Order Heatmap is not loading historical data

ChrisGRM

Member
Joined
Jun 15, 2023
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Hi,

I am new to Motive Wave. I´ve just loaded the Order Heatmap with CQG Datafeed. Volume Imprint does load some historical data, but the Order Heatmap seems to only show current data.

Attached you can see what I can see and in the second picture what I expect.

I seem to have 2 errors: It shows nearly everything as high volume and it shows no historical data.

Do you know what I should change? I used the settings from the "What´s new in Version 6.3." but this does not change anything. Is it because of my timeframe from 1 min?
 

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  • order heatmap as it should be.JPG
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luissantillana33

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Nov 25, 2020
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the chart that you want it to look like is using 100ms as the time frame as opposed to 1min. so i would try that or even an 80 tick chart but you will have to add them as they do not come in the default time frame settings.
 

nooris

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Jul 30, 2023
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I may be wrong, but as far as I know there is no service that has DOM history. Tick history is the best you can get. Even Denali on SC will not backfill DOM history. The amount of data will just be massive. Similar to SC you will need to have Motivewave connected to capture and store DOM history on your computer. If you don't keep MW on all the time, or if you use different computers throughout the day, you will have holes in your DOM history data. I assume you are using this data for replay, so just keep that in mind, and keep MW on during RTH so you can go back and replay it later.
 
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