Footprint data loss

erp

Member
Joined
May 26, 2023
Posts
16
Likes
9
New user - so using trial version with iqFeed delayed trial data for tick level with a workspace connection to IB account. Instrument is configured to take all data from iqFeed and execute in IB sim. I've been testing the Volume Imprint bid/ask/imbalance this morning and notice that on each bar close, the Volume Imprint data refreshes. Every few bars or so this results in missing tick level data at some or many bid/ask levels (see image below). I then need to clear local cache and wait for it to re-load. Is this a common occurrence with non-trial data? Is there one data feed that works better than others for tick level in MW? I've used dxFeed in other software previously, so have no experience with iqFeed. Thanks and appreciate any feedback.
 

Attachments

  • Footprint data missing.jpg
    Footprint data missing.jpg
    214.1 KB · Views: 15

itradefutures

Well-known member
Joined
Mar 3, 2023
Posts
76
Likes
38
I don't use iqFeed, so I can't speak for that.

However, if you use either Rithmic or CQG, MotiveWave has a function called "Save Live Tick Data". It only works with them and solves the issue of reloading tick data.

In MotiveWave's words: "For CQG and Rithmic, live incoming ticks (Time And Sales) can be saved to disk to avoid loading historical tick data from the server".
 

erp

Member
Joined
May 26, 2023
Posts
16
Likes
9
Interesting. Seems like a fix. Can you set some sort of maximum amount that you save to disk?

Thank you for the reply.
 

itradefutures

Well-known member
Joined
Mar 3, 2023
Posts
76
Likes
38
No sweat. I think how much you save to disk would be determined by your tick chart settings and study settings.
 
  • Like
Reactions: erp

erp

Member
Joined
May 26, 2023
Posts
16
Likes
9
Unchecking the Recalculate On Close option solved this. User error.
 
Top