am using a blank new chart with just the Dom and Renko applied.

0
joshdawson
Last seen: 1 year 2 months ago
Joined: 04/14/2015 - 12:25
I think the issue is a user

I think the issue is a user error . I requested to download new data, which replaces my existing data, and then I am attempting to download data during market hours, which the data feeds limit to 8 days of tick data, during RTH hours.

cpayne
Last seen: 1 year 7 months ago
Joined: 03/30/2009 - 00:00
Downloading Data

Yes, you can only download 5 days of data from IQFEED/DTNMA during market hours.  You'll need to request the extended data after hours (and the request will take a while).  

Once way to confirm how far back you have tick data.  Just open a 60 minute chart, and add the VB indicator to it as I've done in this chart.  You'll have VB data as far back as you have tick data.  So I pretty clearly have only 5 days of tick data based on this chart image: https://www.linnsoft.com/charts/cp-tickdatacheck-es

And you won't really see proper DOM updates during playback.  We do not store any of the depth information historically.  You'll only see level 1 price updates in the DOM.